Support Board
Date/Time: Wed, 27 Nov 2024 16:35:36 +0000
Post From: ES rollover issues (CTS Demo)
| [2014-09-12 12:27:22] |
| bwalks123 - Posts: 122 |
|
Here is my message log file after I click on the yellow "symbol needs to rollover" box on ES sept contract chart. I have the continuous futures contract feature checked using volume based & back adjusted but the Data seems wrong and I noticed the message log says "Unable to determine transition date based on volume"? Software version: 1174 | 2014-09-12 04:59:48 Usage end date: 2014-10-05 | 2014-09-12 04:59:48 Enabled for: Advanced Features. | 2014-09-12 04:59:48 Enabled for: Sierra Chart Historical Data Service. | 2014-09-12 04:59:48 Allow Support for Sierra Chart Data Feeds is enabled. | 2014-09-12 04:59:48 Active service: CTS T4 FIX | 2014-09-12 04:59:48 Time Zone: -07:00:00 (PST-08PDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2014-09-12 04:59:48 2014-09-12 04:59:48 Local computer clock time | 2014-09-12 04:59:48 2014-09-12 11:59:48 GMT time | 2014-09-12 04:59:48 2014-09-12 04:59:48 Time zone adjusted time | 2014-09-12 04:59:48 Time difference to server time: 1 seconds. | 2014-09-12 04:59:48 Program path: C:\SierraChart\ | 2014-09-12 04:59:48 Data Files path: C:\SierraChart\Data\ | 2014-09-12 04:59:48 OS Version Number: 6.1 | 2014-09-12 04:59:48 Checking for new symbol settings for cts | 2014-09-12 04:59:48 HTTP connection to www.sierrachart.com:80 (0) | Resolved address sierrachart.com to IP 188.40.121.148 | 2014-09-12 04:59:48 HTTP connection to www.sierrachart.com:80 (1068) | Connected. | 2014-09-12 04:59:48 Symbol settings are up-to-date for cts | 2014-09-12 04:59:48 Date rule based rollover from ZN.20140900.CME_F to next contract occurs at 2014-08-29. | 2014-09-12 04:59:51 Date rule based rollover from ZN.20141200.CME_F to next contract occurs at 2014-11-28. | 2014-09-12 04:59:51 Checking Intraday data file for symbol ZN.20140900.CME_F for the date range from 2014-05-30 to 2014-08-29. | 2014-09-12 04:59:51 Checking Daily data file for symbol ZNU14 for the date range from 2014-05-30 to 2014-08-29. | 2014-09-12 04:59:51 Checking Intraday data file for symbol ZN.20141200.CME_F for the date range from 2014-08-29 to 0. | 2014-09-12 04:59:51 Checking Daily data file for symbol ZNZ14 for the date range from 2014-08-29 to 0. | 2014-09-12 04:59:51 Symbols used for ZN.20141200.CME_F continuous contract chart: | 2014-09-12 04:59:51 ZN.20140900.CME_F | 2014-09-12 04:59:51 ZN.20141200.CME_F | 2014-09-12 04:59:51 Volume based rollover from ZN.20140900.CME_F to ZN.20141200.CME_F occurs at 2014-08-29 | 2014-09-12 04:59:51 ZN.20141200.CME_F [CBV] 3600 Trades #6: Performing continuous futures contract back adjustment calculations. | 2014-09-12 04:59:51 ZN.20141200.CME_F [CBV] 3600 Trades #6: ZN.20140900.CME_F Open price on 2014-08-29 is 126.375. | 2014-09-12 04:59:51 ZN.20141200.CME_F [CBV] 3600 Trades #6: ZN.20141200.CME_F Open price on 2014-08-29 is 125.8281. | 2014-09-12 04:59:51 ZN.20141200.CME_F [CBV] 3600 Trades #6: ZN.20140900.CME_F price difference to ZN.20141200.CME_F is -0.54689997. | 2014-09-12 04:59:51 ZN.20141200.CME_F [CBV] 3600 Trades #6: Back adjust amount for symbol ZN.20140900.CME_F is -546900. | 2014-09-12 04:59:51 Date rule based rollover from ZN.20140900.CME_F to next contract occurs at 2014-08-29. | 2014-09-12 04:59:51 Date rule based rollover from ZN.20141200.CME_F to next contract occurs at 2014-11-28. | 2014-09-12 04:59:51 Checking Intraday data file for symbol ZN.20140900.CME_F for the date range from 2014-05-30 to 2014-08-29. | 2014-09-12 04:59:51 Checking Daily data file for symbol ZNU14 for the date range from 2014-05-30 to 2014-08-29. | 2014-09-12 04:59:51 Checking Intraday data file for symbol ZN.20141200.CME_F for the date range from 2014-08-29 to 0. | 2014-09-12 04:59:51 Checking Daily data file for symbol ZNZ14 for the date range from 2014-08-29 to 0. | 2014-09-12 04:59:51 Symbols used for ZN.20141200.CME_F continuous contract chart: | 2014-09-12 04:59:51 ZN.20140900.CME_F | 2014-09-12 04:59:51 ZN.20141200.CME_F | 2014-09-12 04:59:51 Volume based rollover from ZN.20140900.CME_F to ZN.20141200.CME_F occurs at 2014-08-29 | 2014-09-12 04:59:51 ZN.20141200.CME_F [CBV] 