Support Board
Date/Time: Wed, 27 Nov 2024 00:32:50 +0000
Post From: Using Denali Data with IBKR
| [2023-10-10 19:17:01] |
| elster - Posts: 4 |
|
Please find the below the Message Log Using ES-202312-CME Software version: 2528 64-bit | 2023-10-10 15:12:29.413 Primary Thread ID: 9320 | 2023-10-10 15:12:29.413 Usage end date: 2023-11-26 | 2023-10-10 15:12:29.413 Enabled for: Advanced Features 2. | 2023-10-10 15:12:29.413 Enabled for: Sierra Chart Historical Data Service. | 2023-10-10 15:12:29.413 Enabled for: Denali Real-Time Exchange Data Feed. | 2023-10-10 15:12:29.413 Enabled for: Delayed Denali Exchange Data Feed. | 2023-10-10 15:12:29.413 Enabled for exchange2: CME | 2023-10-10 15:12:29.413 Enabled for exchange2: fairx_exchange.data | 2023-10-10 15:12:29.413 Allow Support for Sierra Chart Data Feeds is enabled. | 2023-10-10 15:12:29.413 Current selected Data/Trading service: Interactive Brokers | 2023-10-10 15:12:29.413 Custom symbol settings values: enabled | 2023-10-10 15:12:29.413 Chart Update Interval: 10 | 2023-10-10 15:12:29.413 Intraday Data Storage Time Unit: 0 | 2023-10-10 15:12:29.413 Time Zone: -04:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2023-10-10 15:12:29.413 2023-10-10 19:12:29 Local computer time in UTC | 2023-10-10 15:12:29.413 2023-10-10 15:12:29 Local computer time in SC Time Zone | 2023-10-10 15:12:29.413 2023-10-10 11:32:17 Server time in UTC | 2023-10-10 15:12:29.413 Local computer UTC time and Server UTC time difference: 1 seconds. | 2023-10-10 15:12:29.413 Program path: C:\SierraChart\ | 2023-10-10 15:12:29.413 Data Files path: C:\SierraChart\Data\ | 2023-10-10 15:12:29.413 OS Version Number: 10.0 | 2023-10-10 15:12:29.413 Locale Setting: C | 2023-10-10 15:12:29.413 DLLs: UserContributedStudies_64.dll | 2023-10-10 15:12:29.414 Allowed protected custom studies: | 2023-10-10 15:12:29.414 Crash reporter started: true | 2023-10-10 15:12:29.414 ES-202312-CME 1 Min #1 | Reloading chart. | 2023-10-10 15:13:26.786 Mapping ES-202312-CME to ESZ23. Service code: cme | 2023-10-10 15:13:26.826 Denali Data Feed | Starting real-time market data updates for: ES-202312-CME (ESZ23). ID: 8 Service code: cme | 2023-10-10 15:13:26.826 Denali Data Feed | Connecting to the server ds23-2.sierracharts.com. Port 10048 | 2023-10-10 15:13:26.826 Denali Data Feed | Requesting security definition data for: ES-202312-CME (ESZ23). ID: 8 | 2023-10-10 15:13:26.826 Added historical Intraday data request for ES-202312-CME to the queue. | 2023-10-10 15:13:26.827 Intraday data recording state for symbol ES-202312-CME is set to download 'Pending'. | 2023-10-10 15:13:26.827 Triggering next historical data download in queue. | 2023-10-10 15:13:26.827 Delaying start of download for ES-202312-CME. | 2023-10-10 15:13:26.835 DTC Client socket (1) | Creating socket. | 2023-10-10 15:13:26.858 DTC Client socket (1) | New receive buffer size: 0 | 2023-10-10 15:13:26.858 DTC Client socket (1) | Connecting to IP: 142.215.17.187. | 2023-10-10 15:13:26.858 Denali Data Feed | Network connection to server complete. | 2023-10-10 15:13:26.981 Denali Data Feed | Starting socket receive thread. | 2023-10-10 15:13:26.981 Denali Data Feed | Sending encoding request to server: Binary VLS. Compression: standard | 2023-10-10 15:13:26.981 Denali Data Feed | Setting DTC encoding to Binary VLS | 2023-10-10 15:13:27.130 Denali Data Feed | Sending logon request message. | 2023-10-10 15:13:27.130 Denali Data Feed | Received logon response. | 2023-10-10 15:13:27.979 Denali Data Feed | Server Name: SC Realtime Server. | 2023-10-10 15:13:27.979 Denali Data Feed | Server protocol version: 8. Client protocol version: 8 | 2023-10-10 15:13:27.979 Denali Data Feed | Successfully connected. | 2023-10-10 15:13:27.979 Denali Data Feed | Trading is not supported. | 2023-10-10 15:13:27.979 Denali Data Feed | Restarting real-time data updates for symbol: ES-202312-CME -> ESZ23 | 2023-10-10 15:13:27.979 Denali Data Feed | Received security definition for symbol ES-202312-CME | 2023-10-10 15:13:28.197 HD Request # 50 | Downloading Intraday chart data for ES-202312-CME to the file ES-202312-CME.scid. Service: cme | 2023-10-10 15:13:33.848 HD Request # 50 | Download start date-time: 2023-09-22 16:59:30.000000. File last date-time: 2023-09-22 16:59:30.000000 | 2023-10-10 15:13:33.849 HD Request # 50 | Using server: ds26.sierracharts.com port 10149 | 2023-10-10 15:13:33.849 Socket (3) | Creating socket. | 2023-10-10 15:13:33.884 Socket (3) | New receive buffer size: 0 | 2023-10-10 15:13:33.884 Socket (3) | Connecting to IP: 142.215.17.188. | 2023-10-10 15:13:33.884 HD Request # 50 | Setting DTC encoding to Binary VLS | 2023-10-10 15:13:34.134 HD Request # 50 | Sending historical data logon request message. | 2023-10-10 15:13:34.134 HD Request # 50 | Requesting Intraday data. Start date-time: 2023-09-22 16:59:30. Record interval: 0. Symbol: ESZ23 | 2023-10-10 15:13:34.728 HD Request # 50 | Decompressing data. | 2023-10-10 15:13:34.845 HD Request # 50 | Receiving Intraday data for ES-202312-CME starting at 2023-09-22 16:59:30.025000 | 2023-10-10 15:13:34.978 HD Request # 50 | Timestamp of first Intraday data file record written: 2023-09-22 16:59:30.025000. | 2023-10-10 15:13:35.338 File >> Disconnect selected. | 2023-10-10 15:14:24.290 IB TWS socket (2) | CloseSocket call. | 2023-10-10 15:14:24.290 Denali Data Feed | Waiting for socket receive thread to end | 2023-10-10 15:14:24.290 IB TWS socket (2) | Shutdown started. Waiting for graceful close. | 2023-10-10 15:14:24.290 DTC Client socket (1) | CloseSocket call. | 2023-10-10 15:14:24.290 DTC Client socket (1) | Shutdown started. Waiting for graceful close. | 2023-10-10 15:14:24.290 Denali Data Feed | Disconnected from the server. | 2023-10-10 15:14:24.290 Interactive Brokers | Disconnected. | 2023-10-10 15:14:24.290 HD Request # 50 | Active download canceled. | 2023-10-10 15:14:24.290 Historical data download thread signaled to stop. | 2023-10-10 15:14:24.290 Socket (3) | CloseSocket call. | 2023-10-10 15:14:24.290 Socket (3) | Shutdown started. Waiting for graceful close. | 2023-10-10 15:14:24.291 IB TWS socket (2) | Socket gracefully closed by remote side. | 2023-10-10 15:14:24.291 IB TWS socket (2) | Closed. | 2023-10-10 15:14:24.291 HD Request # 50 | Received 14637679 Intraday data records from 2023-09-22 16:59:30.025000 to 2023-10-10 09:39:23.825013 (17.7 days. Delay: 5.6 hours) and wrote 14637679 records for ES-202312-CME | 2023-10-10 15:14:24.292 HD Request # 50 | Completion time: 51s. | 2023-10-10 15:14:24.292 HD Request # 50 | Intraday data download complete for ES-202312-CME. Unique request ID: 50 | 2023-10-10 15:14:24.292 Removing historical data download ID 50. | 2023-10-10 15:14:24.292 Real-time Intraday chart data file updates started for ES-202312-CME | 2023-10-10 15:14:24.292 Intraday chart data file opened for ES-202312-CME | 2023-10-10 15:14:24.292 HD Request # 50 | Enabling Intraday chart updating for symbol. | 2023-10-10 15:14:24.292 Triggering next historical data download in queue. | 