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Post From: Dom not displaying resting ask orders correctly

[2024-06-28 18:45:16] Link To Thread - Link To Post [Go To First Post]
Jared Berlinski - Posts: 4
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