900 Trades #5: Performing continuous futures contract back adjustment calculations. | 2014-09-12 04:59:51 ZN.20141200.CME_F [CBV] 900 Trades #5: ZN.20140900.CME_F Open price on 2014-08-29 is 126.375. | 2014-09-12 04:59:51 ZN.20141200.CME_F [CBV] 900 Trades #5: ZN.20141200.CME_F Open price on 2014-08-29 is 125.8281. | 2014-09-12 04:59:51 ZN.20141200.CME_F [CBV] 900 Trades #5: ZN.20140900.CME_F price difference to ZN.20141200.CME_F is -0.54689997. | 2014-09-12 04:59:51 ZN.20141200.CME_F [CBV] 900 Trades #5: Back adjust amount for symbol ZN.20140900.CME_F is -546900. | 2014-09-12 04:59:51 Date rule based rollover from ES.20140900.CME_Eq to next contract occurs at 2014-09-11. | 2014-09-12 04:59:51 Checking Intraday data file for symbol ES.20140900.CME_Eq for the date range from 2014-06-12 to 0. | 2014-09-12 04:59:51 Checking Daily data file for symbol ESU14 for the date range from 2014-06-12 to 0. | 2014-09-12 04:59:51 Symbols used for ES.20140900.CME_Eq continuous contract chart: | 2014-09-12 04:59:51 ES.20140900.CME_Eq | 2014-09-12 04:59:51 ES.20140900.CME_Eq [CBV] 4800 Trades #1: Performing continuous futures contract back adjustment calculations. | 2014-09-12 04:59:51 Date rule based rollover from ES.20140900.CME_Eq to next contract occurs at 2014-09-11. | 2014-09-12 04:59:51 Checking Intraday data file for symbol ES.20140900.CME_Eq for the date range from 2014-06-12 to 0. | 2014-09-12 04:59:51 Checking Daily data file for symbol ESU14 for the date range from 2014-06-12 to 0. | 2014-09-12 04:59:51 Symbols used for ES.20140900.CME_Eq continuous contract chart: | 2014-09-12 04:59:51 ES.20140900.CME_Eq | 2014-09-12 04:59:51 ES.20140900.CME_Eq [CBV] 1200 Trades #3: Performing continuous futures contract back adjustment calculations. | 2014-09-12 04:59:51 CTS FIX - Connecting to CTS Simulation server fix-sim.t4login.com:10443 | 2014-09-12 04:59:53 CTS FIX - Firm: Dorman | 2014-09-12 04:59:53 CTS FIX socket (0) | Resolved address fix-sim.t4login.com to IP 69.44.110.200 | 2014-09-12 04:59:53 CTS FIX socket (1596) | Connected. | 2014-09-12 04:59:53 CTS FIX socket (1596) | Starting SSL connection. | 2014-09-12 04:59:53 CTS FIX socket (1596) | SSL connection established. | 2014-09-12 04:59:54 CTS FIX: Sending the Logon message. | 2014-09-12 04:59:55 CTS FIX: Connected to data and trade server. FIX version: 4.3.10.0 | 2014-09-12 04:59:55 CTS T4 FIX | Starting real-time market data updates for: ES.20140900.CME_Eq. ID: 1 | 2014-09-12 04:59:55 Intraday data recording state for symbol ES.20140900.CME_Eq is set to pending. | 2014-09-12 04:59:55 HD Request # 2 | Downloading Intraday chart data for ES.20140900.CME_Eq to the file ES.20140900.CME_Eq.scid. Service: cme | 2014-09-12 04:59:55 HD Request # 2 | Download start Date-Time: 2014-09-12 04:58:31.0 | 2014-09-12 04:59:55 HD Request # 2 | Using server: scdf1.sierracharts.com port 10149 | 2014-09-12 04:59:55 CTS FIX: Received Account List collateral report. | 2014-09-12 04:59:55 Socket (0) | Resolved address ds6.sierracharts.com to IP 8.18.161.131 | 2014-09-12 04:59:55 CTS FIX: Subscribing to account: BW* | 2014-09-12 04:59:55 CTS T4 FIX | Starting real-time market data updates for: ZN.20141200.CME_F. ID: 2 | 2014-09-12 04:59:55 Intraday data recording state for symbol ZN.20141200.CME_F is set to pending. | 2014-09-12 04:59:55 Socket (1688) | Connected. | 2014-09-12 04:59:55 HD Request # 2 | Sending historical data logon request message. | 2014-09-12 04:59:55 HD Request # 2 | Requesting Intraday data. Start Date-Time: 2014-09-12 04:58:31. Record interval: 30. Symbol: ESU4 | 2014-09-12 04:59:55 HD Request # 2 | Decompressing data. | 2014-09-12 04:59:55 Socket (1688) | Shutdown and closed. | 2014-09-12 04:59:55 The network socket for historical data has been closed. | 2014-09-12 04:59:55 HD Request # 2 | Received 1 record from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for ES.20140900.CME_Eq | 2014-09-12 04:59:55 HD Request # 2 | Intraday download COMPLETE for ES.20140900.CME_Eq. Completion time: 0s | 2014-09-12 04:59:55 Real-time Intraday chart data file updates started for ES.20140900.CME_Eq | 2014-09-12 04:59:55 Intraday data recording state for symbol ES.20140900.CME_Eq is set to pending. | 2014-09-12 