2023-10-10 15:14:24.292 No download requests in the queue to start downloads for. | 2023-10-10 15:14:24.292 Socket (3) | Socket gracefully closed by remote side. | 2023-10-10 15:14:24.469 Socket (3) | Closed. | 2023-10-10 15:14:24.469 DTC Client socket (1) | Socket gracefully closed by remote side. | 2023-10-10 15:14:24.524 DTC Client socket (1) | Closed. | 2023-10-10 15:14:24.525 Interactive Brokers | Connecting to 127.0.0.1:7496 | 2023-10-10 15:14:29.393 IB TWS socket (1) | Creating socket. | 2023-10-10 15:14:29.393 IB TWS socket (1) | New receive buffer size: 0 | 2023-10-10 15:14:29.393 IB TWS socket (1) | Connecting to IP: 127.0.0.1. | 2023-10-10 15:14:29.393 Interactive Brokers | Sending API sign: API | 2023-10-10 15:14:29.897 Interactive Brokers | Sending client version: v100..176 +PACEAPI. Waiting for acceptance. | 2023-10-10 15:14:29.897 Interactive Brokers | TWS server version: 176 | 2023-10-10 15:14:29.901 Interactive Brokers | TWS time: 20231010 15:14:30 EST | 2023-10-10 15:14:29.901 Interactive Brokers | Connected. Sending Start API command. | 2023-10-10 15:14:30.161 Interactive Brokers | Waiting for account information. | 2023-10-10 15:14:30.161 Interactive Brokers | Next valid order ID: 450 | 2023-10-10 15:14:30.164 IB Account information received. | 2023-10-10 15:14:30.164 Interactive Brokers | Received 1 Trade Accounts from TWS. | 2023-10-10 15:14:30.164 Interactive Brokers | Connected to Live account. | 2023-10-10 15:14:30.164 Updated verified funded futures trading account ending date to: 2023-11-09 19:14:30 | 2023-10-10 15:14:30.164 Interactive Brokers | Connected to server complete. | 2023-10-10 15:14:30.164 Triggering next historical data download in queue. | 2023-10-10 15:14:30.165 Subscribing to symbol for symbol alert. MCLV23-NYMEX | 2023-10-10 15:14:30.165 Using symbol data fast lookup vector | 2023-10-10 15:14:30.165 Interactive Brokers | Starting real-time market data updates for: MCLV23-NYMEX. ID: 1 | 2023-10-10 15:14:30.165 Interactive Brokers | Subscribing to Symbol: MCLV23, SecurityType: NYMEX, Expiration: , Exchange: , Primary Exchange: , Currency: , Multiplier: , CallPut: , Strike: , LocalSymbol: , TradingClass: | 2023-10-10 15:14:30.165 Interactive Brokers | Requesting security definition data for: MCLV23-NYMEX. ID: 1 | 2023-10-10 15:14:30.165 Updated verified funded futures trading account ending date to: 2023-11-09 19:14:30 | 2023-10-10 15:14:30.165 Message from IB: Market data farm connection is OK:cashfarm. IB Error Code: 2104. Request ID: -1. | 2023-10-10 15:14:30.165 Message from IB: Market data farm connection is OK:uscrypto. IB Error Code: 2104. Request ID: -1. | 2023-10-10 15:14:30.165 Message from IB: Market data farm connection is OK:usfuture. IB Error Code: 2104. Request ID: -1. | 2023-10-10 15:14:30.165 Message from IB: Market data farm connection is OK:usfuture.nj. IB Error Code: 2104. Request ID: -1. | 2023-10-10 15:14:30.165 Message from IB: Market data farm connection is OK:usbond. IB Error Code: 2104. Request ID: -1. | 2023-10-10 15:14:30.165 Message from IB: Market data farm connection is OK:usfarm.nj. IB Error Code: 2104. Request ID: -1. | 2023-10-10 15:14:30.165 Message from IB: Market data farm connection is OK:eufarm. IB Error Code: 2104. Request ID: -1. | 2023-10-10 15:14:30.165 Message from IB: Market data farm connection is OK:usopt. IB Error Code: 2104. Request ID: -1. | 2023-10-10 15:14:30.165 Message from IB: Market data farm connection is OK:usfarm. IB Error Code: 2104. Request ID: -1. | 