Support Board
Date/Time: Thu, 28 Nov 2024 22:37:11 +0000
Post From: Not retrieving Level 2 Data for Crude Oil but I am for ES/NQ - Full CME Group and CME wit
| [2023-03-29 19:07:38] |
| tarik medjber - Posts: 13 |
|
Hi there, I have Full CME Group and CME with Market Depth activated subscriptions. I can access full DOM for ES and NQ but using the same settings with CL, I only get level 1 data. Any ideas, I saw that someone (Subcribed to data but cannot get market depth data) had this issue a few years ago. I'm connected to Rithmic. I can see the logs say: Market Depth data has been rejected for symbol: CLK3.NYMEX. Not authorized for market depth but I don't understand why? Rithmic/Apex allows for CL market depth out of the box. Thanks, Tarik Here is the log when connecting to data: Saved Chartbook: ES.Cht. Time: 0.0013 seconds. | 2023-03-29 20:05:50.856 Saved Chartbook: NQ.Cht. Time: 0.0053 seconds. | 2023-03-29 20:05:50.865 Saved Chartbook: CL.Cht. Time: 0.0022 seconds. | 2023-03-29 20:05:50.871 File >> Disconnect selected. | 2023-03-29 20:06:11.374 Rithmic Direct - DTC | Waiting for socket receive thread to end | 2023-03-29 20:06:11.380 DTC Client socket (1) | CloseSocket call. | 2023-03-29 20:06:11.380 DTC Client socket (1) | Max send buffers used during socket life: 3 | 2023-03-29 20:06:11.380 DTC Client socket (1) | Max send buffer size during socket life: 406 | 2023-03-29 20:06:11.380 DTC Client socket (1) | Shutdown started. Waiting for graceful close. | 2023-03-29 20:06:11.380 SC Data - All Services | Waiting for socket receive thread to end | 2023-03-29 20:06:11.380 DTC Client socket (2) | CloseSocket call. | 2023-03-29 20:06:11.380 DTC Client socket (2) | Shutdown started. Waiting for graceful close. | 2023-03-29 20:06:11.380 SC Data - All Services | Disconnected from the server. | 2023-03-29 20:06:11.380 Rithmic Direct - DTC | Disconnected. | 2023-03-29 20:06:11.380 DTC Client socket (1) | Socket gracefully closed by remote side. | 2023-03-29 20:06:11.482 DTC Client socket (1) | Closed. | 2023-03-29 20:06:11.482 Rithmic Direct - DTC | Using server connection: Apex-Chicago Area-Non-Aggregated | 2023-03-29 20:06:13.858 Rithmic Direct - DTC | Connecting to the server rsc.rithmic.com. Port 50528 | 2023-03-29 20:06:13.862 DTC Client socket (1) | Creating socket. Using TLS 1.2. | 2023-03-29 20:06:13.864 DTC Client socket (1) | New receive buffer size: 5242880 | 2023-03-29 20:06:13.864 DTC Client socket (1) | Connecting to IP: 216.57.156.163. | 2023-03-29 20:06:13.864 Rithmic Direct - DTC | Network connection to server complete. | 2023-03-29 20:06:13.966 Rithmic Direct - DTC | Starting socket receive thread. | 2023-03-29 20:06:13.966 Rithmic Direct - DTC | Setting DTC encoding to Binary | 2023-03-29 20:06:13.966 Rithmic Direct - DTC | Sending logon request message. | 2023-03-29 20:06:13.966 Rithmic Direct - DTC | Received logon response. | 2023-03-29 20:06:14.274 Rithmic Direct - DTC | Server Name: . | 2023-03-29 20:06:14.274 Rithmic Direct - DTC | Server protocol version: 8. Client protocol version: 8 | 2023-03-29 20:06:14.274 Rithmic Direct - DTC | Successfully connected. | 2023-03-29 20:06:14.274 Rithmic Direct - DTC | Trading is supported. | 2023-03-29 20:06:14.274 Rithmic Direct - DTC | Order cancel and replace is supported. | 2023-03-29 20:06:14.274 Rithmic Direct - DTC | OCO Orders supported. | 2023-03-29 20:06:14.274 Rithmic Direct - DTC | Symbol and Exchange Delimiter: . | 2023-03-29 20:06:14.274 Rithmic Direct - DTC | Connected to server complete. | 2023-03-29 20:06:14.274 Triggering next historical data download in queue. | 2023-03-29 20:06:14.275 Triggering next historical data download in queue. | 2023-03-29 20:06:14.275 Triggering next historical data download in queue. | 2023-03-29 20:06:14.275 Triggering next historical data download in queue. | 2023-03-29 20:06:14.275 Updated verified funded futures trading account ending date to: 2023-04-28 19:06:14 | 2023-03-29 20:06:14.275 No download requests in the queue to start downloads for. | 2023-03-29 20:06:14.281 No download requests in the queue to start downloads for. | 2023-03-29 20:06:14.281 No download requests in the queue to start downloads for. | 2023-03-29 20:06:14.281 No download requests in the queue to start downloads for. | 2023-03-29 20:06:14.281 Mapping MNQM3.CME to MNQM23. Service code: cme | 2023-03-29 20:06:14.303 Using symbol data fast lookup vector | 2023-03-29 20:06:14.303 SC Data - All Services | Starting real-time market data updates for: MNQM3.CME (MNQM23). ID: 1 Service code: cme | 2023-03-29 20:06:14.303 SC Data - All Services | Connecting to the server ds23-2.sierracharts.com. Port 443 | 2023-03-29 20:06:14.303 SC Data - All Services | Requesting security definition data for: MNQM3.CME (MNQM23). ID: 1 | 2023-03-29 20:06:14.303 Mapping NQM3.CME to NQM23. Service code: cme | 2023-03-29 20:06:14.303 SC Data - All Services | Starting real-time market data updates for: NQM3.CME (NQM23). ID: 2 Service code: cme | 2023-03-29 20:06:14.303 SC Data - All Services | Requesting security definition data for: NQM3.CME (NQM23). ID: 2 | 2023-03-29 20:06:14.303 Added historical Intraday data request for NQM3.CME to the queue. | 2023-03-29 20:06:14.303 Intraday data recording state for symbol NQM3.CME is set to download 'Pending'. | 2023-03-29 20:06:14.303 Triggering next historical data download in queue. | 2023-03-29 20:06:14.303 DTC Client socket (3) | Creating socket. | 2023-03-29 20:06:14.303 DTC Client socket (3) | New receive buffer size: 5242880 | 2023-03-29 20:06:14.303 DTC Client socket (3) | Connecting to IP: 142.215.17.187. | 2023-03-29 20:06:14.303 Delaying start of download for NQM3.CME. | 2023-03-29 20:06:14.303 Mapping ESM3.CME to ESM23. Service code: cme | 2023-03-29 20:06:14.304 SC Data - All Services | Starting real-time market data updates for: ESM3.CME (ESM23). ID: 3 Service code: cme | 2023-03-29 20:06:14.304 SC Data - All Services | Requesting security definition data for: ESM3.CME (ESM23). ID: 3 | 2023-03-29 20:06:14.304 Added historical Intraday data request for ESM3.CME to the queue. | 2023-03-29 20:06:14.304 Intraday data recording state for symbol ESM3.CME is set to download 'Pending'. | 2023-03-29 20:06:14.304 Triggering next historical data download in queue. | 2023-03-29 20:06:14.304 Mapping MESM3.CME to MESM23. Service code: cme | 2023-03-29 20:06:14.304 SC Data - All Services | Starting real-time market data updates for: MESM3.CME (MESM23). ID: 4 Service code: cme | 