Support Board
Date/Time: Wed, 19 Mar 2025 23:34:23 +0000
Post From: Downloaded market depth data all stuck at current bar
| [2022-10-27 16:00:18] |
| User783051 - Posts: 4 |
|
Hello, i have been following all the steps on other support questions on how to download historical market depth data. i right click and download from further back in the chart and all i get is a few mins of depth and then it seems to aggregate it all at the current period I have added the logs from a fresh download to see if there is a issue there Software version: 2353 64-bit | 2022-10-26 21:12:57.197 Primary Thread ID: 21860 | 2022-10-26 21:12:57.197 Usage end date: 2022-12-06 | 2022-10-26 21:12:57.197 Enabled for: Advanced Features 2. | 2022-10-26 21:12:57.197 Enabled for: Sierra Chart Historical Data Service. | 2022-10-26 21:12:57.197 Enabled for: Denali Real-Time Exchange Data Feed. | 2022-10-26 21:12:57.197 Enabled for: Delayed Denali Exchange Data Feed. | 2022-10-26 21:12:57.197 Enabled for exchange2: CME (Trading Account Required) | 2022-10-26 21:12:57.197 Enabled for exchange2: CBOT (Trading Account Required) | 2022-10-26 21:12:57.197 Enabled for exchange2: COMEX (Trading Account Required) | 2022-10-26 21:12:57.197 Enabled for exchange2: NYMEX (Trading Account Required) | 2022-10-26 21:12:57.197 Enabled for exchange2: EUREX EOBI | 2022-10-26 21:12:57.197 Enabled for exchange2: fairx_exchange.data | 2022-10-26 21:12:57.197 Enabled for exchange2: NASDAQ US stock data | 2022-10-26 21:12:57.197 Allow Support for Sierra Chart Data Feeds is enabled. | 2022-10-26 21:12:57.197 Current selected Data/Trading service: DTC - Sub Instance | 2022-10-26 21:12:57.197 Custom symbol settings values: enabled | 2022-10-26 21:12:57.197 Chart Update Interval: 1000 | 2022-10-26 21:12:57.198 Intraday Data Storage Time Unit: 0 | 2022-10-26 21:12:57.198 Time Zone: +01:00:00 (GMT+00BST+01,M3.5.0/01:00,M10.5.0/02:00) | 2022-10-26 21:12:57.198 2022-10-26 20:12:57 Local computer time in UTC | 2022-10-26 21:12:57.198 2022-10-26 21:12:57 Local computer time in SC Time Zone | 2022-10-26 21:12:57.198 2022-10-26 17:07:40 Server time in UTC | 2022-10-26 21:12:57.198 Local computer UTC time and Server UTC time difference: 1 seconds. | 2022-10-26 21:12:57.198 Program path: S:\SierraChart\SierraChartInstance_3\ | 2022-10-26 21:12:57.198 Data Files path: S:\SierraChart\SierraChartInstance_3\Data\ | 2022-10-26 21:12:57.198 OS Version Number: 10.0 | 2022-10-26 21:12:57.198 Locale Setting: C | 2022-10-26 21:12:57.198 DLLs: FootprintReversalSystem_64.dll, MainSystem_64.dll, OrderflowIndicator_64.dll, OrderFlowLabs.com.beta_64.dll, OrderFlowLabs.com_64.dll, sierra-chart-driver-v2.dll, sst_gamma_bands.dll, sst_gamma_bands_64.dll, sst_gamma_bands_csv_64.dll, UserContributedStudies_64.dll | 2022-10-26 21:12:57.198 Allowed protected custom studies: | 2022-10-26 21:12:57.198 Added historical Market depth data request for ESZ22-CME to the queue. | 2022-10-26 21:13:09.041 Market depth data recording state for symbol ESZ22-CME is set to download 'Pending'. | 2022-10-26 21:13:09.041 Triggering next historical data download in queue. | 2022-10-26 21:13:09.041 HD Request # 94 | Downloading Market depth data for ESZ22-CME. Service: cme.marketdepth | 2022-10-26 21:13:09.041 HD Request # 94 | Download start date-time: 2022-10-26 14:30:00.000000. | 2022-10-26 21:13:09.046 HD Request # 94 | Using server: ds21.sierracharts.com port 10149 | 2022-10-26 21:13:09.046 Socket (1) | Creating socket. | 2022-10-26 21:13:09.046 Socket (1) | New receive buffer size: 5242880 | 2022-10-26 21:13:09.046 Socket (1) | Connecting to IP: 216.1.90.129. | 2022-10-26 21:13:09.046 Opened cached Depth file: S:\SierraChart\SierraChartInstance_3\Data\MarketDepthData\ESZ22-CME.2022-10-26.depth | 2022-10-26 21:13:09.174 HD Request # 94 | Setting DTC encoding to Binary VLS | 2022-10-26 21:13:09.241 HD Request # 94 | Sending historical data logon request message. | 2022-10-26 21:13:09.241 HD Request # 94 | Requesting market depth data. Start date-time: 2022-10-26 14:30:00. Symbol: ESZ22 | 2022-10-26 21:13:09.826 HD Request # 94 | Decompressing data. | 2022-10-26 21:13:09.925 HD Request # 94 | Receiving market depth data for ESZ22-CME starting at 2022-10-26 14:30:00.000000 | 2022-10-26 21:13:10.028 HD Request # 94 | Truncating file to starting date-time of 2022-10-26 14:30:00.000000 | 2022-10-26 21:13:10.031 HD Request # 94 | Timestamp of first market depth data file record written: 2022-10-26 14:30:00.000000 | 2022-10-26 21:13:10.419 Socket (1) | CloseSocket call. | 2022-10-26 21:13:48.631 Socket (1) | Shutdown started. Waiting for graceful close. | 2022-10-26 21:13:48.631 Historical data download thread signaled to stop. | 2022-10-26 21:13:48.631 HD Request # 94 | Received 11339580 Market depth data records from 2022-10-26 14:30:00.000000 to 2022-10-26 21:13:47.478000 (6.7 hours) and wrote 11339580 records for ESZ22-CME | 2022-10-26 21:13:48.631 HD Request # 94 | Completion time: 39s | 2022-10-26 21:13:48.631 HD Request # 94 | Market depth data download complete for ESZ22-CME. Unique request ID: 71 | 2022-10-26 21:13:48.631 Removing historical data download ID 71. | 2022-10-26 21:13:48.631 Real-time market depth file updates started for ESZ22-CME | 2022-10-26 21:13:48.631 Opened cached Depth file: S:\SierraChart\SierraChartInstance_3\Data\MarketDepthData\ESZ22-CME.2022-10-26.depth | 2022-10-26 21:13:48.635 ESZ22-CME 1 Min #1 | Flagging to reload Intraday data on market depth download completion. | 2022-10-26 21:13:48.635 Triggering next historical data download in queue. | 2022-10-26 21:13:48.635 No download requests in the queue to start downloads for. | 2022-10-26 21:13:48.635 Socket (1) | Socket gracefully closed by remote side. | 2022-10-26 21:13:48.724 Socket (1) | Closed. | 2022-10-26 21:13:48.724 Opened cached Depth file: S:\SierraChart\SierraChartInstance_3\Data\MarketDepthData\ESZ22-CME.2022-10-26.depth | 2022-10-26 21:13:48.826 ESZ22-CME 1 Min #1 | Reloading chart. | 2022-10-26 21:13:49.211 Loading market depth data. | 2022-10-26 21:13:54.540 Loaded depth data records for ESZ22-CME 2022-10-26 from 2022-10-26 14:28:00.000000 to 2022-10-26 21:13:47.628000. | 2022-10-26 21:13:55.849 I will also send a chart to show the issue https://www.sierrachart.com/image.php?Image=1666815619670.png |