Support Board
Date/Time: Sat, 01 Mar 2025 17:15:08 +0000
Post From: Missing data for certain periods
| [2021-10-08 08:03:56] |
| Rick McGlashan - Posts: 8 |
|
This is my msg log for DAZ21 Software version: 2315 64-bit | 2021-10-08 18:59:54.614 Safe Mode enabled | 2021-10-08 18:59:54.614 Primary Thread ID: 932 | 2021-10-08 18:59:54.614 Usage end date: 2021-10-30 | 2021-10-08 18:59:54.614 Enabled for: Advanced Features 2. | 2021-10-08 18:59:54.614 Enabled for: Sierra Chart Historical Data Service. | 2021-10-08 18:59:54.614 Enabled for: Denali Real-Time Exchange Data Feed. | 2021-10-08 18:59:54.614 Enabled for: Delayed Denali Exchange Data Feed. | 2021-10-08 18:59:54.614 Enabled for exchange2: CME (Trading Account Required) | 2021-10-08 18:59:54.614 Enabled for exchange2: CBOT (Trading Account Required) | 2021-10-08 18:59:54.614 Enabled for exchange2: COMEX (Trading Account Required) | 2021-10-08 18:59:54.614 Enabled for exchange2: NYMEX (Trading Account Required) | 2021-10-08 18:59:54.614 Allow Support for Sierra Chart Data Feeds is disabled. | 2021-10-08 18:59:54.614 Current selected Data/Trading service: CQG WebAPI | 2021-10-08 18:59:54.614 Custom symbol settings values: enabled | 2021-10-08 18:59:54.614 Chart Update Interval: 500 | 2021-10-08 18:59:54.614 Intraday Data Storage Time Unit: 0 | 2021-10-08 18:59:54.614 Time Zone: +11:00:00 (AEST+10AEDT+01,M10.1.0/02:00,M4.1.0/03:00) | 2021-10-08 18:59:54.614 2021-10-08 07:59:54 Local computer time in UTC | 2021-10-08 18:59:54.614 2021-10-08 18:59:54 Local computer time in SC Time Zone | 2021-10-08 18:59:54.614 2021-10-05 18:46:38 Server time in UTC | 2021-10-08 18:59:54.614 Local computer UTC time and Server UTC time difference: 0 seconds. | 2021-10-08 18:59:54.614 Program path: C:\SierraChart\ | 2021-10-08 18:59:54.614 Data Files path: C:\SierraChart\Data\ | 2021-10-08 18:59:54.614 OS Version Number: 10.0 | 2021-10-08 18:59:54.614 Locale Setting: C | 2021-10-08 18:59:54.614 DLLs: UserContributedStudies.dll, UserContributedStudies_64.dll | 2021-10-08 18:59:54.615 Allowed protected custom studies: | 2021-10-08 18:59:54.615 File >> Disconnect selected. | 2021-10-08 19:00:22.476 CQG WebAPI | Sending Web API Logoff message. | 2021-10-08 19:00:22.602 CQG WebSocket socket (1) | CloseSocket call. | 2021-10-08 19:00:22.602 CQG WebSocket socket (1) | Max send buffers used during socket life: 3 | 2021-10-08 19:00:22.602 CQG WebSocket socket (1) | Max send buffer size during socket life: 309 | 2021-10-08 19:00:22.602 CQG WebSocket | WebSocket closed. | 2021-10-08 19:00:22.602 CQG WebAPI | WebSocket closed. | 2021-10-08 19:00:22.602 CQG WebSocket socket (1) | Write in progress. Shutdown being delayed. PendingSize=0 | 2021-10-08 19:00:22.602 CQG WebAPI | Disconnected. | 2021-10-08 19:00:22.602 CQG WebSocket socket (1) | Write has completed. Shutdown being performed. | 2021-10-08 19:00:23.015 CQG WebSocket socket (1) | Shutdown started. Waiting for graceful close. | 2021-10-08 19:00:23.015 CQG WebAPI | Connecting to server api.cqg.com | 2021-10-08 19:00:30.816 CQG WebSocket | Connecting to WebSocket server api.cqg.com:443 | 2021-10-08 19:00:30.816 CQG WebSocket socket (2) | Creating socket. Using TLS 1.2. | 2021-10-08 19:00:30.817 CQG WebSocket socket (2) | New receive buffer size: 5242880 | 2021-10-08 19:00:30.817 CQG WebSocket socket (2) | Connecting to IP: 203.192.64.152. | 2021-10-08 19:00:30.817 CQG WebSocket | Opening WebSocket. | 2021-10-08 19:00:31.051 CQG WebSocket | Sending WebSocket handshake. | 2021-10-08 19:00:31.051 CQG WebSocket | Server header | HTTP/1.1 101 Switching