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Date/Time: Mon, 16 Sep 2024 19:17:56 +0000

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Post From: Dom not displaying resting ask orders correctly

[2024-06-28 19:02:03] Link To Thread - Link To Post [Go To First Post]
Jared Berlinski - Posts: 4
Ok, sorry about that. Yes it also happens in the main instance. Here is the message log for NQU4.CME 2024-06-28 15:01:04.987 \| Software version: 2651 64-bit 2024-06-28 15:01:04.987 \| Primary Thread ID: 15284 2024-06-28 15:01:04.987 \| Usage end date: 2024-07-08 2024-06-28 15:01:04.987 \| Enabled for: Advanced Features 2. 2024-06-28 15:01:04.987 \| Enabled for: Sierra Chart Historical Data Service. 2024-06-28 15:01:04.987 \| Enabled for: Denali Real-Time Exchange Data Feed. 2024-06-28 15:01:04.987 \| Enabled for: Delayed Denali Exchange Data Feed. 2024-06-28 15:01:04.987 \| Enabled for exchange2: CME (Trading Account Required) 2024-06-28 15:01:04.987 \| Enabled for exchange2: CBOT (Trading Account Required) 2024-06-28 15:01:04.987 \| Enabled for exchange2: COMEX (Trading Account Required) 2024-06-28 15:01:04.987 \| Enabled for exchange2: NYMEX (Trading Account Required) 2024-06-28 15:01:04.987 \| Allow Support for Sierra Chart Data Feeds is enabled. 2024-06-28 15:01:04.987 \| Current selected Data/Trading service: Rithmic Direct - DTC 2024-06-28 15:01:04.987 \| Custom symbol settings values: enabled 2024-06-28 15:01:04.987 \| Chart Update Interval: 100 2024-06-28 15:01:04.987 \| Intraday Data Storage Time Unit: 0 2024-06-28 15:01:04.987 \| Time Zone: -04:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) 2024-06-28 15:01:04.987 \| 2024-06-28 19:01:04 Local computer time in UTC 2024-06-28 15:01:04.987 \| 2024-06-28 15:01:04 Local computer time in SC Time Zone 2024-06-28 15:01:04.987 \| 2024-06-28 18:35:05 Server time in UTC 2024-06-28 15:01:04.987 \| Local computer UTC time and Server UTC time difference: 1 seconds. 2024-06-28 15:01:04.987 \| Program path: C:\SierraChart\ 2024-06-28 15:01:04.987 \| Data Files path: C:\SierraChart\Data\ 2024-06-28 15:01:04.988 \| OS Version Number: 10.0 2024-06-28 15:01:04.988 \| Locale Setting: C 2024-06-28 15:01:04.988 \| DLLs: UserContributedStudies_64.dll 2024-06-28 15:01:04.988 \| Allowed protected custom studies: 2024-06-28 15:01:04.988 \| Crash reporter started: true 2024-06-28 15:01:04.988 \| 2024-06-28 15:01:15.038 \| 2024-06-28 15:01:15.038 \| Rithmic Direct - DTC \| Using server connection: TopstepTrader-Chicago Area-Non-Aggregated 2024-06-28 15:01:15.038 \| Rithmic Direct - DTC \| Trading server address/port: rsc.rithmic.com:50508 2024-06-28 15:01:15.038 \| Rithmic Direct - DTC \| Connecting to the server rsc.rithmic.com. Port 50508 2024-06-28 15:01:15.091 \| DTC Client socket (1) \| Creating socket. Using TLS 1.2. 2024-06-28 15:01:15.092 \| DTC Client socket (1) \| New receive buffer size: 0 2024-06-28 15:01:15.092 \| DTC Client socket (1) \| Connecting to IP: 216.57.156.163. 2024-06-28 15:01:15.118 \| Rithmic Direct - DTC \| Network connection to server complete. 2024-06-28 15:01:15.118 \| Rithmic Direct - DTC \| Starting socket receive thread. 2024-06-28 15:01:15.118 \| Rithmic Direct - DTC \| Setting DTC encoding to Binary 2024-06-28 15:01:15.118 \| Rithmic Direct - DTC \| Sending logon request message. 2024-06-28 15:01:15.200 \| Rithmic Direct - DTC \| Received logon response. 2024-06-28 15:01:15.200 \| Rithmic Direct - DTC \| Server Name: . 