Support Board
Date/Time: Sun, 24 Nov 2024 06:12:39 +0000
Post From: Dom not displaying resting ask orders correctly
| [2024-06-28 18:45:16] |
| JBERLIN - Posts: 7 |
|
That's correct, it's only messed up when I'm connected to Rithmic. The message log below is for instance 4, but I have the same problem across all instances. Symbol with error in message log is NQU4.CME Here is a picture of my NQ compressed DOM when connected to my AMP/Teton data feed. looks as it should https://www.sierrachart.com/image.php?Image=1719599536484.png 2024-06-28 14:40:24.198 | Software version: 2651 64-bit 2024-06-28 14:40:24.198 | Primary Thread ID: 10512 2024-06-28 14:40:24.198 | Usage end date: 2024-07-08 2024-06-28 14:40:24.198 | Enabled for: Advanced Features 2. 2024-06-28 14:40:24.198 | Enabled for: Sierra Chart Historical Data Service. 2024-06-28 14:40:24.198 | Enabled for: Denali Real-Time Exchange Data Feed. 2024-06-28 14:40:24.198 | Enabled for: Delayed Denali Exchange Data Feed. 2024-06-28 14:40:24.198 | Enabled for exchange2: CME (Trading Account Required) 2024-06-28 14:40:24.198 | Enabled for exchange2: CBOT (Trading Account Required) 2024-06-28 14:40:24.198 | Enabled for exchange2: COMEX (Trading Account Required) 2024-06-28 14:40:24.198 | Enabled for exchange2: NYMEX (Trading Account Required) 2024-06-28 14:40:24.198 | Allow Support for Sierra Chart Data Feeds is enabled. 2024-06-28 14:40:24.198 | Current selected Data/Trading service: DTC - Sub Instance 2024-06-28 14:40:24.198 | Custom symbol settings values: enabled 2024-06-28 14:40:24.198 | Chart Update Interval: 100 2024-06-28 14:40:24.198 | Intraday Data Storage Time Unit: 0 2024-06-28 14:40:24.198 | Time Zone: -04:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) 2024-06-28 14:40:24.198 | 2024-06-28 18:40:24 Local computer time in UTC 2024-06-28 14:40:24.198 | 2024-06-28 14:40:24 Local computer time in SC Time Zone 2024-06-28 14:40:24.198 | 2024-06-28 13:50:29 Server time in UTC 2024-06-28 14:40:24.198 | Local computer UTC time and Server UTC time difference: 0 seconds. 2024-06-28 14:40:24.198 | Program path: C:\SierraChart\SierraChartInstance_4\ 2024-06-28 14:40:24.198 | Data Files path: C:\SierraChart\SierraChartInstance_4\Data\ 2024-06-28 14:40:24.198 | OS Version Number: 10.0 2024-06-28 14:40:24.198 | Locale Setting: C 2024-06-28 14:40:24.198 | DLLs: UserContributedStudies_64.dll 2024-06-28 14:40:24.198 | Allowed protected custom studies: 2024-06-28 14:40:24.198 | Crash reporter started: true 2024-06-28 14:40:24.198 | 2024-06-28 14:40:51.685 | 2024-06-28 14:40:51.685 | DTC - Sub Instance | Connecting to the server 127.0.0.1. Port 11099 2024-06-28 14:40:51.686 | DTC Client socket (1) | Creating socket. 2024-06-28 14:40:51.686 | DTC Client socket (1) | New receive buffer size: 0 2024-06-28 14:40:51.686 | DTC Client socket (1) | Connecting to IP: 127.0.0.1. 2024-06-28 14:40:51.686 | DTC - Sub Instance | Network connection to server complete. 2024-06-28 14:40:51.686 | DTC - Sub Instance | Starting socket receive thread. 2024-06-28 14:40:51.686 | DTC - Sub Instance | Sending encoding request to server: Binary VLS. Compression: none 2024-06-28 14:40:51.686 | DTC - Sub Instance | Setting DTC encoding to Binary VLS 2024-06-28 14:40:51.686 | DTC - Sub Instance | Sending logon request message. 2024-06-28 14:40:51.686 | DTC - Sub Instance | Received logon response. 2024-06-28 14:40:51.686 | DTC - Sub Instance | Server Name: SC DTC Server. Build=50583. 2024-06-28 14:40:51.686 | DTC - Sub Instance | Server protocol version: 8. Client protocol version: 8 2024-06-28 14:40:51.686 | DTC - Sub Instance | Successfully connected. Connected to SC DTC Protocol server. Service=rithmic_v2.trading|SymbolSettings=rithmic_v2.trading. 2024-06-28 14:40:51.686 | DTC - Sub Instance | Trading is supported. 2024-06-28 14:40:51.686 | DTC - Sub Instance | Order cancel and replace is supported. 