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Post From: No market data when contracts rollover

[2014-09-11 19:25:05] Link To Thread - Link To Post [Go To First Post]
User106915 - Posts: 3
Message log below. I think you'll find the newly opened charts beginning with "HD request #8". I opened Historical, Intraday, and Trading DOM, but none of them have bid/ask data. HTTP connection to www.sierrachart.com:80 (1816) \| Closed. No error. \| 2014-09-11 12:15:01 HTTP connection to www.sierrachart.com:80 (1816) \| Shutdown and closed. \| 2014-09-11 12:15:01 CTS FIX: Requesting Open Orders for account: 73* \| 2014-09-11 12:15:02 Requesting market depth updates for: ZB.CME_20140600_ZBM4.CME_F if supported. \| 2014-09-11 12:15:02 Requesting market depth updates for: ZF.CME_20141200_ZFZ4.CME_F if supported. \| 2014-09-11 12:15:02 Requesting market depth updates for: ZT.CME_20141200_ZTZ4.CME_F if supported. \| 2014-09-11 12:15:02 CTS FIX: Received Account List collateral report. \| 2014-09-11 12:15:02 Symbol Error - ZT.CME_20141200_ZTZ4.CME_F is unknown, unavailable, or improperly formatted. CTS FIX: Received market data reject: (0) Market is not available \| 2014-09-11 12:15:02 CTS FIX Historical Data: Received a Logout message. Text = Chart Data Timeout. No valid chart data requests were received within the chart data interval of 60 seconds \| 2014-09-11 12:15:58 CTS FIX Historical Data: Sending a Logout message. Text = Received Logout message. \| 2014-09-11 12:15:58 CTS FIX Historical Data socket (2800) \| SSL shutdown indicates not able to send 'close notify'. \| 2014-09-11 12:15:58 CTS FIX Historical Data socket (2800) \| SSL has been shut down. \| 2014-09-11 12:15:58 CTS FIX Historical Data socket (2800) \| SSL object has been freed. SSL state is now disconnected. \| 2014-09-11 12:15:58 CTS FIX Historical Data socket (2800) \| Shutdown and closed. \| 2014-09-11 12:15:58 CTS FIX Historical Data: Logged out and disconnected. \| 2014-09-11 12:15:58 CTS FIX Historical Data: Disconnected. \| 2014-09-11 12:15:58 Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\ZNZ14.dly \| 2014-09-11 12:18:45 CTS T4 FIX \| Starting real-time market data updates for: ZN.20141200.CME_F. ID: 10 \| 2014-09-11 12:18:46 HD Request # 8 \| Downloading Historical Daily chart data for ZNZ14. Starting date: 1964-09-11. Service: cts \| 2014-09-11 12:18:46 Historical data download counter reset. \| 2014-09-11 12:18:46 HD Request # 8 \| Requesting historical Daily data for ZNZ14 starting at 1964-09-10 \| 2014-09-11 12:18:46 HD Request # 8 \| Receiving historical Daily data for ZNZ14 starting at 2013-09-19 \| 2014-09-11 12:18:46 Writing historical Daily data for ZNZ14 to the file ZNZ14.dly \| 2014-09-11 12:18:46 HD Request # 8 \| Received 247 records from 2013-09-19 00:00:00 to 2014-09-11 00:00:00 (358.0 days) and wrote 247 records for ZNZ14 \| 2014-09-11 12:18:46 HD Request # 8 \| Daily download COMPLETE for ZNZ14. Completion time: 0s \| 2014-09-11 12:18:46 CTS T4 FIX \| Sending security definition request for symbol ZN.20141200.CME_F \| 2014-09-11 12:18:46 CTS T4 FIX \| Received matching security definition for symbol ZN.20141200.CME_F. Subscribing to data. \| 2014-09-11 12:18:46 CTS T4 FIX \| Received 1 security definitions for underlying symbol ZN \| 2014-09-11 12:18:46 CTS T4 FIX \| Starting real-time market data updates for: ZN.CME_20141200_ZNZ4.CME_F. ID: 12 \| 2014-09-11 12:19:18 Intraday data recording state for symbol ZN.CME_20141200_ZNZ4.CME_F is set to pending. \| 2014-09-11 12:19:18 HD Request # 9 \| Downloading Intraday chart data for ZN.CME_20141200_ZNZ4.CME_F to the file ZN.CME_20141200_ZNZ4.CME_F.scid. Service: cbot \| 2014-09-11 12:19:18 HD Request # 9 \| Download start Date-Time: 2014-08-27 08:21:37.0 \| 2014-09-11 12:19:18 HD Request # 9 \| Using server: scdf2.sierracharts.com port 10149 \| 2014-09-11 12:19:18 Socket (0) \| Resolved address ds7.sierracharts.com to IP 8.18.161.133 \| 2014-09-11 12:19:18 Symbol Error - ZN.CME_20141200_ZNZ4.CME_F is unknown, unavailable, or improperly formatted. CTS FIX: Received market data reject: (0) Market is not available \| 2014-09-11 12:19:18 Socket (3528) \| Connected. \| 2014-09-11 12:19:18 HD Request # 9 \| Sending