2024-06-28 15:01:15.200 \| Rithmic Direct - DTC \| Server protocol version: 8. Client protocol version: 8 2024-06-28 15:01:15.200 \| Rithmic Direct - DTC \| Successfully connected. 2024-06-28 15:01:15.200 \| Rithmic Direct - DTC \| Trading is supported. 2024-06-28 15:01:15.200 \| Rithmic Direct - DTC \| Order cancel and replace is supported. 2024-06-28 15:01:15.200 \| Rithmic Direct - DTC \| OCO Orders supported. 2024-06-28 15:01:15.200 \| Rithmic Direct - DTC \| Symbol and Exchange Delimiter: . 2024-06-28 15:01:15.200 \| Rithmic Direct - DTC \| MarketDepthIsSupported: 0 2024-06-28 15:01:15.200 \| Rithmic Direct - DTC \| Connected to server complete. 2024-06-28 15:01:15.200 \| No download requests in the queue to start downloads for. \| Number times message added: 3 2024-06-28 15:01:15.286 \| Mapping NQU4.CME to NQU24. Service code: cme 2024-06-28 15:01:15.286 \| Using symbol data fast lookup vector 2024-06-28 15:01:15.286 \| Denali Data Feed \| Starting real-time market data updates for: NQU4.CME (NQU24). ID: 1 Service code: cme 2024-06-28 15:01:15.286 \| Denali Data Feed \| Connecting to the server ds13.sierracharts.com. Port 10048 2024-06-28 15:01:15.286 \| Denali Data Feed \| Requesting security definition data for: NQU4.CME (NQU24). ID: 1 2024-06-28 15:01:15.286 \| Added historical Intraday data request for NQU4.CME to the queue. 2024-06-28 15:01:15.286 \| Intraday data recording state for symbol NQU4.CME is set to download 'Pending'. 2024-06-28 15:01:15.286 \| Triggering next historical data download in queue. 2024-06-28 15:01:15.288 \| Delaying start of download for NQU4.CME. 2024-06-28 15:01:15.399 \| DTC Client socket (2) \| Creating socket. 2024-06-28 15:01:15.399 \| DTC Client socket (2) \| New receive buffer size: 0 2024-06-28 15:01:15.399 \| DTC Client socket (2) \| Connecting to IP: 64.158.105.202. 2024-06-28 15:01:15.470 \| Denali Data Feed \| Network connection to server complete. 2024-06-28 15:01:15.470 \| Denali Data Feed \| Starting socket receive thread. 2024-06-28 15:01:15.470 \| Denali Data Feed \| Sending encoding request to server: Binary VLS. Compression: standard 2024-06-28 15:01:15.565 \| Denali Data Feed \| Setting DTC encoding to Binary VLS 2024-06-28 15:01:15.565 \| Denali Data Feed \| Sending logon request message. 2024-06-28 15:01:15.643 \| Denali Data Feed \| Received logon response. 2024-06-28 15:01:15.643 \| Denali Data Feed \| Server Name: RealTimeServer. 2024-06-28 15:01:15.643 \| Denali Data Feed \| Server protocol version: 8. Client protocol version: 8 2024-06-28 15:01:15.643 \| Denali Data Feed \| Logon error received from server: Data service (sc_exchange2.datafeed) is disabled or unsupported. A software update may be necessary. 2024-06-28 15:01:15.643 \| Denali Data Feed \| Failed connections: 1 2024-06-28 15:01:15.643 \| Denali Data Feed \| Waiting for socket receive thread to end 2024-06-28 15:01:15.643 \| DTC Client socket (2) \| CloseSocket call. 2024-06-28 15:01:15.643 \| DTC Client socket (2) \| Shutdown started. Waiting for graceful close. 2024-06-28 15:01:15.643 \| Denali Data Feed \| Disconnected from the server. 2024-06-28 15:01:15.643 \| Denali Data Feed \| Data feed disconnected. Will reconnect in 3 seconds. 2024-06-28 15:01:15.715 \| DTC Client socket (2) \| Socket gracefully closed by remote side. 2024-06-28 15:01:15.715 \| DTC Client socket (2) \| Closed. 