2023-03-29 20:06:14.304 SC Data - All Services | Requesting security definition data for: MESM3.CME (MESM23). ID: 4 | 2023-03-29 20:06:14.304 Mapping MCLK3.NYMEX to MCLK23. Service code: nymex | 2023-03-29 20:06:14.308 SC Data - All Services | Starting real-time market data updates for: MCLK3.NYMEX (MCLK23). ID: 5 Service code: nymex | 2023-03-29 20:06:14.308 SC Data - All Services | Requesting security definition data for: MCLK3.NYMEX (MCLK23). ID: 5 | 2023-03-29 20:06:14.308 Mapping CLK3.NYMEX to CLK23. Service code: nymex | 2023-03-29 20:06:14.308 SC Data - All Services | Starting real-time market data updates for: CLK3.NYMEX (CLK23). ID: 6 Service code: nymex | 2023-03-29 20:06:14.308 SC Data - All Services | Requesting security definition data for: CLK3.NYMEX (CLK23). ID: 6 | 2023-03-29 20:06:14.308 Added historical Intraday data request for CLK3.NYMEX to the queue. | 2023-03-29 20:06:14.308 Intraday data recording state for symbol CLK3.NYMEX is set to download 'Pending'. | 2023-03-29 20:06:14.308 Triggering next historical data download in queue. | 2023-03-29 20:06:14.308 SC Data - All Services | Network connection to server complete. | 2023-03-29 20:06:14.404 SC Data - All Services | Starting socket receive thread. | 2023-03-29 20:06:14.404 SC Data - All Services | Sending encoding request to server: Binary VLS. Compression: standard | 2023-03-29 20:06:14.404 Updated verified funded futures trading account ending date to: 2023-04-28 19:06:14 | 2023-03-29 20:06:14.404 SC Data - All Services | Setting DTC encoding to Binary VLS | 2023-03-29 20:06:14.519 SC Data - All Services | Sending logon request message. | 2023-03-29 20:06:14.519 SC Data - All Services | Received logon response. | 2023-03-29 20:06:15.396 SC Data - All Services | Server Name: SC Realtime Server. | 2023-03-29 20:06:15.396 SC Data - All Services | Server protocol version: 8. Client protocol version: 8 | 2023-03-29 20:06:15.396 SC Data - All Services | Successfully connected. | 2023-03-29 20:06:15.396 SC Data - All Services | Trading is not supported. | 2023-03-29 20:06:15.396 SC Data - All Services | Restarting real-time data updates for symbol: CLK3.NYMEX -> CLK23 | 2023-03-29 20:06:15.396 SC Data - All Services | Restarting real-time data updates for symbol: ESM3.CME -> ESM23 | 2023-03-29 20:06:15.396 SC Data - All Services | Restarting real-time data updates for symbol: MCLK3.NYMEX -> MCLK23 | 2023-03-29 20:06:15.396 SC Data - All Services | Restarting real-time data updates for symbol: MESM3.CME -> MESM23 | 2023-03-29 20:06:15.396 SC Data - All Services | Restarting real-time data updates for symbol: MNQM3.CME -> MNQM23 | 2023-03-29 20:06:15.396 SC Data - All Services | Restarting real-time data updates for symbol: NQM3.CME -> NQM23 | 2023-03-29 20:06:15.396 SC Data - All Services | Received security definition for symbol CLK3.NYMEX | 2023-03-29 20:06:15.584 SC Data - All Services | Received security definition for symbol ESM3.CME | 2023-03-29 20:06:15.584 SC Data - All Services | Received security definition for symbol MCLK3.NYMEX | 2023-03-29 20:06:15.584 SC Data - All Services | Received security definition for symbol MESM3.CME | 2023-03-29 20:06:15.584 SC Data - All Services | Received security definition for symbol