Support Board
Date/Time: Fri, 22 Nov 2024 21:39:09 +0000
Post From: CME group symbols are not updating in realtime
| [2023-07-18 16:29:51] |
| ticinotrader - Posts: 391 |
|
Dear Support Today I am experiencing the following problem continually: Seemingly all of the CME group symbols stopped streaming in realtime and they seem frozen. Also in the message log, the following message (related to various symbols) pops up: ZTU23-CBOT[M] 1 Min #49 | Out of order timestamps detected. Chart tool drawings and some chart studies may not function properly. Prior Date Time: 2023-07-18 10:02:00. Next Bar Date Time: 2023-07-18 10:00:00. Filename: ZTU23-CBOT.scid | 2023-07-18 10:02:21.727 ZNU23-CBOT[M] 1 Min #12 | Out of order timestamps detected. Chart tool drawings and some chart studies may not function properly. Prior Date Time: 2023-07-18 11:34:00. Next Bar Date Time: 2023-07-18 11:32:00. Filename: ZNU23-CBOT.scid | 2023-07-18 11:34:25.995 6EU23-CME[M] 1 Min #50 | Out of order timestamps detected. Chart tool drawings and some chart studies may not function properly. Prior Date Time: 2023-07-18 11:53:00. Next Bar Date Time: 2023-07-18 11:51:00. Filename: 6EU23-CME.scid | 2023-07-18 11:53:41.936 Originally I thought it is related to CBOT symbols only, but now it triggers for 6E (CME) etc as well. I tried to fix this by restarting SC and re-downloading the intraday data for the symbols in question as suggested in your documentation, but it did not help. The chartbooks loaded in my SC instance, are the same ones that I always use, and have not made any changes to them recently. Strangely this happens in one of my instances only and another one that uses a separate real-time denali CME/EUREX on a different computer, does not have this problem. Interestingly, the charts where the out-of-order timestamps are detected, are referring to a chartbook where there are empty 1min charts included, with the chart DOM enabled only. This is a chartbook that I exclusively use to trigger the collection of market-depth data. So there are no studies, etc displayed on these charts. Attaching below an example of how this frozen state of the feed looks like: The chart headers show the timestamp of the last executed trade, and it is seriously behind the actual time (as indicated in the header of the main SC window). Occasionally there are new ticks here and there, but when a new tick happens, the displayed timestamp is still way behind the current time. After ~20 minutes, the charts automatically start to display the 'Waiting to download historical data', then the green message 'the data download is complete' appears, but nothing happens. The feed stays similarly frozen. I am using the latest 2524 version. Can you please advise, how to fix this issue? Are you aware of anything like this on your side? Thank you in advance. |
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