Protocols | 2021-10-08 19:00:34.061 CQG WebSocket | Server header | Connection: upgrade | 2021-10-08 19:00:34.061 CQG WebSocket | Server header | Sec-WebSocket-Accept: l1+L7UWrOliwXI3bu1fMRzEIXuA= | 2021-10-08 19:00:34.061 CQG WebSocket | Server header | Server: WebSocket++/0.7.0 | 2021-10-08 19:00:34.061 CQG WebSocket | Server header | Upgrade: websocket | 2021-10-08 19:00:34.061 CQG WebSocket | Server header | | 2021-10-08 19:00:34.061 CQG WebSocket | Web socket state is now open. | 2021-10-08 19:00:34.061 CQG WebAPI | WebSocket connected. | 2021-10-08 19:00:34.061 CQG WebAPI | Sending market data logon message. | 2021-10-08 19:00:34.061 CQG WebAPI | Base Time: 2021-10-03T01:30:08. 2021-10-03 01:30:08 | 2021-10-08 19:00:35.065 CQG WebAPI | Logon successful. Session Token = PjY8ej+atMf8CwxryjyKXKqhfN51dp3wJrSGPI+IApo4j6GEdCYmuiEoHxfGNw72/PqlXGK8VpL | 2021-10-08 19:00:35.065 CQG WebAPI | Connected to server complete. | 2021-10-08 19:00:35.065 Triggering next historical data download in queue. | 2021-10-08 19:00:35.066 Triggering next historical data download in queue. | 2021-10-08 19:00:35.066 Triggering next historical data download in queue. | 2021-10-08 19:00:35.066 Triggering next historical data download in queue. | 2021-10-08 19:00:35.066 Updated verified funded futures trading account ending date to: 2021-11-07 08:00:35 | 2021-10-08 19:00:35.067 CQG WebAPI | Sending Trade Accounts request message. | 2021-10-08 19:00:35.191 No download requests in the queue to start downloads for. | 2021-10-08 19:00:35.191 No download requests in the queue to start downloads for. | 2021-10-08 19:00:35.191 No download requests in the queue to start downloads for. | 2021-10-08 19:00:35.191 No download requests in the queue to start downloads for. | 2021-10-08 19:00:35.191 CQG WebAPI | Starting real-time market data updates for: F.US.EU6Z21. ID: 1 Service code: cqg | 2021-10-08 19:00:35.193 CQG WebAPI | Sending symbol resolution request for F.US.EU6Z21. ID: 664769 | 2021-10-08 19:00:35.193 CQG WebAPI | Requesting security definition data for: F.US.EU6Z21. ID: 1 | 2021-10-08 19:00:35.193 CQG WebAPI | Using primary service for historical data for F.US.EU6Z21 | 2021-10-08 19:00:35.193 Added historical Intraday data request for F.US.EU6Z21 to the queue. | 2021-10-08 19:00:35.193 Intraday data recording state for symbol F.US.EU6Z21 is set to download 'Pending'. | 2021-10-08 19:00:35.193 Triggering next historical data download in queue. | 2021-10-08 19:00:35.193 Delaying start of download for F.US.EU6Z21 | 2021-10-08 19:00:35.194 CQG WebAPI | Starting real-time market data updates for: F.US.MESZ21. ID: 2 Service code: cqg | 2021-10-08 19:00:35.194 CQG WebAPI | Sending symbol resolution request for F.US.MESZ21. ID: 664770 | 2021-10-08 19:00:35.194 CQG WebAPI | Requesting security definition data for: F.US.MESZ21. ID: 2 | 2021-10-08 19:00:35.194 CQG WebAPI | Using primary service for historical data for F.US.MESZ21 | 2021-10-08 19:00:35.194 Added historical Intraday data request for F.US.MESZ21 to the queue. | 2021-10-08 19:00:35.194 Intraday data recording state for symbol F.US.MESZ21 is set to download 'Pending'. | 2021-10-08 19:00:35.194 Triggering next historical data download in queue. | 2021-10-08 19:00:35.194 CQG WebAPI | Starting real-time market data updates for: F.US.DA6Z21. ID: 3 Service code: cqg | 2021-10-08 19:00:35.195 CQG WebAPI | Sending symbol resolution request for F.US.DA6Z21. ID: 664771 | 2021-10-08 19:00:35.195 CQG WebAPI | Requesting security definition data for: F.US.DA6Z21. ID: 3 | 2021-10-08 19:00:35.195 CQG