MNQM3.CME | 2023-03-29 20:06:15.584 SC Data - All Services | Received security definition for symbol NQM3.CME | 2023-03-29 20:06:15.584 Requesting market depth updates for: CLK3.NYMEX if supported. | 2023-03-29 20:06:19.269 Requesting market depth updates for: ESM3.CME if supported. | 2023-03-29 20:06:19.269 Requesting market depth updates for: NQM3.CME if supported. | 2023-03-29 20:06:19.269 SC Data - All Services | Clearing market depth for ESM3.CME | 2023-03-29 20:06:19.437 SC Data - All Services | Clearing market depth for NQM3.CME | 2023-03-29 20:06:19.437 SC Data - All Services | Market Depth data has been rejected for symbol: CLK3.NYMEX. Not authorized for market depth. | 2023-03-29 20:06:19.437 HD Request # 32 | Downloading Intraday chart data for NQM3.CME to the file NQM3.CME.scid. Service: cme | 2023-03-29 20:06:20.988 HD Request # 32 | Download start date-time: 2023-03-29 20:06:11.000000. File last date-time: 2023-03-29 20:06:11.379000 | 2023-03-29 20:06:20.988 HD Request # 32 | Using server: ds23.sierracharts.com port 10149 | 2023-03-29 20:06:20.988 Socket (4) | Creating socket. | 2023-03-29 20:06:20.988 Socket (4) | New receive buffer size: 5242880 | 2023-03-29 20:06:20.988 Socket (4) | Connecting to IP: 142.215.17.190. | 2023-03-29 20:06:20.988 HD Request # 32 | Setting DTC encoding to Binary VLS | 2023-03-29 20:06:21.203 HD Request # 32 | Sending historical data logon request message. | 2023-03-29 20:06:21.203 HD Request # 32 | Requesting Intraday data. Start date-time: 2023-03-29 20:06:11. Record interval: 0. Symbol: NQM23 | 2023-03-29 20:06:21.856 HD Request # 32 | Decompressing data. | 2023-03-29 20:06:21.956 HD Request # 32 | Receiving Intraday data for NQM3.CME starting at 2023-03-29 20:06:11.078000 | 2023-03-29 20:06:21.956 Socket (4) | CloseSocket call. | 2023-03-29 20:06:21.957 Socket (4) | Shutdown started. Waiting for graceful close. | 2023-03-29 20:06:21.957 Historical data download thread signaled to stop. | 2023-03-29 20:06:21.957 HD Request # 32 | Timestamp of first Intraday data file record written: 2023-03-29 20:06:11.472000. | 2023-03-29 20:06:21.957 HD Request # 32 | Received 83 Intraday data records from 2023-03-29 20:06:11.078000 to 2023-03-29 20:06:19.661000 (8.6 seconds) and wrote 75 records for NQM3.CME | 2023-03-29 20:06:21.957 HD Request # 32 | Add time&sales data | Remembered last file record date-time: 2023-03-29 19:06:19.661000 | 2023-03-29 20:06:21.961 Added 15 Time and Sales records to Intraday data file for NQM3.CME after download. | 2023-03-29 20:06:21.961 HD Request # 32 | Completion time: 1s. | 2023-03-29 20:06:21.961 HD Request # 32 | Intraday data download complete for NQM3.CME. Unique request ID: 32 | 2023-03-29 20:06:21.961 Removing historical data download ID 32. | 2023-03-29 20:06:21.961 Real-time Intraday chart data file updates started for NQM3.CME | 2023-03-29 20:06:21.961 Intraday chart data file opened for NQM3.CME | 2023-03-29 20:06:21.961 HD Request # 32 | Enabling Intraday chart updating for symbol. | 2023-03-29 20:06:21.961 Triggering next historical data download in queue. | 2023-03-29 20:06:21.961 HD Request # 33 | Downloading Intraday chart data for ESM3.CME to the file ESM3.CME.scid. Service: cme | 2023-03-29 20:06:21.961 