2024-06-28 15:01:18.630 \| Denali Data Feed \| Connecting to the server ds26.sierracharts.com. Port 443 2024-06-28 15:01:18.630 \| DTC Client socket (2) \| Creating socket. 2024-06-28 15:01:18.630 \| DTC Client socket (2) \| New receive buffer size: 0 2024-06-28 15:01:18.630 \| DTC Client socket (2) \| Connecting to IP: 67.214.125.11. 2024-06-28 15:01:18.653 \| Denali Data Feed \| Network connection to server complete. 2024-06-28 15:01:18.653 \| Denali Data Feed \| Starting socket receive thread. 2024-06-28 15:01:18.653 \| Denali Data Feed \| Sending encoding request to server: Binary VLS. Compression: standard 2024-06-28 15:01:18.680 \| Denali Data Feed \| Setting DTC encoding to Binary VLS 2024-06-28 15:01:18.680 \| Denali Data Feed \| Sending logon request message. 2024-06-28 15:01:19.055 \| Denali Data Feed \| Received logon response. 2024-06-28 15:01:19.055 \| Denali Data Feed \| Server Name: SC Realtime Server. 2024-06-28 15:01:19.055 \| Denali Data Feed \| Server protocol version: 8. Client protocol version: 8 2024-06-28 15:01:19.055 \| Denali Data Feed \| Successfully connected. 2024-06-28 15:01:19.055 \| Denali Data Feed \| Trading is not supported. 2024-06-28 15:01:19.055 \| Denali Data Feed \| MarketDepthIsSupported: 1 2024-06-28 15:01:19.055 \| Denali Data Feed \| Restarting real-time data updates for symbol: NQU4.CME -> NQU24 2024-06-28 15:01:19.181 \| Added historical Market Depth data request for NQU4.CME to the queue. 2024-06-28 15:01:19.181 \| Market depth data recording state for symbol NQU4.CME is set to download 'Pending'. 2024-06-28 15:01:19.181 \| Triggering next historical data download in queue. 2024-06-28 15:01:19.181 \| 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. \| Number times message added: 16 2024-06-28 15:01:19.181 \| Denali Data Feed \| Received security definition for symbol NQU4.CME 2024-06-28 15:01:19.181 \| HD Request # 9 \| Downloading Market Depth data for NQU4.CME. Service: cme.marketdepth. 2024-06-28 15:01:19.183 \| HD Request # 9 \| Download start date-time: 2024-06-28 15:00:50.541792. 2024-06-28 15:01:19.183 \| HD Request # 9 \| Using server: ds32.sierracharts.com port 10149 2024-06-28 15:01:19.184 \| Socket (3) \| Creating socket. 2024-06-28 15:01:19.184 \| Socket (3) \| New receive buffer size: 0 2024-06-28 15:01:19.184 \| Socket (3) \| Connecting to IP: 67.214.125.3. 2024-06-28 15:01:19.243 \| HD Request # 9 \| Setting DTC encoding to Binary VLS 2024-06-28 15:01:19.243 \| HD Request # 9 \| Sending historical data logon request message. 2024-06-28 15:01:19.508 \| HD Request # 9 \| Requesting market depth data. Start date-time: 2024-06-28 15:00:50. Symbol: NQU24 2024-06-28 15:01:19.531 \| HD Request # 9 \| Decompressing data. 2024-06-28 15:01:19.567 \| HD Request # 9 \| Receiving market depth data for NQU4.CME starting at 2024-06-28 15:00:50.548000 2024-06-28 15:01:19.592 \| Socket (3) \| CloseSocket call. 2024-06-28 15:01:19.592 \| Socket (3) \| Shutdown started. Waiting for graceful close. 2024-06-28 15:01:19.592 \| Historical data download thread signaled to stop. 2024-06-28 15:01:19.592 \| HD Request # 9 \| Timestamp of first market depth data file record written: 2024-06-28 15:00:50.548000. 2024-06-28 15:01:19.592 \| HD Request # 9 \| Received 15076 Market Depth data records from 2024-06-28 15:00:50.548000 to 2024-06-28 15:01:15.740000 (25.2 seconds. Delay: 3.9 seconds) and wrote 15076 records for NQU4.CME 2024-06-28 15:01:19.592 \| HD Request # 9 \| Completion time: 0s. 2024-06-28 15:01:19.592 \| HD Request # 9 \| Market Depth data download complete for NQU4.CME. Unique request ID: 115 2024-06-28 15:01:19.592 \| Removing historical data download ID 115. 