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Direct MessagesDate/Time: Mon, 28 Oct 2024 11:18:47 +0000
Post From: Trading doesn't load .depth files
| [2024-10-11 19:32:32] |
| skalaydzhiyski - Posts: 52 |
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Hello guys, I have downloaded .depth files for MES-202409-CME-USD and MES-202406-CME-USD. I noticed the below issue happening: SUCCESS: 1. load symbol into chart 2. load Market Depth Historical Graph 3. runreplay for a date within the contracts date range. 4. everything works like a charm ( for both contracts above ) logs -> 2024-10-11 20:25:32.343 | Replay 60X: MES-202409-CME-USD[M] 10 Min | Reloading chart. 2024-10-11 20:25:33.227 | Loading market depth data. 2024-10-11 20:25:33.378 | Windows error code 0: The operation completed successfully. 2024-10-11 20:25:33.378 | Windows error code 122: The data area passed to a system call is too small. | Number times message added: 36 2024-10-11 20:25:33.379 | Windows error code 0: The operation completed successfully. 2024-10-11 20:25:33.379 | Windows error code 122: The data area passed to a system call is too small. | Number times message added: 36 2024-10-11 20:25:33.394 | Windows error code 0: The operation completed successfully. 2024-10-11 20:25:33.394 | Windows error code 122: The data area passed to a system call is too small. | Number times message added: 36 2024-10-11 20:25:33.453 | Loaded depth data records for MES-202409-CME-USD 2024-07-30 from 2024-07-30 18:00:00.001000 to 2024-07-31 00:59:59.870000. 2024-10-11 20:25:34.032 | Loaded depth data records for MES-202409-CME-USD 2024-07-31 from 2024-07-31 01:00:00.001000 to 2024-08-01 00:59:59.959000. 2024-10-11 20:25:34.543 | Loaded depth data records for MES-202409-CME-USD 2024-08-01 from 2024-08-01 01:00:00.019000 to 2024-08-01 18:00:00.000000. 2024-10-11 20:25:34.548 | Replay 60X: MES-202409-CME-USD[M] 10 Min | Chart data loading complete. SUCCESS 2 1. open Trading DOM 2. load latest symbol for MES into Trading DOM -> MES-202412-CME-USD 3. run replay for a date within the contracts date range. 4. everythings works like a charm. logs -> 2024-10-11 20:28:04.123 | Replay 60X: MES-202412-CME-USD[M] | Reloading chart. 2024-10-11 20:28:04.189 | Loading market depth data. 2024-10-11 20:28:04.223 | Loaded depth data records for MES-202412-CME-USD 2024-10-10 from 2024-10-10 10:00:00.001000 to 2024-10-10 12:58:22.145094. 2024-10-11 20:28:04.253 | Loaded depth data records for MES-202412-CME-USD 2024-10-11 from 2024-10-11 17:30:00.025000 to 2024-10-11 17:59:59.965000. 2024-10-11 20:28:04.255 | Replay 60X: MES-202412-CME-USD[M] | Chart data loading complete. 2024-10-11 20:28:05.154 | Windows error code 0: The operation completed successfully. 2024-10-11 20:28:05.154 | Windows error code 122: The data area passed to a system call is too small. | Number times message added: 36 2024-10-11 20:28:05.154 | Windows error code 0: The operation completed successfully. 2024-10-11 20:28:05.154 | Windows error code 122: The data area passed to a system call is too small. | Number times message added: 36 2024-10-11 20:28:05.174 | Windows error code 0: The operation completed successfully. 2024-10-11 20:28:05.174 | Windows error code 122: The data area passed to a system call is too small. | Number times message added: 36 2024-10-11 20:28:14.508 | Replay 60X: MES-202412-CME-USD[M] | Back test processing: NumberOfTimesCalculateCalled (Cumulative) = 1058 2024-10-11 20:28:14.517 | #3 MES-202412-CME-USD[M] | Reloading chart. 2024-10-11 20:28:14.518 | #3 MES-202412-CME-USD[M] | StartDateTimeForLoadingOrderFills: 2024-09-27 00:00:00 2024-10-11 20:28:14.520 | #3 MES-202412-CME-USD[M] | Chart data loading complete. FAILURE: 1. open Trading DOM 2. load symbol into Trading DOM (here I am talking about MES-202409-CME-USD and MES-202406-CME-USD old contracts) 3. run replay for a date within the contracts date range. 4. replay starts at 00:00:19 even though I have said I want it to start at 18:00:00, rendering is choppy and slow even though I have set speed to 60. Completely unexpected behaviour overall log -> 2024-10-11 20:27:00.331 | Replay 60X: MES-202409-CME-USD[M] | Reloading chart. 2024-10-11 20:27:00.334 | Loading market depth data. 2024-10-11 20:27:00.340 | Replay 60X: MES-202409-CME-USD[M] | Chart data loading complete. 2024-10-11 20:27:01.354 | Windows error code 0: The operation completed successfully. 2024-10-11 20:27:01.354 | Windows error code 122: The data area passed to a system call is too small. | Number times message added: 36 2024-10-11 20:27:01.354 | Windows error code 0: The operation completed successfully. 2024-10-11 20:27:01.354 | Windows error code 122: The data area passed to a system call is too small. | Number times message added: 36 2024-10-11 20:27:01.374 | Windows error code 0: The operation completed successfully. 2024-10-11 20:27:01.374 | Windows error code 122: The data area passed to a system call is too small. | Number times message added: 36 2024-10-11 20:27:03.698 | Replay 60X: MES-202409-CME-USD[M] | Back test processing: NumberOfTimesCalculateCalled (Cumulative) = 7 2024-10-11 20:27:03.699 | #3 MES-202409-CME-USD[M] | Reloading chart. 2024-10-11 20:27:03.700 | #3 MES-202409-CME-USD[M] | StartDateTimeForLoadingOrderFills: 2024-09-27 00:00:00 2024-10-11 20:27:03.701 | #3 MES-202409-CME-USD[M] | Chart data loading complete. I do have all depth files for every single day and they are clearly recognized by sierra because all other historical depth charts works amazingly, it is just the trade dom for some reason doesn't want to read the files. My Days to Load for Intraday Chart Data Type setting is 3 and my Maximum Market Depth Data Days to Load is 2, so it's not that, I am really confused about this. Any assitance is welcome... All the best Date Time Of Last Edit: 2024-10-11 19:36:20
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