HD Request # 33 | Download start date-time: 2023-03-29 20:06:11.000000. File last date-time: 2023-03-29 20:06:11.373000 | 2023-03-29 20:06:21.961 HD Request # 33 | Using server: ds26.sierracharts.com port 10150 | 2023-03-29 20:06:21.962 Socket (6) | Creating socket. | 2023-03-29 20:06:21.962 Socket (6) | New receive buffer size: 5242880 | 2023-03-29 20:06:21.962 Socket (6) | Connecting to IP: 142.215.17.188. | 2023-03-29 20:06:21.962 Socket (4) | Socket gracefully closed by remote side. | 2023-03-29 20:06:22.057 Socket (4) | Closed. | 2023-03-29 20:06:22.057 HD Request # 33 | Setting DTC encoding to Binary VLS | 2023-03-29 20:06:22.167 HD Request # 33 | Sending historical data logon request message. | 2023-03-29 20:06:22.167 HD Request # 33 | Requesting Intraday data. Start date-time: 2023-03-29 20:06:11. Record interval: 0. Symbol: ESM23 | 2023-03-29 20:06:22.802 HD Request # 33 | Decompressing data. | 2023-03-29 20:06:22.902 HD Request # 33 | Receiving Intraday data for ESM3.CME starting at 2023-03-29 20:06:11.362000 | 2023-03-29 20:06:22.902 Socket (6) | CloseSocket call. | 2023-03-29 20:06:22.903 Socket (6) | Shutdown started. Waiting for graceful close. | 2023-03-29 20:06:22.903 Historical data download thread signaled to stop. | 2023-03-29 20:06:22.903 HD Request # 33 | Timestamp of first Intraday data file record written: 2023-03-29 20:06:11.468000. | 2023-03-29 20:06:22.903 HD Request # 33 | Received 270 Intraday data records from 2023-03-29 20:06:11.362000 to 2023-03-29 20:06:20.130001 (8.8 seconds) and wrote 229 records for ESM3.CME | 2023-03-29 20:06:22.903 HD Request # 33 | Add time&sales data | Remembered last file record date-time: 2023-03-29 19:06:20.130001 | 2023-03-29 20:06:22.907 Added 25 Time and Sales records to Intraday data file for ESM3.CME after download. | 2023-03-29 20:06:22.907 HD Request # 33 | Completion time: 1s. | 2023-03-29 20:06:22.907 HD Request # 33 | Intraday data download complete for ESM3.CME. Unique request ID: 33 | 2023-03-29 20:06:22.907 Removing historical data download ID 33. | 2023-03-29 20:06:22.907 Real-time Intraday chart data file updates started for ESM3.CME | 2023-03-29 20:06:22.907 Intraday chart data file opened for ESM3.CME | 2023-03-29 20:06:22.907 HD Request # 33 | Enabling Intraday chart updating for symbol. | 2023-03-29 20:06:22.907 Triggering next historical data download in queue. | 2023-03-29 20:06:22.907 HD Request # 34 | Downloading Intraday chart data for CLK3.NYMEX to the file CLK3.NYMEX.scid. Service: nymex | 2023-03-29 20:06:22.907 HD Request # 34 | Download start date-time: 2023-03-29 20:06:10.000000. File last date-time: 2023-03-29 20:06:10.282000 | 2023-03-29 20:06:22.907 HD Request # 34 | Using server: ds28.sierracharts.com port 10149 | 2023-03-29 20:06:22.907 Socket (4) | Creating socket. | 2023-03-29 20:06:22.907 Socket (4) | New receive buffer size: 5242880 | 2023-03-29 20:06:22.907 Socket (4) | Connecting to IP: 142.215.18.147. | 2023-03-29 20:06:22.907 Socket (6) | Socket gracefully closed by remote side. | 2023-03-29 20:06:23.003 Socket (6) | Closed. | 2023-03-29 20:06:23.003 HD Request # 34 | Setting DTC encoding to Binary VLS | 2023-03-29 20:06:23.111 HD Request # 34 | Sending historical data logon request message. | 