2023-10-10 15:14:30.165 Message from IB: HMDS data farm connection is OK:euhmds. IB Error Code: 2106. Request ID: -1. | 2023-10-10 15:14:30.165 Message from IB: HMDS data farm connection is OK:ushmds.nj. IB Error Code: 2106. Request ID: -1. | 2023-10-10 15:14:30.165 Message from IB: HMDS data farm connection is OK:cashhmds. IB Error Code: 2106. Request ID: -1. | 2023-10-10 15:14:30.165 Message from IB: HMDS data farm connection is OK:fundfarm. IB Error Code: 2106. Request ID: -1. | 2023-10-10 15:14:30.165 Message from IB: HMDS data farm connection is OK:ushmds. IB Error Code: 2106. Request ID: -1. | 2023-10-10 15:14:30.165 Message from IB: Sec-def data farm connection is OK:secdefeu. IB Error Code: 2158. Request ID: -1. | 2023-10-10 15:14:30.165 No download requests in the queue to start downloads for. | 2023-10-10 15:14:30.165 Message from IB: Error validating request.-'b1' : cause - Please enter exchange. IB Error Code: 321. Request ID: 1. Symbol: MCLV23-NYMEX | 2023-10-10 15:14:30.166 Message from IB: Error validating request.-'bV' : cause - Please enter a valid security type. IB Error Code: 321. Request ID: 1. Symbol: MCLV23-NYMEX | 2023-10-10 15:14:30.166 Interactive Brokers | Starting real-time market data updates for: APLD. ID: 2 | 2023-10-10 15:14:30.166 Interactive Brokers | Subscribing to Symbol: APLD, SecurityType: STK, Expiration: , Exchange: SMART, Primary Exchange: , Currency: USD, Multiplier: , CallPut: , Strike: , LocalSymbol: , TradingClass: | 2023-10-10 15:14:30.166 Interactive Brokers | Requesting security definition data for: APLD. ID: 2 | 2023-10-10 15:14:30.166 Interactive Brokers | Starting real-time market data updates for: DIS. ID: 3 | 2023-10-10 15:14:30.166 Interactive Brokers | Subscribing to Symbol: DIS, SecurityType: STK, Expiration: , Exchange: SMART, Primary Exchange: , Currency: USD, Multiplier: , CallPut: , Strike: , LocalSymbol: , TradingClass: | 2023-10-10 15:14:30.166 Interactive Brokers | Requesting security definition data for: DIS. ID: 3 | 2023-10-10 15:14:30.166 Interactive Brokers | Starting real-time market data updates for: HYDI. ID: 4 | 2023-10-10 15:14:30.166 Interactive Brokers | Subscribing to Symbol: HYDI, SecurityType: STK, Expiration: , Exchange: SMART, Primary Exchange: , Currency: USD, Multiplier: , CallPut: , Strike: , LocalSymbol: , TradingClass: | 2023-10-10 15:14:30.166 Interactive Brokers | Requesting security definition data for: HYDI. ID: 4 | 2023-10-10 15:14:30.166 Interactive Brokers | Starting real-time market data updates for: IBKR. ID: 5 | 2023-10-10 15:14:30.166 Interactive Brokers | Subscribing to Symbol: IBKR, SecurityType: STK, Expiration: , Exchange: SMART, Primary Exchange: , Currency: USD, Multiplier: , CallPut: , Strike: , LocalSymbol: , TradingClass: | 2023-10-10 15:14:30.166 Interactive Brokers | Requesting security definition data for: IBKR. ID: 5 | 2023-10-10 15:14:30.166 Interactive Brokers | Starting real-time market data updates for: LTCH. ID: 6 | 2023-10-10 15:14:30.166 Interactive Brokers | Subscribing to Symbol: LTCH, SecurityType: STK, Expiration: , Exchange: SMART, Primary Exchange: , Currency: USD, Multiplier: , CallPut: , Strike: , LocalSymbol: , TradingClass: | 2023-10-10 15:14:30.166 Interactive Brokers | Requesting security definition data for: LTCH. ID: 6 | 2023-10-10 15:14:30.166 Interactive Brokers | Starting real-time market data updates for: S. ID: 7 | 2023-10-10 15:14:30.166 Interactive Brokers | Subscribing to Symbol: S, SecurityType: STK, Expiration: , Exchange: SMART, Primary Exchange: , Currency: USD, Multiplier: , CallPut: , Strike: , LocalSymbol: , TradingClass: | 2023-10-10 15:14:30.166 Interactive Brokers | Requesting security definition data for: S. ID: 7 | 2023-10-10 15:14:30.166 Mapping ES-202312-CME to ESZ23. Service code: cme | 2023-10-10 15:14:30.177 Denali Data Feed | Starting real-time market data updates for: ES-202312-CME (ESZ23). ID: 8 Service code: cme | 2023-10-10 15:14:30.177 Denali Data Feed | Connecting to the server ds28-2.sierracharts.com. Port 10048 | 2023-10-10 15:14:30.177 Denali Data Feed | Requesting security definition data for: ES-202312-CME (ESZ23). ID: 8 | 2023-10-10 15:14:30.177 Added historical Intraday data request for ES-202312-CME to the queue. | 2023-10-10 15:14:30.177 Intraday data recording state for symbol ES-202312-CME is set to download 'Pending'. | 2023-10-10 15:14:30.177 Triggering next historical data download in queue. | 2023-10-10 15:14:30.177 Delaying start of download for ES-202312-CME. | 2023-10-10 15:14:30.189 DTC Client socket (2) | Creating socket. | 2023-10-10 15:14:30.214 DTC Client socket (2) | New receive buffer size: 0 | 2023-10-10 15:14:30.214 DTC Client socket (2) | Connecting to IP: 142.215.18.148. | 2023-10-10 15:14:30.214 Interactive Brokers | Next valid order ID: 450 | 2023-10-10 15:14:30.266 Denali Data Feed | Network connection to server complete. | 2023-10-10 15:14:30.334 Denali Data Feed | Starting socket receive thread. | 2023-10-10 15:14:30.334 Denali Data Feed | Sending encoding request to server: Binary VLS. Compression: standard | 2023-10-10 15:14:30.334 Interactive Brokers | Next valid order ID: 450 | 2023-10-10 15:14:30.365 Interactive Brokers | Requesting Trade Positions snapshot and updates for account: U104* | 2023-10-10 15:14:30.410 Denali Data Feed | Setting DTC encoding to Binary VLS | 2023-10-10 15:14:30.479 Denali Data Feed | Sending logon request message. | 2023-10-10 15:14:30.479 Interactive Brokers | Begin Trade Positions processing. | 2023-10-10 15:14:31.267 Interactive Brokers | Sending request for contract details for contract ID 499640681 | 2023-10-10 15:14:31.267 Interactive Brokers | Sending request for contract details for contract ID 399364021 | 2023-10-10 15:14:31.267 Interactive Brokers | Sending request for contract details for contract ID 366244320 | 2023-10-10 15:14:31.267 Interactive Brokers | Sending request for contract details for contract ID 375858281 | 2023-10-10 15:14:31.267 Interactive Brokers | Received Trade Positions download end message for account U104* | 2023-10-10 15:14:31.267 Interactive Brokers | Received Trade Positions. Performing final processing. | 2023-10-10 15:14:31.267 Denali Data Feed | Received logon response. | 2023-10-10 15:14:31.301 Denali Data Feed | Server Name: SC Realtime Server. | 2023-10-10 15:14:31.301 Denali Data Feed | Server protocol version: 8. Client protocol version: 8 | 2023-10-10 15:14:31.301 Denali Data Feed | Successfully connected. | 2023-10-10 15:14:31.301 Denali Data Feed | Trading is not supported. | 2023-10-10 15:14:31.301 Denali Data Feed | Restarting real-time data updates for symbol: ES-202312-CME -> ESZ23 | 2023-10-10 15:14:31.301 Interactive Brokers | Received contract details for symbol S-STK-SMART-USD | 2023-10-10 15:14:31.366 Interactive Brokers | Received contract details for symbol VUAA-STK-SMART-EUR | 2023-10-10 15:14:31.466 Denali Data Feed | Received security definition for symbol ES-202312-CME | 2023-10-10 15:14:31.508 Interactive Brokers | Received