2024-06-28 14:40:51.686 | DTC - Sub Instance | OCO Orders supported. 2024-06-28 14:40:51.686 | DTC - Sub Instance | Bracket Orders supported. 2024-06-28 14:40:51.686 | DTC - Sub Instance | MarketDepthIsSupported: 1 2024-06-28 14:40:51.686 | DTC - Sub Instance | Connected to server complete. 2024-06-28 14:40:51.688 | No download requests in the queue to start downloads for. | Number times message added: 3 2024-06-28 14:40:51.692 | Using symbol data fast lookup vector 2024-06-28 14:40:51.692 | DTC - Sub Instance | Starting real-time market data updates for: NQU4.CME. ID: 1 Service code: rithmic.trading 2024-06-28 14:40:51.692 | DTC - Sub Instance | Requesting security definition data for: NQU4.CME. ID: 1 2024-06-28 14:40:51.692 | Added historical Intraday data request for NQU4.CME to the queue. 2024-06-28 14:40:51.692 | Intraday data recording state for symbol NQU4.CME is set to download 'Pending'. 2024-06-28 14:40:51.692 | Triggering next historical data download in queue. 2024-06-28 14:40:51.694 | Delaying start of download for NQU4.CME. 2024-06-28 14:40:51.694 | Added historical Market Depth data request for NQU4.CME to the queue. 2024-06-28 14:40:51.694 | Market depth data recording state for symbol NQU4.CME is set to download 'Pending'. 2024-06-28 14:40:51.694 | Triggering next historical data download in queue. 2024-06-28 14:40:51.694 | Historical Market Depth data request, start 00:00:00.000 , for NQU4.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2024-06-28 14:40:51.694 | DTC - Sub Instance | Received security definition for symbol NQU4.CME 2024-06-28 14:40:51.694 | HD Request # 124 | Downloading Market Depth data for NQU4.CME. Service: cme.marketdepth. 2024-06-28 14:40:51.695 | HD Request # 124 | Download start date-time: 2024-06-28 14:39:50.734266. 2024-06-28 14:40:51.695 | HD Request # 124 | Using server: ds26.sierracharts.com port 10150 2024-06-28 14:40:51.695 | Socket (2) | Creating socket. 2024-06-28 14:40:51.695 | Socket (2) | New receive buffer size: 0 2024-06-28 14:40:51.695 | Socket (2) | Connecting to IP: 67.214.125.11. 2024-06-28 14:40:51.754 | HD Request # 124 | Setting DTC encoding to Binary VLS 2024-06-28 14:40:51.754 | HD Request # 124 | Sending historical data logon request message. 2024-06-28 14:40:52.040 | HD Request # 124 | Requesting market depth data. Start date-time: 2024-06-28 14:39:50. Symbol: NQU24 2024-06-28 14:40:52.065 | HD Request # 124 | Decompressing data. 2024-06-28 14:40:52.100 | HD Request # 124 | Receiving market depth data for NQU4.CME starting at 2024-06-28 14:39:50.808000 2024-06-28 14:40:52.185 | Socket (2) | CloseSocket call. 2024-06-28 14:40:52.185 | Historical data download thread signaled to stop. 2024-06-28 14:40:52.185 | Socket (2) | Shutdown started. Waiting for graceful close. 2024-06-28 14:40:52.185 | HD Request # 124 | Timestamp of first market depth data file record written: 2024-06-28 14:39:50.808000. 2024-06-28 14:40:52.185 | HD Request # 124 | Received 21478 Market Depth data records from 2024-06-28 14:39:50.808000 to 2024-06-28 14:40:47.842000 (57.0 seconds. Delay: 4.3 seconds) and wrote 21478 records for NQU4.CME 2024-06-28 14:40:52.185 | HD Request # 124 | Completion time: 1s. 2024-06-28 14:40:52.185 | HD Request # 124 | Market Depth data download complete for NQU4.CME. Unique request ID: 159 2024-06-28 14:40:52.185 | Removing historical data download ID 159. 2024-06-28 14:40:52.185 | Real-time market depth file updates started for NQU4.CME 2024-06-28 14:40:52.190 | Opened cached Depth file: C:\SierraChart\SierraChartInstance_4\Data\MarketDepthData\NQU4.CME.2024-06-28.depth 2024-06-28 14:40:52.190 | NQU4.CME [CV] #7 | Flagging to reload Intraday data on market depth download completion. 2024-06-28 14:40:52.190 | 2024-06-28 14:40:52.190 | No download requests in the queue to start downloads for. 2024-06-28 14:40:52.195 | NQU4.CME [CV] #7 | Reloading chart. 