WebAPI | Using primary service for historical data for F.US.DA6Z21 | 2021-10-08 19:00:35.195 Added historical Intraday data request for F.US.DA6Z21 to the queue. | 2021-10-08 19:00:35.195 Intraday data recording state for symbol F.US.DA6Z21 is set to download 'Pending'. | 2021-10-08 19:00:35.195 Triggering next historical data download in queue. | 2021-10-08 19:00:35.195 CQG WebAPI | Received symbol resolution report for symbol F.US.EU6Z21. Search Symbol: F.US.EU6Z21. Request ID: 664769. Contract ID: 1. | 2021-10-08 19:00:36.069 CQG WebAPI | Requesting market data for F.US.EU6Z21 | 2021-10-08 19:00:36.069 CQG WebAPI | Brokerage name: AMP3. Account Name: 120560 | 2021-10-08 19:00:36.069 Updated verified funded futures trading account ending date to: 2021-11-07 08:00:36 | 2021-10-08 19:00:36.069 CQG WebAPI | Sending collateral subscribe request. | 2021-10-08 19:00:36.069 CQG WebAPI | Received symbol resolution report for symbol F.US.MESZ21. Search Symbol: F.US.MESZ21. Request ID: 664770. Contract ID: 2. | 2021-10-08 19:00:36.073 CQG WebAPI | Requesting market data for F.US.MESZ21 | 2021-10-08 19:00:36.073 CQG WebAPI | Received symbol resolution report for symbol F.US.DA6Z21. Search Symbol: F.US.DA6Z21. Request ID: 664771. Contract ID: 3. | 2021-10-08 19:00:36.073 CQG WebAPI | Requesting market data for F.US.DA6Z21 | 2021-10-08 19:00:36.073 CQG WebAPI | Sending positions subscribe request. RequestID: 664773 | 2021-10-08 19:00:40.077 CQG WebAPI | Sending orders subscribe request. RequestID: 664774 | 2021-10-08 19:00:40.077 Requesting market depth updates for: F.US.DA6Z21 if supported. | 2021-10-08 19:00:40.078 CQG WebAPI | Requesting market data including full depth for F.US.DA6Z21 | 2021-10-08 19:00:40.078 Requesting market depth updates for: F.US.EU6Z21 if supported. | 2021-10-08 19:00:40.078 CQG WebAPI | Requesting market data including full depth for F.US.EU6Z21 | 2021-10-08 19:00:40.078 Requesting market depth updates for: F.US.MESZ21 if supported. | 2021-10-08 19:00:40.078 CQG WebAPI | Requesting market data including full depth for F.US.MESZ21 | 2021-10-08 19:00:40.078 HD Request # 47 | Downloading Intraday chart data for F.US.EU6Z21 to the file F.US.EU6Z21.scid. Service: cqg | 2021-10-08 19:00:42.193 HD Request # 47 | Download start date-time: 2021-10-08 19:00:17.000000. File last date-time: 2021-10-08 19:00:17.700001 | 2021-10-08 19:00:42.194 HD Request # 47 | Requesting historical Tick data. | 2021-10-08 19:00:42.194 HD Request # 47 | Receiving Intraday data for F.US.EU6Z21 starting at 2021-10-08 19:00:17.520000 | 2021-10-08 19:00:43.099 HD Request # 47 | Timestamp of first Intraday data file record written: 2021-10-08 19:00:19.648000 | 2021-10-08 19:00:43.100 HD Request # 47 | Received 50 Intraday data records from 2021-10-08 19:00:17.520000 to 2021-10-08 19:00:31.804001 (14.3 seconds) and wrote 39 records for F.US.EU6Z21 | 2021-10-08 19:00:43.101 HD Request # 47 | Add time&sales data | Remembered last file record date-time: 2021-10-08 08:00:31.804001 | 2021-10-08 19:00:43.112 HD Request # 47 | Completion time: 1s | 2021-10-08 19:00:43.112 HD Request # 47 | Intraday data download complete for F.US.EU6Z21. Unique request ID: 36 | 2021-10-08 19:00:43.112 Removing historical data download ID 36. | 2021-10-08 19:00:43.112 Real-time Intraday chart data file updates started for F.US.EU6Z21 | 2021-10-08 19:00:43.112 Intraday chart data file opened for F.US.EU6Z21 | 2021-10-08 19:00:43.112 HD Request # 47 | Enabling Intraday chart updating for symbol. | 2021-10-08 19:00:43.112 Triggering next historical data download