04:59:55 HD Request # 3 | Downloading Intraday chart data for ES.20140900.CME_Eq to the file ES.20140900.CME_Eq.scid. Service: cts | 2014-09-12 04:59:55 HD Request # 3 | Download start Date-Time: 2014-09-12 04:58:31.0 | 2014-09-12 04:59:55 CTS FIX Historical Data - Connecting to Historical data server fix-chart-sim.t4login.com:10443 | 2014-09-12 04:59:55 HD Request # 4 | Downloading Intraday chart data for ZN.20141200.CME_F to the file ZN.20141200.CME_F.scid. Service: cbot | 2014-09-12 04:59:55 HD Request # 4 | Download start Date-Time: 2014-09-12 04:58:32.0 | 2014-09-12 04:59:55 HD Request # 4 | Using server: scdf2.sierracharts.com port 10149 | 2014-09-12 04:59:55 CTS FIX Historical Data socket (0) | Resolved address fix-chart-sim.t4login.com to IP 74.201.6.229 | 2014-09-12 04:59:55 Socket (0) | Resolved address ds7.sierracharts.com to IP 8.18.161.133 | 2014-09-12 04:59:55 CTS FIX Historical Data socket (1688) | Connected. | 2014-09-12 04:59:55 CTS FIX Historical Data socket (1688) | Starting SSL connection. | 2014-09-12 04:59:55 Socket (1696) | Connected. | 2014-09-12 04:59:55 HD Request # 4 | Sending historical data logon request message. | 2014-09-12 04:59:55 HD Request # 4 | Requesting Intraday data. Start Date-Time: 2014-09-12 04:58:32. Record interval: 30. Symbol: ZNZ4 | 2014-09-12 04:59:55 HD Request # 4 | Decompressing data. | 2014-09-12 04:59:55 Socket (1696) | Shutdown and closed. | 2014-09-12 04:59:55 The network socket for historical data has been closed. | 2014-09-12 04:59:55 HD Request # 4 | Received 1 record from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for ZN.20141200.CME_F | 2014-09-12 04:59:55 HD Request # 4 | Intraday download COMPLETE for ZN.20141200.CME_F. Completion time: 0s | 2014-09-12 04:59:55 Real-time Intraday chart data file updates started for ZN.20141200.CME_F | 2014-09-12 04:59:55 Intraday data recording state for symbol ZN.20141200.CME_F is set to pending. | 2014-09-12 04:59:55 CTS FIX Historical Data socket (1688) | SSL connection established. | 2014-09-12 04:59:55 CTS FIX Historical Data: Sending the Logon message. | 2014-09-12 04:59:56 CTS FIX Historical Data: Connected to Historical data server. | 2014-09-12 04:59:56 CTS T4 FIX | Sending security definition request for symbol ES.20140900.CME_Eq | 2014-09-12 04:59:56 CTS T4 FIX | Received matching security definition for symbol ES.20140900.CME_Eq. Subscribing to data. | 2014-09-12 04:59:56 CTS T4 FIX | Received matching security definition for symbol ES.20140900.CME_Eq. Requesting historical data. | 2014-09-12 04:59:56 HD Request # 3 | Requesting historical Tick data for ES.20140900.CME_Eq from 2014-09-12 00:00:00 to 2014-09-12 00:00:00 (US Central Time). | 2014-09-12 04:59:56 CTS T4 FIX | Received 1 security definitions for underlying symbol ES | 2014-09-12 04:59:56 HD Request # 3 | Receiving Intraday data for ES.20140900.CME_Eq starting at 2014-09-11 15:00:00 | 2014-09-12 04:59:57 HD Request # 3 | Timestamp of first Intraday data file record written: 2014-09-12 04:58:32 | 2014-09-12 04:59:57 HD Request # 3 | Total records received: 14664 | 2014-09-12 04:59:57 HD Request # 3 | Requesting historical Tick data for ES.20140900.CME_Eq from 2014-09-13 00:00:00 to 2014-09-13 00:00:00 (US Central Time). | 2014-09-12 04:59:57 HD Request # 3 | Total records received: 14664 | 2014-09-12 04:59:57 HD Request # 3 | Requesting historical Tick data for ES.20140900.CME_Eq from 2014-09-14 00:00:00 to 2014-09-14 00:00:00 (US Central Time). | 2014-09-12 04:59:57 HD Request # 3 | Received 14664 records from 2014-09-11 15:00:00 to 2014-09-12 04:59:33 (14.0 hours) and wrote 39 records for ES.20140900.CME_Eq | 2014-09-12 04:59:57 HD Request # 3 | Intraday download COMPLETE for ES.20140900.CME_Eq. Completion time: 2s | 2014-09-12 04:59:57 Real-time Intraday chart data file updates started for ES.20140900.CME_Eq | 2014-09-12 04:59:57 HD Request # 5 | Downloading Intraday chart data for ZN.20141200.CME_F to the file ZN.20141200.CME_F.scid. Service: cts | 2014-09-12 04:59:57 HD Request # 5 | Download start Date-Time: 2014-09-12 04:58:32.0 | 2014-09-12 04:59:57 CTS FIX: Received Account Update collateral report. | 2014-09-12 04:59:57 CTS T4 FIX | Sending security definition request