contract details for symbol VUKG-STK-SMART-GBP | 2023-10-10 15:14:31.566 Interactive Brokers | Received contract details for symbol VWCE-STK-SMART-EUR | 2023-10-10 15:14:31.666 Interactive Brokers | All contract details received for symbols used for trading. Starting timer to request trading data. | 2023-10-10 15:14:31.666 HD Request # 51 | Downloading Intraday chart data for ES-202312-CME to the file ES-202312-CME.scid. Service: cme | 2023-10-10 15:14:36.856 HD Request # 51 | Download start date-time: 2023-10-10 09:39:23.000000. File last date-time: 2023-10-10 09:39:23.825013 | 2023-10-10 15:14:36.857 HD Request # 51 | Using server: ds28.sierracharts.com port 10150 | 2023-10-10 15:14:36.857 Socket (3) | Creating socket. | 2023-10-10 15:14:36.889 Socket (3) | New receive buffer size: 0 | 2023-10-10 15:14:36.889 Socket (3) | Connecting to IP: 142.215.18.147. | 2023-10-10 15:14:36.889 HD Request # 51 | Setting DTC encoding to Binary VLS | 2023-10-10 15:14:37.128 HD Request # 51 | Sending historical data logon request message. | 2023-10-10 15:14:37.128 HD Request # 51 | Requesting Intraday data. Start date-time: 2023-10-10 09:39:23. Record interval: 0. Symbol: ESZ23 | 2023-10-10 15:14:37.723 HD Request # 51 | Decompressing data. | 2023-10-10 15:14:37.838 HD Request # 51 | Receiving Intraday data for ES-202312-CME starting at 2023-10-10 09:39:23.018000 | 2023-10-10 15:14:38.101 HD Request # 51 | Timestamp of first Intraday data file record written: 2023-10-10 09:39:23.825014. | 2023-10-10 15:14:38.456 Socket (3) | CloseSocket call. | 2023-10-10 15:14:40.839 Socket (3) | Shutdown started. Waiting for graceful close. | 2023-10-10 15:14:40.839 Historical data download thread signaled to stop. | 2023-10-10 15:14:40.839 HD Request # 51 | Received 719297 Intraday data records from 2023-10-10 09:39:23.018000 to 2023-10-10 15:14:40.704000 (5.6 hours. Delay: 0.1 seconds) and wrote 719196 records for ES-202312-CME | 2023-10-10 15:14:40.839 HD Request # 51 | Completion time: 4s. | 2023-10-10 15:14:40.839 HD Request # 51 | Intraday data download complete for ES-202312-CME. Unique request ID: 51 | 2023-10-10 15:14:40.839 Removing historical data download ID 51. | 2023-10-10 15:14:40.839 Real-time Intraday chart data file updates started for ES-202312-CME | 2023-10-10 15:14:40.839 Intraday chart data file opened for ES-202312-CME | 2023-10-10 15:14:40.839 HD Request # 51 | Enabling Intraday chart updating for symbol. | 2023-10-10 15:14:40.839 Triggering next historical data download in queue. | 2023-10-10 15:14:40.839 No download requests in the queue to start downloads for. | 2023-10-10 15:14:40.839 Socket (3) | Socket gracefully closed by remote side. | 2023-10-10 15:14:40.956 Socket (3) | Closed. | 2023-10-10 15:14:40.956 Interactive Brokers | Stopping automatic Trade Position updates for account: U104* | 2023-10-10 15:14:41.655 Interactive Brokers | Requesting Trade Positions snapshot and updates for account: U104* | 2023-10-10 15:14:41.655 Message from IB: API client has been unsubscribed from account data. IB Error Code: 2100. Request ID: -1. | 2023-10-10 15:14:41.755 Interactive Brokers | Begin Trade Positions processing. | 2023-10-10 15:14:41.856 Interactive Brokers | Received Trade Positions download end message for account U104* | 2023-10-10 15:14:41.857 Interactive Brokers | Received Trade Positions. Performing final processing. | 2023-10-10 15:14:41.857 Opened cached Intraday file: C:\SierraChart\Data\ES-202312-CME.scid. Thread ID: 11268 | 2023-10-10 15:14:44.873 |