2023-03-29 20:06:23.111 HD Request # 34 | Requesting Intraday data. Start date-time: 2023-03-29 20:06:10. Record interval: 0. Symbol: CLK23 | 2023-03-29 20:06:23.746 HD Request # 34 | Decompressing data. | 2023-03-29 20:06:23.846 HD Request # 34 | Receiving Intraday data for CLK3.NYMEX starting at 2023-03-29 20:06:10.278000 | 2023-03-29 20:06:23.846 Socket (4) | CloseSocket call. | 2023-03-29 20:06:23.846 Socket (4) | Shutdown started. Waiting for graceful close. | 2023-03-29 20:06:23.846 Historical data download thread signaled to stop. | 2023-03-29 20:06:23.847 HD Request # 34 | Timestamp of first Intraday data file record written: 2023-03-29 20:06:12.565000. | 2023-03-29 20:06:23.847 HD Request # 34 | Received 11 Intraday data records from 2023-03-29 20:06:10.278000 to 2023-03-29 20:06:15.621000 (5.3 seconds) and wrote 8 records for CLK3.NYMEX | 2023-03-29 20:06:23.847 HD Request # 34 | Add time&sales data | Remembered last file record date-time: 2023-03-29 19:06:15.621000 | 2023-03-29 20:06:23.850 HD Request # 34 | Completion time: 1s. | 2023-03-29 20:06:23.851 HD Request # 34 | Intraday data download complete for CLK3.NYMEX. Unique request ID: 34 | 2023-03-29 20:06:23.851 Removing historical data download ID 34. | 2023-03-29 20:06:23.851 Real-time Intraday chart data file updates started for CLK3.NYMEX | 2023-03-29 20:06:23.851 Intraday chart data file opened for CLK3.NYMEX | 2023-03-29 20:06:23.851 HD Request # 34 | Enabling Intraday chart updating for symbol. | 2023-03-29 20:06:23.851 Triggering next historical data download in queue. | 2023-03-29 20:06:23.851 No download requests in the queue to start downloads for. | 2023-03-29 20:06:23.851 Socket (4) | Socket gracefully closed by remote side. | 2023-03-29 20:06:23.946 Socket (4) | Closed. | 2023-03-29 20:06:23.946 Opened cached Intraday file: C:\SierraChart\Data\NQM3.CME.scid. Thread ID: 2676 | 2023-03-29 20:06:24.493 Opened cached Intraday file: C:\SierraChart\Data\ESM3.CME.scid. Thread ID: 2676 | 2023-03-29 20:06:24.493 Opened cached Intraday file: C:\SierraChart\Data\CLK3.NYMEX.scid. Thread ID: 2676 | 2023-03-29 20:06:29.496 HTTPS connection ID:8 to www.rithmic.com:443 for request ID:8 (4) | Creating socket. Using TLS 1.2. | 2023-03-29 20:06:33.867 HTTPS connection ID:8 to www.rithmic.com:443 for request ID:8 (4) | New receive buffer size: 32768 | 2023-03-29 20:06:33.867 HTTPS connection ID:8 to www.rithmic.com:443 for request ID:8 (4) | Connecting to IP: 38.79.0.89. | 2023-03-29 20:06:33.867 HTTPS connection ID:8 to www.rithmic.com:443 for request ID:8 (4) | New receive buffer size: 65536 | 2023-03-29 20:06:34.244 HTTPS connection ID:8 to www.rithmic.com:443 for request ID:8 (4) | Socket gracefully closed by remote side. | 2023-03-29 20:06:34.319 HTTPS connection ID:8 to www.rithmic.com:443 for request ID:8 (4) | CloseSocket call. | 2023-03-29 20:06:34.320 HTTPS connection ID:8 to www.rithmic.com:443 for request ID:8 (4) | Graceful close received or receive error. Shutdown complete. Closing socket now. | 2023-03-29 20:06:34.320 HTTPS connection ID:8 to www.rithmic.com:443 for request ID:8 (4) | Closed. | 2023-03-29 20:06:34.320 Date Time Of Last Edit: 2023-03-29 19:25:42
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