for symbol ZN.20141200.CME_F | 2014-09-12 04:59:58 CTS T4 FIX | Received matching security definition for symbol ZN.20141200.CME_F. Subscribing to data. | 2014-09-12 04:59:58 CTS T4 FIX | Received matching security definition for symbol ZN.20141200.CME_F. Requesting historical data. | 2014-09-12 04:59:58 HD Request # 5 | Requesting historical Tick data for ZN.20141200.CME_F from 2014-09-12 00:00:00 to 2014-09-12 00:00:00 (US Central Time). | 2014-09-12 04:59:58 CTS T4 FIX | Received 1 security definitions for underlying symbol ZN | 2014-09-12 04:59:58 HTTP connection to www.sierrachart.com:80 (1068) | Closed. No error. | 2014-09-12 04:59:58 HTTP connection to www.sierrachart.com:80 (1068) | Shutdown and closed. | 2014-09-12 04:59:58 HD Request # 5 | Receiving Intraday data for ZN.20141200.CME_F starting at 2014-09-11 15:00:00 | 2014-09-12 04:59:59 HD Request # 5 | Timestamp of first Intraday data file record written: 2014-09-12 04:58:33 | 2014-09-12 04:59:59 HD Request # 5 | Total records received: 36132 | 2014-09-12 04:59:59 HD Request # 5 | Requesting historical Tick data for ZN.20141200.CME_F from 2014-09-13 00:00:00 to 2014-09-13 00:00:00 (US Central Time). | 2014-09-12 04:59:59 HD Request # 5 | Total records received: 36132 | 2014-09-12 05:00:00 HD Request # 5 | Requesting historical Tick data for ZN.20141200.CME_F from 2014-09-14 00:00:00 to 2014-09-14 00:00:00 (US Central Time). | 2014-09-12 05:00:00 HD Request # 5 | Received 36132 records from 2014-09-11 15:00:00 to 2014-09-12 04:59:53 (14.0 hours) and wrote 272 records for ZN.20141200.CME_F | 2014-09-12 05:00:00 HD Request # 5 | Intraday download COMPLETE for ZN.20141200.CME_F. Completion time: 3s | 2014-09-12 05:00:00 Real-time Intraday chart data file updates started for ZN.20141200.CME_F | 2014-09-12 05:00:00 CTS FIX: Requesting Open Orders for account: BW* | 2014-09-12 05:00:00 Requesting market depth updates for: ES.20140900.CME_Eq if supported. | 2014-09-12 05:00:00 Requesting market depth updates for: ZN.20141200.CME_F if supported. | 2014-09-12 05:00:00 CTS FIX: Received Account List collateral report. | 2014-09-12 05:00:00 CTS FIX: Received Account List collateral report. | 2014-09-12 05:00:10 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 | 2014-09-12 05:01:00 CTS FIX Historical Data: Sending a Logout message. Text = Received Logout message. | 2014-09-12 05:01:00 CTS FIX Historical Data socket (1688) | SSL shutdown indicates not able to send 'close notify'. | 2014-09-12 05:01:00 CTS FIX Historical Data socket (1688) | SSL has been shut down. | 2014-09-12 05:01:00 CTS FIX Historical Data socket (1688) | SSL object has been freed. SSL state is now disconnected. | 2014-09-12 05:01:00 CTS FIX Historical Data socket (1688) | Shutdown and closed. | 2014-09-12 05:01:00 CTS FIX Historical Data: Logged out and disconnected. | 2014-09-12 05:01:00 CTS FIX Historical Data: Disconnected. | 2014-09-12 05:01:00 Date rule based rollover from ES.20140900.CME_Eq to next contract occurs at 2014-09-11. | 2014-09-12 05:05:02 Checking Intraday data file for symbol ES.20140900.CME_Eq for the date range from 2014-06-12 to 0. | 2014-09-12 05:05:02 Checking Daily data file for symbol ESU14 for the date range from 2014-06-12 to 0. | 2014-09-12 05:05:02 Symbols used for ES.20140900.CME_Eq continuous contract chart: | 2014-09-12 05:05:02 ES.20140900.CME_Eq | 2014-09-12 05:05:02 ES.20140900.CME_Eq [CBV] 1200 Trades #7: Performing continuous futures contract back adjustment calculations. | 2014-09-12 05:05:02 Date rule based rollover from ES.20140900.CME_Eq to next contract occurs at 2014-09-11. | 2014-09-12 05:05:08 Date rule based rollover from ES.20141200.CME_Eq to next contract occurs at 2014-12-11. | 2014-09-12 05:05:08 Checking Intraday data file for symbol ES.20140900.CME_Eq for the date range from 2014-06-12 to 2014-09-11. | 2014-09-12 05:05:08 Checking Daily data file for symbol ESU14 for the date range from 2014-06-12 to 2014-09-11. | 2014-09-12 05:05:08 Checking Intraday data file for symbol ES.20141200.CME_Eq for the date range from 2014-09-11 to 0. | 2014-09-12 05:05:08 Checking Daily data file for symbol ESZ14 for the date range from 2014-09-11 to 0. | 2014-09-12 05:05:08 Symbols used