Login Page - Create Account

Support Board


Date/Time: Wed, 27 Nov 2024 20:30:54 +0000



Post From: Chart DOM data not working with IBKR/denali Exchange data feed

[2023-07-11 13:17:09]
Bhargav09 - Posts: 15
Hi,

Followed the instructions for MES symbol.


Software version: 2517 64-bit | 2023-07-11 08:14:43.348
Primary Thread ID: 10124 | 2023-07-11 08:14:43.348
Usage end date: 2023-08-06 | 2023-07-11 08:14:43.348
Enabled for: Advanced Features 2. | 2023-07-11 08:14:43.348
Enabled for: Sierra Chart Historical Data Service. | 2023-07-11 08:14:43.348
Enabled for: Denali Real-Time Exchange Data Feed. | 2023-07-11 08:14:43.348
Enabled for: Delayed Denali Exchange Data Feed. | 2023-07-11 08:14:43.348
Enabled for exchange2: CME (Trading Account Required) | 2023-07-11 08:14:43.348
Enabled for exchange2: CBOT (Trading Account Required) | 2023-07-11 08:14:43.348
Enabled for exchange2: COMEX (Trading Account Required) | 2023-07-11 08:14:43.348
Enabled for exchange2: NYMEX (Trading Account Required) | 2023-07-11 08:14:43.348
Enabled for exchange2: fairx_exchange.data | 2023-07-11 08:14:43.348
Allow Support for Sierra Chart Data Feeds is enabled. | 2023-07-11 08:14:43.348
Current selected Data/Trading service: Interactive Brokers | 2023-07-11 08:14:43.348
Custom symbol settings values: enabled | 2023-07-11 08:14:43.348
Chart Update Interval: 500 | 2023-07-11 08:14:43.348
Intraday Data Storage Time Unit: 0 | 2023-07-11 08:14:43.348
Time Zone: -05:00:00 (CST-06CDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2023-07-11 08:14:43.348
2023-07-11 13:14:43 Local computer time in UTC | 2023-07-11 08:14:43.348
2023-07-11 08:14:43 Local computer time in SC Time Zone | 2023-07-11 08:14:43.348
2023-07-11 11:02:48 Server time in UTC | 2023-07-11 08:14:43.348
Local computer UTC time and Server UTC time difference: 1 seconds. | 2023-07-11 08:14:43.348
Program path: C:\SierraChart\ | 2023-07-11 08:14:43.348
Data Files path: C:\SierraChart\Data\ | 2023-07-11 08:14:43.348
OS Version Number: 10.0 | 2023-07-11 08:14:43.348
Locale Setting: C | 2023-07-11 08:14:43.348
DLLs: UserContributedStudies_64.dll | 2023-07-11 08:14:43.348
Allowed protected custom studies: | 2023-07-11 08:14:43.348
Crash reporter started: true | 2023-07-11 08:14:43.348

MES-202309-CME-USD 1 Min #1 | Reloading chart. | 2023-07-11 08:14:58.528
File >> Disconnect selected. | 2023-07-11 08:15:10.708
IB TWS socket (3) | CloseSocket call. | 2023-07-11 08:15:10.708
IB TWS socket (3) | Shutdown started. Waiting for graceful close. | 2023-07-11 08:15:10.708
IB TWS socket (3) | Socket gracefully closed by remote side. | 2023-07-11 08:15:10.709
IB TWS socket (3) | Closed. | 2023-07-11 08:15:10.709
Denali Data Feed | Waiting for socket receive thread to end | 2023-07-11 08:15:10.709
DTC Client socket (5) | CloseSocket call. | 2023-07-11 08:15:10.710
DTC Client socket (5) | Shutdown started. Waiting for graceful close. | 2023-07-11 08:15:10.710
Denali Data Feed | Disconnected from the server. | 2023-07-11 08:15:10.710
SC DTC Data with Market Depth | Waiting for socket receive thread to end | 2023-07-11 08:15:10.710
DTC Client socket (6) | CloseSocket call. | 2023-07-11 08:15:10.710
DTC Client socket (6) | Shutdown started. Waiting for graceful close. | 2023-07-11 08:15:10.710
SC DTC Data with Market Depth | Disconnected from the server. | 2023-07-11 08:15:10.710
SC DTC Delayed Exchange Data | Waiting for socket receive thread to end | 2023-07-11 08:15:10.710
DTC Client socket (8) | CloseSocket call. | 2023-07-11 08:15:10.710
DTC Client socket (8) | Shutdown started. Waiting for graceful close. | 2023-07-11 08:15:10.710
SC DTC Delayed Exchange Data | Disconnected from the server. | 2023-07-11 08:15:10.710
Interactive Brokers | Disconnected. | 2023-07-11 08:15:10.710
DTC Client socket (8) | Socket gracefully closed by remote side. | 2023-07-11 08:15:10.988
DTC Client socket (8) | Closed. | 2023-07-11 08:15:10.988