in queue. | 2021-10-08 19:00:43.112 HD Request # 48 | Downloading Intraday chart data for F.US.MESZ21 to the file F.US.MESZ21.scid. Service: cqg | 2021-10-08 19:00:43.112 HD Request # 48 | Download start date-time: 2021-10-08 19:00:18.000000. File last date-time: 2021-10-08 19:00:18.296005 | 2021-10-08 19:00:43.112 HD Request # 48 | Requesting historical Tick data. | 2021-10-08 19:00:43.112 HD Request # 48 | Receiving Intraday data for F.US.MESZ21 starting at 2021-10-08 19:00:18.200000 | 2021-10-08 19:00:44.108 HD Request # 48 | Timestamp of first Intraday data file record written: 2021-10-08 19:00:21.820000 | 2021-10-08 19:00:44.109 HD Request # 48 | Received 37 Intraday data records from 2021-10-08 19:00:18.200000 to 2021-10-08 19:00:40.020003 (21.8 seconds) and wrote 31 records for F.US.MESZ21 | 2021-10-08 19:00:44.110 HD Request # 48 | Add time&sales data | Remembered last file record date-time: 2021-10-08 08:00:40.020003 | 2021-10-08 19:00:44.117 Added 4 Time and Sales records to Intraday data file for F.US.MESZ21 after download. | 2021-10-08 19:00:44.117 HD Request # 48 | Completion time: 1s | 2021-10-08 19:00:44.117 HD Request # 48 | Intraday data download complete for F.US.MESZ21. Unique request ID: 37 | 2021-10-08 19:00:44.117 Removing historical data download ID 37. | 2021-10-08 19:00:44.117 Real-time Intraday chart data file updates started for F.US.MESZ21 | 2021-10-08 19:00:44.117 Intraday chart data file opened for F.US.MESZ21 | 2021-10-08 19:00:44.118 HD Request # 48 | Enabling Intraday chart updating for symbol. | 2021-10-08 19:00:44.118 Triggering next historical data download in queue. | 2021-10-08 19:00:44.118 HD Request # 49 | Downloading Intraday chart data for F.US.DA6Z21 to the file F.US.DA6Z21.scid. Service: cqg | 2021-10-08 19:00:44.118 HD Request # 49 | Download start date-time: 2021-10-08 19:00:17.000000. File last date-time: 2021-10-08 19:00:17.596000 | 2021-10-08 19:00:44.118 HD Request # 49 | Requesting historical Tick data. | 2021-10-08 19:00:44.118 HD Request # 49 | Receiving Intraday data for F.US.DA6Z21 starting at 2021-10-08 19:00:17.500000 | 2021-10-08 19:00:45.105 HD Request # 49 | Timestamp of first Intraday data file record written: 2021-10-08 19:00:40.932000 | 2021-10-08 19:00:45.105 HD Request # 49 | Received 2 Intraday data records from 2021-10-08 19:00:17.500000 to 2021-10-08 19:00:40.932000 (23.4 seconds) and wrote 1 record for F.US.DA6Z21 | 2021-10-08 19:00:45.105 HD Request # 49 | Add time&sales data | Remembered last file record date-time: 2021-10-08 08:00:40.932000 | 2021-10-08 19:00:45.108 HD Request # 49 | Completion time: 1s | 2021-10-08 19:00:45.109 HD Request # 49 | Intraday data download complete for F.US.DA6Z21. Unique request ID: 38 | 2021-10-08 19:00:45.109 Removing historical data download ID 38. | 2021-10-08 19:00:45.109 Real-time Intraday chart data file updates started for F.US.DA6Z21 | 2021-10-08 19:00:45.109 Intraday chart data file opened for F.US.DA6Z21 | 2021-10-08 19:00:45.109 HD Request # 49 | Enabling Intraday chart updating for symbol. | 2021-10-08 19:00:45.109 Triggering next historical data download in queue. | 2021-10-08 19:00:45.109 No download requests in the queue to start downloads for. | 2021-10-08 19:00:45.109 Opened cached Intraday file: C:\SierraChart\Data\F.US.MESZ21.scid. Thread ID: 18412 | 2021-10-08 19:00:47.223 Opened cached Intraday file: C:\SierraChart\Data\F.US.EU6Z21.scid. Thread ID: 18412 | 2021-10-08 19:00:52.272 Opened cached Intraday file: C:\SierraChart\Data\F.US.DA6Z21.scid. Thread ID: 18412 | 2021-10-08 19:00:52.273 |