historical data logon request message. \| 2014-09-11 12:19:18 HD Request # 9 \| Requesting Intraday data. Start Date-Time: 2014-08-27 08:21:37. Record interval: 30. Symbol: ZNZ4 \| 2014-09-11 12:19:18 HD Request # 9 \| Decompressing data. \| 2014-09-11 12:19:19 HD Request # 9 \| Receiving Intraday data for ZN.CME_20141200_ZNZ4.CME_F starting at 2014-08-27 08:21:37 \| 2014-09-11 12:19:19 HD Request # 9 \| Timestamp of first Intraday data file record written: 2014-08-27 08:21:37 \| 2014-09-11 12:19:19 Socket (3528) \| Shutdown and closed. \| 2014-09-11 12:19:19 The network socket for historical data has been closed. \| 2014-09-11 12:19:19 HD Request # 9 \| Received 23185 records from 2014-08-27 08:21:37 to 2014-09-11 12:09:03 (15.2 days) and wrote 23185 records for ZN.CME_20141200_ZNZ4.CME_F \| 2014-09-11 12:19:19 HD Request # 9 \| Intraday download COMPLETE for ZN.CME_20141200_ZNZ4.CME_F. Completion time: 0s \| 2014-09-11 12:19:19 Real-time Intraday chart data file updates started for ZN.CME_20141200_ZNZ4.CME_F \| 2014-09-11 12:19:19 Intraday data recording state for symbol ZN.CME_20141200_ZNZ4.CME_F is set to pending. \| 2014-09-11 12:19:19 HD Request # 10 \| Downloading Intraday chart data for ZN.CME_20141200_ZNZ4.CME_F to the file ZN.CME_20141200_ZNZ4.CME_F.scid. Service: cts \| 2014-09-11 12:19:19 HD Request # 10 \| Download start Date-Time: 2014-09-11 12:09:03.0 \| 2014-09-11 12:19:19 CTS FIX Historical Data - Connecting to Historical data server fix-chart.t4login.com:10443 \| 2014-09-11 12:19:19 CTS FIX Historical Data socket (0) \| Resolved address fix-chart.t4login.com to IP 69.44.110.227 \| 2014-09-11 12:19:20 CTS FIX Historical Data socket (3592) \| Connected. \| 2014-09-11 12:19:20 CTS FIX Historical Data socket (3592) \| Starting SSL connection. \| 2014-09-11 12:19:20 CTS FIX Historical Data socket (3592) \| SSL connection established. \| 2014-09-11 12:19:20 CTS FIX Historical Data: Sending the Logon message. \| 2014-09-11 12:19:20 CTS FIX Historical Data: Connected to Historical data server. \| 2014-09-11 12:19:20 HD Request # 10 \| Requesting historical Second data for ZN.CME_20141200_ZNZ4.CME_F from 2014-09-11 00:00:00 to 2014-09-11 00:00:00 (US Central Time). \| 2014-09-11 12:19:20 HD Request # 10 \| Total records received: 0 \| 2014-09-11 12:19:20 HD Request # 10 \| Requesting historical Second data for ZN.CME_20141200_ZNZ4.CME_F from 2014-09-12 00:00:00 to 2014-09-12 00:00:00 (US Central Time). \| 2014-09-11 12:19:20 HD Request # 10 \| Total records received: 0 \| 2014-09-11 12:19:20 HD Request # 10 \| Requesting historical Second data for ZN.CME_20141200_ZNZ4.CME_F from 2014-09-13 00:00:00 to 2014-09-13 00:00:00 (US Central Time). \| 2014-09-11 12:19:20 HD Request # 10 \| Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for ZN.CME_20141200_ZNZ4.CME_F \| 2014-09-11 12:19:20 HD Request # 10 \| Intraday download COMPLETE for ZN.CME_20141200_ZNZ4.CME_F. Completion time: 1s \| 2014-09-11 12:19:20 Real-time Intraday chart data file updates started for ZN.CME_20141200_ZNZ4.CME_F \| 2014-09-11 12:19:20 Requesting market depth updates for: ZN.CME_20141200_ZNZ4.CME_F if supported. \| 2014-09-11 12:19:27 Symbol Error - ZN.CME_20141200_ZNZ4.CME_F is unknown, unavailable, or improperly formatted. CTS FIX: Received market data reject: (0) Market is not available \| 2014-09-11 12:19:27 Symbol Error - ZN.CME_20141200_ZNZ4.CME_F is unknown, unavailable, or improperly formatted. CTS FIX: Received market data reject: (0) Market is not available \| 2014-09-11 12:19:27 CTS FIX Historical Data socket (3592) \| Closed. No error. \| 2014-09-11 12:20:20 CTS FIX Historical Data socket (3592) \| SSL shutdown indicates not able to send 'close notify'. \| 2014-09-11 12:20:20 CTS FIX Historical Data socket (3592) \| SSL has been shut down. \| 2014-09-11 12:20:20 CTS FIX Historical Data socket (3592) \| SSL object has been freed. SSL state is now disconnected. \| 2014-09-11 12:20:20 CTS FIX Historical Data socket (3592) \| Shutdown and closed. \| 2014-09-11 12:20:20 CTS FIX Historical Data: Socket connection was closed without any logout messages sent or received. \| 2014-09-11 12:20:20 CTS FIX Historical Data: Disconnected. \| 2014-09-11 12:20:20