for ES.20141200.CME_Eq continuous contract chart: | 2014-09-12 05:05:08 ES.20140900.CME_Eq | 2014-09-12 05:05:08 ES.20141200.CME_Eq | 2014-09-12 05:05:08 Unable to determine transition date based on volume from files: C:\SierraChart\Data\ESU14.dly, C:\SierraChart\Data\ESZ14.dly | 2014-09-12 05:05:08 ES.20141200.CME_Eq [CBV] 4800 Trades #1: Performing continuous futures contract back adjustment calculations. | 2014-09-12 05:05:08 ES.20141200.CME_Eq [CBV] 4800 Trades #1: ES.20140900.CME_Eq Open price on 2014-09-11 is 1994.5. | 2014-09-12 05:05:08 ES.20141200.CME_Eq [CBV] 4800 Trades #1: ES.20141200.CME_Eq Open price on 2014-09-11 is 1986.75. | 2014-09-12 05:05:08 ES.20141200.CME_Eq [CBV] 4800 Trades #1: ES.20140900.CME_Eq price difference to ES.20141200.CME_Eq is -7.75. | 2014-09-12 05:05:08 ES.20141200.CME_Eq [CBV] 4800 Trades #1: Back adjust amount for symbol ES.20140900.CME_Eq is -775. | 2014-09-12 05:05:08 Date rule based rollover from ES.20140900.CME_Eq to next contract occurs at 2014-09-11. | 2014-09-12 05:05:08 Date rule based rollover from ES.20141200.CME_Eq to next contract occurs at 2014-12-11. | 2014-09-12 05:05:08 Checking Intraday data file for symbol ES.20140900.CME_Eq for the date range from 2014-06-12 to 2014-09-11. | 2014-09-12 05:05:08 Checking Daily data file for symbol ESU14 for the date range from 2014-06-12 to 2014-09-11. | 2014-09-12 05:05:08 Checking Intraday data file for symbol ES.20141200.CME_Eq for the date range from 2014-09-11 to 0. | 2014-09-12 05:05:08 Checking Daily data file for symbol ESZ14 for the date range from 2014-09-11 to 0. | 2014-09-12 05:05:08 Symbols used for ES.20141200.CME_Eq continuous contract chart: | 2014-09-12 05:05:08 ES.20140900.CME_Eq | 2014-09-12 05:05:08 ES.20141200.CME_Eq | 2014-09-12 05:05:08 Unable to determine transition date based on volume from files: C:\SierraChart\Data\ESU14.dly, C:\SierraChart\Data\ESZ14.dly | 2014-09-12 05:05:08 ES.20141200.CME_Eq [CBV] 1200 Trades #3: Performing continuous futures contract back adjustment calculations. | 2014-09-12 05:05:08 ES.20141200.CME_Eq [CBV] 1200 Trades #3: ES.20140900.CME_Eq Open price on 2014-09-11 is 1994.5. | 2014-09-12 05:05:08 ES.20141200.CME_Eq [CBV] 1200 Trades #3: ES.20141200.CME_Eq Open price on 2014-09-11 is 1986.75. | 2014-09-12 05:05:08 ES.20141200.CME_Eq [CBV] 1200 Trades #3: ES.20140900.CME_Eq price difference to ES.20141200.CME_Eq is -7.75. | 2014-09-12 05:05:08 ES.20141200.CME_Eq [CBV] 1200 Trades #3: Back adjust amount for symbol ES.20140900.CME_Eq is -775. | 2014-09-12 05:05:08 Date rule based rollover from ES.20140900.CME_Eq to next contract occurs at 2014-09-11. | 2014-09-12 05:05:09 Date rule based rollover from ES.20141200.CME_Eq to next contract occurs at 2014-12-11. | 2014-09-12 05:05:09 Checking Intraday data file for symbol ES.20140900.CME_Eq for the date range from 2014-06-12 to 2014-09-11. | 2014-09-12 05:05:09 Checking Daily data file for symbol ESU14 for the date range from 2014-06-12 to 2014-09-11. | 2014-09-12 05:05:09 Checking Intraday data file for symbol ES.20141200.CME_Eq for the date range from 2014-09-11 to 0. | 2014-09-12 05:05:09 Checking Daily data file for symbol ESZ14 for the date range from 2014-09-11 to 0. | 2014-09-12 05:05:09 Symbols used for ES.20141200.CME_Eq continuous contract chart: | 2014-09-12 05:05:09 ES.20140900.CME_Eq | 2014-09-12 05:05:09 ES.20141200.CME_Eq | 2014-09-12 05:05:09 Unable to determine transition date based on volume from files: C:\SierraChart\Data\ESU14.dly, C:\SierraChart\Data\ESZ14.dly | 2014-09-12 05:05:09 ES.20141200.CME_Eq [CBV] 1200 Trades #7: Performing continuous futures contract back adjustment calculations. | 2014-09-12 05:05:09 ES.20141200.CME_Eq [CBV] 1200 Trades #7: ES.20140900.CME_Eq Open price on 2014-09-11 is 1994.5. | 2014-09-12 05:05:09 ES.20141200.CME_Eq [CBV] 1200 Trades #7: ES.20141200.CME_Eq Open price on 2014-09-11 is 1986.75. | 2014-09-12 05:05:09 ES.20141200.CME_Eq [CBV] 1200 Trades #7: ES.20140900.CME_Eq price difference to ES.20141200.CME_Eq is -7.75. | 2014-09-12 05:05:09 ES.20141200.CME_Eq [CBV] 1200 Trades #7: Back adjust amount for symbol ES.20140900.CME_Eq is -775. | 2014-09-12 05:05:09 CTS T4 FIX | Starting real-time market data updates for: ES.20141200.CME_Eq. ID: 9 | 2014-09-12 05:05:09 Intraday data recording state for symbol ES.20141200.CME_Eq is set to pending. | 2014-09-12 05:05:09 HD Request # 6 | Downloading Intraday chart data for ES.20141200.CME_Eq to the file ES.20141200.CME_Eq.scid. Service: cme | 2014-09-12 05:05:09 HD Request # 6 | Download start Date-Time: 2014-09-12 04:58:23.0 | 2014-09-12 05:05:09 HD Request # 6 | Using server: scdf1.sierracharts.com port 10149 | 2014-09-12 05:05:09 Socket (0) | Resolved address ds6.sierracharts.com to IP 8.18.161.131 | 2014-09-12 05:05:09 Socket (1688) | Connected. | 2014-09-12 05:05:09 HD Request # 6 | Sending historical data logon request message. | 2014-09-12 05:05:09 HD Request # 6 | Requesting Intraday data. Start Date-Time: 2014-09-12 04:58:23. Record interval: 30. Symbol: ESZ4 | 2014-09-12 05:05:09 HD Request # 6 | Decompressing data. | 2014-09-12 05:05:09 Socket (1688) | Shutdown and closed. | 2014-09-12 05:05:09 The network socket for historical data has been closed. | 2014-09-12 05:05:09 HD Request # 6 | Received 1 record from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for ES.20141200.CME_Eq | 2014-09-12 05:05:09 HD Request # 6 | Intraday download COMPLETE for ES.20141200.CME_Eq. Completion time: 0s | 2014-09-12 05:05:09 Real-time Intraday chart data file updates started for ES.20141200.CME_Eq | 2014-09-12 05:05:09 Intraday data recording state for symbol ES.20141200.CME_Eq is set to pending. | 2014-09-12 05:05:09 HD Request # 7 | Downloading Intraday chart data for ES.20141200.CME_Eq to the file ES.20141200.CME_Eq.scid. Service: cts | 2014-09-12 05:05:09 HD Request # 7 | Download start Date-Time: 2014-09-12 04:58:23.0 | 2014-09-12 05:05:09 CTS FIX Historical Data - Connecting to Historical data server fix-chart-sim.t4login.com:10443 | 2014-09-12 05:05:09 CTS T4 FIX | Sending security definition request for symbol ES.20141200.CME_Eq | 2014-09-12 05:05:09 CTS FIX Historical Data socket (0) | Resolved address fix-chart-sim.t4login.com to IP 74.201.6.229 | 2014-09-12 05:05:09 CTS T4 FIX | Received matching security definition for symbol ES.20141200.CME_Eq. Subscribing to data. | 2014-09-12 05:05:09 CTS T4 FIX | Received 1 security definitions for underlying symbol ES | 2014-09-12 05:05:09 CTS FIX Historical Data socket (1688) | Connected. | 2014-09-12 05:05:09 CTS FIX Historical Data socket (1688) | Starting SSL connection. | 2014-09-12 05:05:09 CTS FIX Historical Data socket (1688) | SSL connection established. | 2014-09-12 05:05:10 CTS FIX Historical Data: Sending the Logon message. | 2014-09-12 05:05:10 CTS FIX Historical Data: Connected to Historical data server. | 2014-09-12 05:05:10 HD Request # 7 | Requesting historical Tick data for ES.20141200.CME_Eq from 2014-09-12 00:00:00 to 2014-09-12 00:00:00 (US Central Time). | 2014-09-12 05:05:10 Unsubscribed from market depth data for ES.20140900.CME_Eq | 2014-09-12 05:05:10 Requesting market depth updates for: ES.20141200.CME_Eq if supported. | 2014-09-12 05:05:10 HD Request # 7 | Receiving Intraday data for ES.20141200.CME_Eq starting at 2014-09-11 15:00:00 | 2014-09-12 05:05:11 HD Request # 7 | Timestamp of first Intraday data file record written: 2014-09-12 04:58:36 | 2014-09-12 05:05:11 HD Request # 7 | Total records received: 17780 | 2014-09-12 05:05:11 HD Request # 7 | Requesting historical Tick data for ES.20141200.CME_Eq from 2014-09-13 00:00:00 to 2014-09-13 00:00:00 (US Central Time). | 2014-09-12 05:05:11 HD Request # 7 | Total records received: 17780 | 2014-09-12 05:05:11 HD Request # 7 | Requesting historical Tick data for ES.20141200.CME_Eq from 2014-09-14 00:00:00 to 2014-09-14 00:00:00 (US Central Time). | 2014-09-12 05:05:11 HD Request # 7 | Received 17780 records from 2014-09-11 15:00:00 to 2014-09-12 05:05:06 (14.1 hours) and wrote 693 records for ES.20141200.CME_Eq | 2014-09-12 05:05:11 HD Request # 7 | Intraday download COMPLETE for ES.20141200.CME_Eq. Completion time: 2s | 2014-09-12 05:05:11 Real-time Intraday chart data file updates started for ES.20141200.CME_Eq | 2014-09-12 05:05:11 Date rule based rollover from ES.20140900.CME_Eq to next contract occurs at 2014-09-11. | 2014-09-12 05:06:58 Date rule based rollover from ES.20141200.CME_Eq