2024-06-28 15:01:19.592 \| Real-time market depth file updates started for NQU4.CME 2024-06-28 15:01:19.597 \| Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\NQU4.CME.2024-06-28.depth 2024-06-28 15:01:19.597 \| NQU4.CME[M] #2 \| Flagging to reload Intraday data on market depth download completion. 2024-06-28 15:01:19.597 \| 2024-06-28 15:01:19.597 \| No download requests in the queue to start downloads for. 2024-06-28 15:01:19.613 \| Socket (3) \| Socket gracefully closed by remote side. 2024-06-28 15:01:19.613 \| Socket (3) \| Closed. 2024-06-28 15:01:19.663 \| NQU4.CME[M] #2 \| Reloading chart. 2024-06-28 15:01:19.663 \| NQU4.CME[M] #2 \| StartDateTimeForLoadingOrderFills: 00:00:00 2024-06-28 15:01:19.665 \| NQU4.CME[M] #2 \| Chart data loading complete. 2024-06-28 15:01:19.684 \| Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\NQU4.CME.2024-06-28.depth 2024-06-28 15:01:20.192 \| Requesting market depth updates for: NQU4.CME if supported. NumLevels=100 2024-06-28 15:01:20.193 \| Denali Data Feed (Market Orders Data) \| Connecting to the server ds26.sierracharts.com. Port 10060 2024-06-28 15:01:20.193 \| DTC Client socket (3) \| Creating socket. 2024-06-28 15:01:20.193 \| DTC Client socket (3) \| New receive buffer size: 0 2024-06-28 15:01:20.193 \| DTC Client socket (3) \| Connecting to IP: 67.214.125.11. 2024-06-28 15:01:20.224 \| Denali Data Feed (Market Orders Data) \| Network connection to server complete. 2024-06-28 15:01:20.224 \| Denali Data Feed (Market Orders Data) \| Starting socket receive thread. 2024-06-28 15:01:20.224 \| Denali Data Feed (Market Orders Data) \| Sending encoding request to server: Binary VLS. Compression: standard 2024-06-28 15:01:20.243 \| Denali Data Feed \| Clearing market depth for NQU4.CME 2024-06-28 15:01:20.274 \| Denali Data Feed (Market Orders Data) \| Setting DTC encoding to Binary VLS 2024-06-28 15:01:20.274 \| Denali Data Feed (Market Orders Data) \| Sending logon request message. 2024-06-28 15:01:20.649 \| Denali Data Feed (Market Orders Data) \| Received logon response. 2024-06-28 15:01:20.649 \| Denali Data Feed (Market Orders Data) \| Server Name: SC Realtime Server. 2024-06-28 15:01:20.649 \| Denali Data Feed (Market Orders Data) \| Server protocol version: 8. Client protocol version: 8 2024-06-28 15:01:20.649 \| Denali Data Feed (Market Orders Data) \| Successfully connected. 2024-06-28 15:01:20.649 \| Denali Data Feed (Market Orders Data) \| Trading is not supported. 2024-06-28 15:01:20.649 \| Denali Data Feed (Market Orders Data) \| MarketDepthIsSupported: 1 2024-06-28 15:01:20.649 \| Denali Data Feed (Market Orders Data) \| Starting market orders updates for: NQU24. MinimumMarketByOrderQuantity: 0. Service code: cme 2024-06-28 15:01:20.649 \| Denali Data Feed (Market Orders Data) \| Restarting market orders data for symbol: NQU4.CME -> NQU24 2024-06-28 15:01:20.774 \| Denali Data Feed (Market Orders Data) \| Market Orders data has been rejected for symbol: NQU4.CME. Market orders request not authorized. 2024-06-28 15:01:24.075 \| HD Request # 10 \| Downloading Intraday chart data for NQU4.CME to the file NQU4.CME.scid. Service: cme 2024-06-28 15:01:24.076 \| HD Request # 10 \| Download start date-time: 2024-06-28 15:00:50.000000. File last date-time: 2024-06-28 15:00:50.037002 2024-06-28 15:01:24.076 \| HD Request # 10 \| Using server: ds32.sierracharts.com port 10149 2024-06-28 15:01:24.076 \| Socket (4) \| Creating socket. 