2024-06-28 14:40:52.205 | Socket (2) | Socket gracefully closed by remote side. 2024-06-28 14:40:52.205 | Socket (2) | Closed. 2024-06-28 14:40:52.210 | NQU4.CME [CV] #7 | Waiting for historical downloads to complete with the IDs: 158, 2024-06-28 14:40:52.215 | Opened cached Depth file: C:\SierraChart\SierraChartInstance_4\Data\MarketDepthData\NQU4.CME.2024-06-28.depth 2024-06-28 14:40:56.677 | Requesting market depth updates for: NQU4.CME if supported. NumLevels=1400 2024-06-28 14:40:56.677 | DTC - Sub Instance | Starting market orders updates for: NQU4.CME. MinimumMarketByOrderQuantity: 0. Service code: rithmic.trading 2024-06-28 14:40:56.677 | DTC - Sub Instance | Clearing market depth for NQU4.CME 2024-06-28 14:40:56.943 | HD Request # 125 | Downloading Intraday chart data for NQU4.CME to the file NQU4.CME.scid. Service: cme 2024-06-28 14:40:56.943 | HD Request # 125 | Download start date-time: 2024-06-28 14:39:50.000000. File last date-time: 2024-06-28 14:39:50.131000 2024-06-28 14:40:56.943 | HD Request # 125 | Using server: ds26.sierracharts.com port 10149 2024-06-28 14:40:56.943 | Socket (2) | Creating socket. 2024-06-28 14:40:56.943 | Socket (2) | New receive buffer size: 0 2024-06-28 14:40:56.943 | Socket (2) | Connecting to IP: 67.214.125.11. 2024-06-28 14:40:56.998 | HD Request # 125 | Setting DTC encoding to Binary VLS 2024-06-28 14:40:56.998 | HD Request # 125 | Sending historical data logon request message. 2024-06-28 14:40:57.266 | HD Request # 125 | Requesting Intraday data. Start date-time: 2024-06-28 14:39:50. Record interval: 0. Symbol: NQU24 2024-06-28 14:40:57.290 | HD Request # 125 | Decompressing data. 2024-06-28 14:40:57.314 | HD Request # 125 | Receiving Intraday data for NQU4.CME starting at 2024-06-28 14:39:50.129000 2024-06-28 14:40:57.315 | Socket (2) | CloseSocket call. 2024-06-28 14:40:57.315 | Socket (2) | Shutdown started. Waiting for graceful close. 2024-06-28 14:40:57.315 | Historical data download thread signaled to stop. 2024-06-28 14:40:57.315 | HD Request # 125 | Timestamp of first Intraday data file record written: 2024-06-28 14:39:52.759000. 2024-06-28 14:40:57.315 | HD Request # 125 | Received 475 Intraday data records from 2024-06-28 14:39:50.129000 to 2024-06-28 14:40:56.515000 (66.4 seconds. Delay: 0.8 seconds) and wrote 473 records for NQU4.CME 2024-06-28 14:40:57.321 | HD Request # 125 | Add time&sales data | Remembered last file record date-time: 2024-06-28 18:40:56.515000 2024-06-28 14:40:57.321 | Added 1 Time and Sales records to Intraday data file for NQU4.CME after download. 2024-06-28 14:40:57.321 | HD Request # 125 | Completion time: 1s. 2024-06-28 14:40:57.321 | HD Request # 125 | Intraday data download complete for NQU4.CME. Unique request ID: 158 2024-06-28 14:40:57.321 | Removing historical data download ID 158. 2024-06-28 14:40:57.321 | Real-time Intraday chart data file updates started for NQU4.CME 2024-06-28 14:40:57.321 | Intraday chart data file opened for NQU4.CME 2024-06-28 14:40:57.321 | HD Request # 125 | Enabling Intraday chart updating for symbol. 2024-06-28 14:40:57.324 | 2024-06-28 14:40:57.324 | No download requests in the queue to start downloads for. 2024-06-28 14:40:57.325 | NQU4.CME [CV] #7 | Download is complete for all contract months in chart. Proceeding with data load. 2024-06-28 14:40:57.325 | NQU4.CME [CV] #7 | Reloading chart. 2024-06-28 14:40:57.338 | Socket (2) | Socket gracefully closed by remote side. 2024-06-28 14:40:57.338 | Socket (2) | Closed. 2024-06-28 14:40:57.380 | NQU4.CME [CV] #7 | Reloading chart. 2024-06-28 14:40:57.487 | NQU4.CME [CV] #7 | StartDateTimeForLoadingOrderFills: 00:00:00 2024-06-28 14:40:57.488 | NQU4.CME [CV] #7 | Chart data loading complete. 2024-06-28 14:41:00.757 | Opened cached Intraday file: C:\SierraChart\SierraChartInstance_4\Data\NQU4.CME.scid. Thread ID: 16904 |