to next contract occurs at 2014-12-11. | 2014-09-12 05:06:58 Checking Intraday data file for symbol ES.20140900.CME_Eq for the date range from 2014-06-12 to 2014-09-11. | 2014-09-12 05:06:58 Checking Daily data file for symbol ESU14 for the date range from 2014-06-12 to 2014-09-11. | 2014-09-12 05:06:58 Checking Intraday data file for symbol ES.20141200.CME_Eq for the date range from 2014-09-11 to 0. | 2014-09-12 05:06:58 Checking Daily data file for symbol ESZ14 for the date range from 2014-09-11 to 0. | 2014-09-12 05:06:58 Symbols used for ES.20141200.CME_Eq continuous contract chart: | 2014-09-12 05:06:58 ES.20140900.CME_Eq | 2014-09-12 05:06:58 ES.20141200.CME_Eq | 2014-09-12 05:06:58 ES.20141200.CME_Eq [CB] 1200 Trades #3: Performing continuous futures contract back adjustment calculations. | 2014-09-12 05:06:58 ES.20141200.CME_Eq [CB] 1200 Trades #3: ES.20140900.CME_Eq Open price on 2014-09-11 is 1994.5. | 2014-09-12 05:06:58 ES.20141200.CME_Eq [CB] 1200 Trades #3: ES.20141200.CME_Eq Open price on 2014-09-11 is 1986.75. | 2014-09-12 05:06:58 ES.20141200.CME_Eq [CB] 1200 Trades #3: ES.20140900.CME_Eq price difference to ES.20141200.CME_Eq is -7.75. | 2014-09-12 05:06:58 ES.20141200.CME_Eq [CB] 1200 Trades #3: Back adjust amount for symbol ES.20140900.CME_Eq is -775. | 2014-09-12 05:06:58 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 | 2014-09-12 05:07:11 CTS FIX Historical Data: Sending a Logout message. Text = Received Logout message. | 2014-09-12 05:07:11 CTS FIX Historical Data socket (1688) | SSL shutdown indicates not able to send 'close notify'. | 2014-09-12 05:07:11 CTS FIX Historical Data socket (1688) | SSL has been shut down. | 2014-09-12 05:07:11 CTS FIX Historical Data socket (1688) | SSL object has been freed. SSL state is now disconnected. | 2014-09-12 05:07:11 CTS FIX Historical Data socket (1688) | Shutdown and closed. | 2014-09-12 05:07:11 CTS FIX Historical Data: Logged out and disconnected. | 2014-09-12 05:07:11 CTS FIX Historical Data: Disconnected. | 2014-09-12 05:07:11 Date rule based rollover from ES.20140900.CME_Eq to next contract occurs at 2014-09-11. | 2014-09-12 05:09:06 Date rule based rollover from ES.20141200.CME_Eq to next contract occurs at 2014-12-11. | 2014-09-12 05:09:06 Checking Intraday data file for symbol ES.20140900.CME_Eq for the date range from 2014-06-12 to 2014-09-11. | 2014-09-12 05:09:06 Checking Daily data file for symbol ESU14 for the date range from 2014-06-12 to 2014-09-11. | 2014-09-12 05:09:06 Checking Intraday data file for symbol ES.20141200.CME_Eq for the date range from 2014-09-11 to 0. | 2014-09-12 05:09:06 Checking Daily data file for symbol ESZ14 for the date range from 2014-09-11 to 0. | 2014-09-12 05:09:06 Symbols used for ES.20141200.CME_Eq continuous contract chart: | 2014-09-12 05:09:06 ES.20140900.CME_Eq | 2014-09-12 05:09:06 ES.20141200.CME_Eq | 2014-09-12 05:09:06 Unable to determine transition date based on volume from files: C:\SierraChart\Data\ESU14.dly, C:\SierraChart\Data\ESZ14.dly | 2014-09-12 05:09:06 ES.20141200.CME_Eq [CBV] 1200 Trades #3: Performing continuous futures contract back adjustment calculations. | 2014-09-12 05:09:06 ES.20141200.CME_Eq [CBV] 1200 Trades #3: ES.20140900.CME_Eq Open price on 2014-09-11 is 1994.5. | 2014-09-12 05:09:06 ES.20141200.CME_Eq [CBV] 1200 Trades #3: ES.20141200.CME_Eq Open price on 2014-09-11 is 1986.75. | 2014-09-12 05:09:06 ES.20141200.CME_Eq [CBV] 1200 Trades #3: ES.20140900.CME_Eq price difference to ES.20141200.CME_Eq is -7.75. | 2014-09-12 05:09:06 ES.20141200.CME_Eq [CBV] 1200 Trades #3: Back adjust amount for symbol ES.20140900.CME_Eq is -775. | 2014-09-12 05:09:06 Date rule based rollover from ES.20140900.CME_Eq to next contract occurs at 2014-09-11. | 2014-09-12 05:10:58 Checking Intraday data file for symbol ES.20140900.CME_Eq for the date range from 2014-06-12 to 0. | 2014-09-12 05:10:58 Checking Daily data file for symbol ESU14 for the date range from 2014-06-12 to 0. | 2014-09-12 05:10:58 Symbols used for ES.20140900.CME_Eq continuous contract chart: | 2014-09-12 05:10:58 ES.20140900.CME_Eq | 2014-09-12 05:10:58 ES.20140900.CME_Eq [CBV] 1200 Trades #3: Performing continuous futures contract back adjustment