2024-06-28 15:01:24.076 \| Socket (4) \| New receive buffer size: 0 2024-06-28 15:01:24.076 \| Socket (4) \| Connecting to IP: 67.214.125.3. 2024-06-28 15:01:24.134 \| HD Request # 10 \| Setting DTC encoding to Binary VLS 2024-06-28 15:01:24.134 \| HD Request # 10 \| Sending historical data logon request message. 2024-06-28 15:01:24.155 \| HD Request # 10 \| Requesting Intraday data. Start date-time: 2024-06-28 15:00:50. Record interval: 0. Symbol: NQU24 2024-06-28 15:01:24.179 \| HD Request # 10 \| Decompressing data. 2024-06-28 15:01:24.205 \| HD Request # 10 \| Receiving Intraday data for NQU4.CME starting at 2024-06-28 15:00:50.037000 2024-06-28 15:01:24.205 \| Socket (4) \| CloseSocket call. 2024-06-28 15:01:24.205 \| Socket (4) \| Shutdown started. Waiting for graceful close. 2024-06-28 15:01:24.206 \| Historical data download thread signaled to stop. 2024-06-28 15:01:24.206 \| HD Request # 10 \| Timestamp of first Intraday data file record written: 2024-06-28 15:00:50.039000. 2024-06-28 15:01:24.206 \| HD Request # 10 \| Received 832 Intraday data records from 2024-06-28 15:00:50.037000 to 2024-06-28 15:01:23.115000 (33.1 seconds. Delay: 1.1 seconds) and wrote 829 records for NQU4.CME 2024-06-28 15:01:24.210 \| HD Request # 10 \| Add time&sales data \| Remembered last file record date-time: 2024-06-28 19:01:23.115000 2024-06-28 15:01:24.210 \| Added 8 Time and Sales records to Intraday data file for NQU4.CME after download. 2024-06-28 15:01:24.211 \| HD Request # 10 \| Completion time: 0s. 2024-06-28 15:01:24.211 \| HD Request # 10 \| Intraday data download complete for NQU4.CME. Unique request ID: 114 2024-06-28 15:01:24.211 \| Removing historical data download ID 114. 2024-06-28 15:01:24.211 \| Real-time Intraday chart data file updates started for NQU4.CME 2024-06-28 15:01:24.211 \| Intraday chart data file opened for NQU4.CME 2024-06-28 15:01:24.211 \| HD Request # 10 \| Enabling Intraday chart updating for symbol. 2024-06-28 15:01:24.211 \| 2024-06-28 15:01:24.211 \| No download requests in the queue to start downloads for. 2024-06-28 15:01:24.229 \| Socket (4) \| Socket gracefully closed by remote side. 2024-06-28 15:01:24.229 \| Socket (4) \| Closed. 2024-06-28 15:01:28.074 \| Opened cached Intraday file: C:\SierraChart\Data\NQU4.CME.scid. Thread ID: 884 2024-06-28 15:01:35.103 \| HTTPS connection ID:3 to downloads.rithmic.com:443 for request ID:3 (4) \| Creating socket. Using TLS 1.2. 2024-06-28 15:01:35.104 \| HTTPS connection ID:3 to downloads.rithmic.com:443 for request ID:3 (4) \| New receive buffer size: 0 2024-06-28 15:01:35.104 \| HTTPS connection ID:3 to downloads.rithmic.com:443 for request ID:3 (4) \| Connecting to IP: 216.66.0.130. 2024-06-28 15:01:35.558 \| HTTPS connection ID:3 to downloads.rithmic.com:443 for request ID:3 (4) \| CloseSocket call. 2024-06-28 15:01:35.558 \| HTTPS connection ID:3 to downloads.rithmic.com:443 for request ID:3 (4) \| Shutdown started. Waiting for graceful close. 2024-06-28 15:01:35.589 \| HTTPS connection ID:3 to downloads.rithmic.com:443 for request ID:3 (4) \| Socket gracefully closed by remote side. 2024-06-28 15:01:35.589 \| HTTPS connection ID:3 to downloads.rithmic.com:443 for request ID:3 (4) \| Closed.