Interactive Brokers | Connecting to 127.0.0.1:7496 | 2023-07-11 08:15:38.540
IB TWS socket (1) | Creating socket. | 2023-07-11 08:15:38.540
IB TWS socket (1) | New receive buffer size: 5242880 | 2023-07-11 08:15:38.540
IB TWS socket (1) | Connecting to IP: 127.0.0.1. | 2023-07-11 08:15:38.540
Interactive Brokers | Sending API sign: API | 2023-07-11 08:15:39.041
Interactive Brokers | Sending client version: v100..176 +PACEAPI. Waiting for acceptance. | 2023-07-11 08:15:39.041
Interactive Brokers | TWS server version: 176 | 2023-07-11 08:15:39.050
Interactive Brokers | TWS time: 20230711 15:15:38 CET | 2023-07-11 08:15:39.050
Interactive Brokers | Connected. Sending Start API command. | 2023-07-11 08:15:39.310
Interactive Brokers | Waiting for account information. | 2023-07-11 08:15:39.310
Interactive Brokers | Next valid order ID: 603 | 2023-07-11 08:15:39.315
IB Account information received. | 2023-07-11 08:15:39.315
Interactive Brokers | Received 1 Trade Accounts from TWS. | 2023-07-11 08:15:39.315
Interactive Brokers | Connected to Live account. | 2023-07-11 08:15:39.315
Updated verified funded futures trading account ending date to: 2023-08-10 13:15:39 | 2023-07-11 08:15:39.315
Interactive Brokers | Connected to server complete. | 2023-07-11 08:15:39.315
Triggering next historical data download in queue. | 2023-07-11 08:15:39.316
Triggering next historical data download in queue. | 2023-07-11 08:15:39.316
Triggering next historical data download in queue. | 2023-07-11 08:15:39.316
Triggering next historical data download in queue. | 2023-07-11 08:15:39.316
Updated verified funded futures trading account ending date to: 2023-08-10 13:15:39 | 2023-07-11 08:15:39.316
Message from IB: Market data farm connection is OK:usfuture. IB Error Code: 2104. Request ID: -1. | 2023-07-11 08:15:39.317
Message from IB: Market data farm connection is OK:eufarm. IB Error Code: 2104. Request ID: -1. | 2023-07-11 08:15:39.317
Message from IB: Market data farm connection is OK:usfarm. IB Error Code: 2104. Request ID: -1. | 2023-07-11 08:15:39.317
Message from IB: HMDS data farm connection is OK:euhmds. IB Error Code: 2106. Request ID: -1. | 2023-07-11 08:15:39.317
Message from IB: HMDS data farm connection is OK:cashhmds. IB Error Code: 2106. Request ID: -1. | 2023-07-11 08:15:39.317
Message from IB: HMDS data farm connection is OK:fundfarm. IB Error Code: 2106. Request ID: -1. | 2023-07-11 08:15:39.317
Message from IB: HMDS data farm connection is OK:ushmds. IB Error Code: 2106. Request ID: -1. | 2023-07-11 08:15:39.317
Message from IB: Sec-def data farm connection is OK:secdefeu. IB Error Code: 2158. Request ID: -1. | 2023-07-11 08:15:39.317
No download requests in the queue to start downloads for. | 2023-07-11 08:15:39.317
No download requests in the queue to start downloads for. | 2023-07-11 08:15:39.317
No download requests in the queue to start downloads for. | 2023-07-11 08:15:39.317
No download requests in the queue to start downloads for. | 2023-07-11 08:15:39.317
Interactive Brokers | Next valid order ID: 603 | 2023-07-11 08:15:39.318
Interactive Brokers | Next valid order ID: 603 | 2023-07-11 08:15:39.318
Mapping MES-202309-CME-USD to MESU23. Service code: cme | 2023-07-11 08:15:39.511
Using symbol data fast lookup vector | 2023-07-11 08:15:39.511
Denali Data Feed | Starting real-time market data updates for: MES-202309-CME-USD (MESU23). ID: 1 Service code: cme | 2023-07-11 08:15:39.511
Denali Data Feed | Connecting to the server ds28.sierracharts.com. Port 10048 | 2023-07-11 08:15:39.511
Denali Data Feed | Requesting security definition data for: MES-202309-CME-USD (MESU23). ID: 1 | 2023-07-11 08:15:39.511
Added historical Intraday data request for MES-202309-CME-USD to the queue. | 2023-07-11 08:15:39.511
Intraday data recording state for symbol MES-202309-CME-USD is set to download 'Pending'. | 2023-07-11 08:15:39.511
Triggering next historical data download in queue. | 2023-07-11 08:15:39.511
DTC Client socket (2) | Creating socket. | 2023-07-11 08:15:39.512
DTC Client socket (2) | New receive buffer size: 5242880 | 2023-07-11 08:15:39.512
DTC Client socket (2) | Connecting to IP: 142.215.18.147. | 2023-07-11 08:15:39.512
Delaying start of download for MES-202309-CME-USD. | 2023-07-11 08:15:39.524