calculations. | 2014-09-12 05:10:58 Date rule based rollover from ES.20140900.CME_Eq to next contract occurs at 2014-09-11. | 2014-09-12 05:11:28 Checking Intraday data file for symbol ES.20140900.CME_Eq for the date range from 2014-06-12 to 0. | 2014-09-12 05:11:28 Checking Daily data file for symbol ESU14 for the date range from 2014-06-12 to 0. | 2014-09-12 05:11:28 Symbols used for ES.20140900.CME_Eq continuous contract chart: | 2014-09-12 05:11:28 ES.20140900.CME_Eq | 2014-09-12 05:11:28 ES.20140900.CME_Eq [CBV] 4800 Trades #1: Performing continuous futures contract back adjustment calculations. | 2014-09-12 05:11:28 Unsubscribed from market depth data for ES.20141200.CME_Eq | 2014-09-12 05:11:41 Requesting market depth updates for: ES.20140900.CME_Eq if supported. | 2014-09-12 05:11:41 Date rule based rollover from ES.20140900.CME_Eq to next contract occurs at 2014-09-11. | 2014-09-12 05:18:54 Date rule based rollover from ES.20141200.CME_Eq to next contract occurs at 2014-12-11. | 2014-09-12 05:18:54 Checking Intraday data file for symbol ES.20140900.CME_Eq for the date range from 2014-06-12 to 2014-09-11. | 2014-09-12 05:18:54 Checking Daily data file for symbol ESU14 for the date range from 2014-06-12 to 2014-09-11. | 2014-09-12 05:18:54 Checking Intraday data file for symbol ES.20141200.CME_Eq for the date range from 2014-09-11 to 0. | 2014-09-12 05:18:54 Checking Daily data file for symbol ESZ14 for the date range from 2014-09-11 to 0. | 2014-09-12 05:18:54 Symbols used for ES.20141200.CME_Eq continuous contract chart: | 2014-09-12 05:18:54 ES.20140900.CME_Eq | 2014-09-12 05:18:54 ES.20141200.CME_Eq | 2014-09-12 05:18:54 Unable to determine transition date based on volume from files: C:\SierraChart\Data\ESU14.dly, C:\SierraChart\Data\ESZ14.dly | 2014-09-12 05:18:54 ES.20141200.CME_Eq [CBV] 4800 Trades #1: Performing continuous futures contract back adjustment calculations. | 2014-09-12 05:18:54 ES.20141200.CME_Eq [CBV] 4800 Trades #1: ES.20140900.CME_Eq Open price on 2014-09-11 is 1994.5. | 2014-09-12 05:18:54 ES.20141200.CME_Eq [CBV] 4800 Trades #1: ES.20141200.CME_Eq Open price on 2014-09-11 is 1986.75. | 2014-09-12 05:18:54 ES.20141200.CME_Eq [CBV] 4800 Trades #1: ES.20140900.CME_Eq price difference to ES.20141200.CME_Eq is -7.75. | 2014-09-12 05:18:54 ES.20141200.CME_Eq [CBV] 4800 Trades #1: Back adjust amount for symbol ES.20140900.CME_Eq is -775. | 2014-09-12 05:18:54 Date rule based rollover from ES.20140900.CME_Eq to next contract occurs at 2014-09-11. | 2014-09-12 05:18:54 Date rule based rollover from ES.20141200.CME_Eq to next contract occurs at 2014-12-11. | 2014-09-12 05:18:54 Checking Intraday data file for symbol ES.20140900.CME_Eq for the date range from 2014-06-12 to 2014-09-11. | 2014-09-12 05:18:54 Checking Daily data file for symbol ESU14 for the date range from 2014-06-12 to 2014-09-11. | 2014-09-12 05:18:54 Checking Intraday data file for symbol ES.20141200.CME_Eq for the date range from 2014-09-11 to 0. | 2014-09-12 05:18:54 Checking Daily data file for symbol ESZ14 for the date range from 2014-09-11 to 0. | 2014-09-12 05:18:54 Symbols used for ES.20141200.CME_Eq continuous contract chart: | 2014-09-12 05:18:54 ES.20140900.CME_Eq | 2014-09-12 05:18:54 ES.20141200.CME_Eq | 2014-09-12 05:18:54 Unable to determine transition date based on volume from files: C:\SierraChart\Data\ESU14.dly, C:\SierraChart\Data\ESZ14.dly | 2014-09-12 05:18:54 ES.20141200.CME_Eq [CBV] 1200 Trades #3: Performing continuous futures contract back adjustment calculations. | 2014-09-12 05:18:54 ES.20141200.CME_Eq [CBV] 1200 Trades #3: ES.20140900.CME_Eq Open price on 2014-09-11 is 1994.5. | 2014-09-12 05:18:54 ES.20141200.CME_Eq [CBV] 1200 Trades #3: ES.20141200.CME_Eq Open price on 2014-09-11 is 1986.75. | 2014-09-12 05:18:54 ES.20141200.CME_Eq [CBV] 1200 Trades #3: ES.20140900.CME_Eq price difference to ES.20141200.CME_Eq is -7.75. | 2014-09-12 05:18:54 ES.20141200.CME_Eq [CBV] 1200 Trades #3: Back adjust amount for symbol ES.20140900.CME_Eq is -775. | 2014-09-12 05:18:54 Unsubscribed from market depth data for ES.20140900.CME_Eq | 2014-09-12 05:18:56 Requesting market depth updates for: ES.20141200.CME_Eq if supported. | 2014-09-12 05:18:56 |