Interactive Brokers | Requesting Trade Positions snapshot and updates for account: U621* | 2023-07-11 08:15:39.574
Interactive Brokers | Received Trade Positions download end message for account U621* | 2023-07-11 08:15:39.578
Interactive Brokers | Begin Trade Positions processing. | 2023-07-11 08:15:39.578
Interactive Brokers | Received Trade Positions. Performing final processing. | 2023-07-11 08:15:39.578
Denali Data Feed | Network connection to server complete. | 2023-07-11 08:15:39.672
Denali Data Feed | Starting socket receive thread. | 2023-07-11 08:15:39.672
Denali Data Feed | Sending encoding request to server: Binary VLS. Compression: standard | 2023-07-11 08:15:39.672
Denali Data Feed | Setting DTC encoding to Binary VLS | 2023-07-11 08:15:39.932
Denali Data Feed | Sending logon request message. | 2023-07-11 08:15:39.932
Denali Data Feed | Received logon response. | 2023-07-11 08:15:40.792
Denali Data Feed | Server Name: SC Realtime Server. | 2023-07-11 08:15:40.792
Denali Data Feed | Server protocol version: 8. Client protocol version: 8 | 2023-07-11 08:15:40.792
Denali Data Feed | Successfully connected. | 2023-07-11 08:15:40.792
Denali Data Feed | Trading is not supported. | 2023-07-11 08:15:40.792
Denali Data Feed | Restarting real-time data updates for symbol: MES-202309-CME-USD -> MESU23 | 2023-07-11 08:15:40.792
Denali Data Feed | Received security definition for symbol MES-202309-CME-USD | 2023-07-11 08:15:41.013
Requesting market depth updates for: MES-202309-CME-USD if supported. | 2023-07-11 08:15:44.319
Denali Data Feed | Clearing market depth for MES-202309-CME-USD | 2023-07-11 08:15:44.708
HD Request # 50 | Downloading Intraday chart data for MES-202309-CME-USD to the file MES-202309-CME-USD.scid. Service: cme | 2023-07-11 08:15:46.618
HD Request # 50 | Download start date-time: 2023-07-11 08:15:09.000000. File last date-time: 2023-07-11 08:15:09.839004 | 2023-07-11 08:15:46.618
HD Request # 50 | Using server: ds28.sierracharts.com port 10150 | 2023-07-11 08:15:46.618
Socket (3) | Creating socket. | 2023-07-11 08:15:46.618
Socket (3) | New receive buffer size: 5242880 | 2023-07-11 08:15:46.619
Socket (3) | Connecting to IP: 142.215.18.147. | 2023-07-11 08:15:46.619
HD Request # 50 | Setting DTC encoding to Binary VLS | 2023-07-11 08:15:47.033
HD Request # 50 | Sending historical data logon request message. | 2023-07-11 08:15:47.033
HD Request # 50 | Requesting Intraday data. Start date-time: 2023-07-11 08:15:09. Record interval: 0. Symbol: MESU23 | 2023-07-11 08:15:47.697
HD Request # 50 | Decompressing data. | 2023-07-11 08:15:47.813
HD Request # 50 | Receiving Intraday data for MES-202309-CME-USD starting at 2023-07-11 08:15:09.839000 | 2023-07-11 08:15:47.925
Socket (3) | CloseSocket call. | 2023-07-11 08:15:47.925
Socket (3) | Shutdown started. Waiting for graceful close. | 2023-07-11 08:15:47.926
Historical data download thread signaled to stop. | 2023-07-11 08:15:47.926
HD Request # 50 | Timestamp of first Intraday data file record written: 2023-07-11 08:15:12.347000. | 2023-07-11 08:15:47.926
HD Request # 50 | Received 92 Intraday data records from 2023-07-11 08:15:09.839000 to 2023-07-11 08:15:47.392000 (37.6 seconds. Delay: 0.5 seconds) and wrote 87 records for MES-202309-CME-USD | 2023-07-11 08:15:47.926
HD Request # 50 | Completion time: 1s. | 2023-07-11 08:15:47.926
HD Request # 50 | Intraday data download complete for MES-202309-CME-USD. Unique request ID: 81 | 2023-07-11 08:15:47.926
Removing historical data download ID 81. | 2023-07-11 08:15:47.926
Real-time Intraday chart data file updates started for MES-202309-CME-USD | 2023-07-11 08:15:47.926
Intraday chart data file opened for MES-202309-CME-USD | 2023-07-11 08:15:47.926
HD Request # 50 | Enabling Intraday chart updating for symbol. | 2023-07-11 08:15:47.926

Triggering next historical data download in queue. | 2023-07-11 08:15:47.926
No download requests in the queue to start downloads for. | 2023-07-11 08:15:47.926
Socket (3) | Socket gracefully closed by remote side. | 2023-07-11 08:15:48.038
Socket (3) | Closed. | 2023-07-11 08:15:48.038
Opened cached Intraday file: C:\SierraChart\Data\MES-202309-CME-USD.scid. Thread ID: 9288 | 2023-07-11 08:15:50.576