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Post From: Problem downloading ICE Gasoil data

[2015-04-16 23:37:01] Link To Thread - Link To Post [Go To First Post]
i960 - Posts: 360
Portion of log: Date rule based rollover from GOIL-201503-IPE to next contract occurs at 2015-03-12. \| 2015-04-16 16:30:17 Date rule based rollover from GOIL-201504-IPE to next contract occurs at 2015-04-10. \| 2015-04-16 16:30:17 Date rule based rollover from GOIL-201505-IPE to next contract occurs at 2015-05-12. \| 2015-04-16 16:30:17 Checking Intraday data file for symbol GOIL-201503-IPE for the date range from 2015-02-12 to 2015-03-12. \| 2015-04-16 16:30:17 Checking Daily data file for symbol GOIL-201503-IPE for the date range from 2015-02-12 to 2015-03-12. \| 2015-04-16 16:30:17 Performing historical Daily data download for symbol GOIL-201503-IPE starting at 0. \| 2015-04-16 16:30:17 Checking Intraday data file for symbol GOIL-201504-IPE for the date range from 2015-03-12 to 2015-04-10. \| 2015-04-16 16:30:17 Intraday data recording state for symbol GOIL-201504-IPE is set to download pending. \| 2015-04-16 16:30:17 Checking Daily data file for symbol GOIL-201504-IPE for the date range from 2015-03-12 to 2015-04-10. \| 2015-04-16 16:30:17 Performing historical Daily data download for symbol GOIL-201504-IPE starting at 0. \| 2015-04-16 16:30:17 Intraday data file for GOIL-201505-IPE exists and is empty. Skipping Intraday data download. \| 2015-04-16 16:30:17 Checking Daily data file for symbol GOIL-201505-IPE for the date range from 2015-04-10 to 2015-04-16. \| 2015-04-16 16:30:17 Performing historical Daily data download for symbol GOIL-201505-IPE starting at 0. \| 2015-04-16 16:30:17 GOIL-201505-IPE [CB] [M] 768 Volume #8 \| Symbols used for continuous contract chart: \| 2015-04-16 16:30:17 GOIL-201503-IPE \| 2015-04-16 16:30:17 GOIL-201504-IPE \| 2015-04-16 16:30:17 GOIL-201505-IPE \| 2015-04-16 16:30:17 GOIL-201505-IPE [CB] [M] 768 Volume #8 \| Waiting for historical downloads to complete with the IDs: 46, 47, 48, 49, 50, \| 2015-04-16 16:30:17 HD Request # 45 \| Downloading Intraday chart data for GOIL-201503-IPE to the file GOIL-201503-IPE.scid. Service: ice.eu \| 2015-04-16 16:30:17 Compressing file: C:\SierraChart\Data\GOIL-201503-IPE.scid. This may take a while. \| 2015-04-16 16:30:17 HD Request # 45 \| Download start Date-Time: 2015-02-09 16:00:00.0 \| 2015-04-16 16:30:17 HD Request # 45 \| Using server: scdf1.sierracharts.com port 10149 \| 2015-04-16 16:30:17 HD Request # 46 \| Downloading Historical Daily chart data for GOIL-201503-IPE. Starting date: 1965-04-16. Service: ib \| 2015-04-16 16:30:17 HD Request # 46 \| Using user Barchart Historical data account. \| 2015-04-16 16:30:17 HD Request # 46 \| Requesting historical Daily data for GOILH15 starting at 1965-04-15 \| 2015-04-16 16:30:17 Socket (0) \| Resolved address ds6.sierracharts.com to IP 8.18.161.131 \| 2015-04-16 16:30:17 Socket (25) \| Connected. \| 2015-04-16 16:30:18 HD Request # 45 \| Sending historical data logon request message. \| 2015-04-16 16:30:18 HD Request # 46 \| Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for GOIL-201503-IPE \| 2015-04-16 16:30:18 HD Request # 46 \| Daily download COMPLETE for GOIL-201503-IPE. Completion time: 1s. Unique request ID: 47 \| 2015-04-16 16:30:18 Removed historical data download ID 47 \| 2015-04-16 16:30:18 HD Request # 47 \| Downloading Historical Daily chart data for GOIL-201504-IPE. Starting date: 1965-04-16. Service: ib \| 2015-04-16 16:30:18 HD Request # 47 \| Using user Barchart Historical data account. \| 2015-04-16 16:30:18 HD Request # 47 \| Requesting historical Daily data for GOILJ15 starting at 1965-04-15 \| 2015-04-16 16:30:18 HD Request # 45 \| Requesting Intraday data. Start Date-Time: 2015-02-09 16:00:00. Record interval: 0. Symbol: CBH15 \| 2015-04-16 16:30:18 HD Request # 47 \| Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for GOIL-201504-IPE \| 2015-04-16 16:30:18 HD Request # 47 \| Daily download COMPLETE for GOIL-201504-IPE. Completion time: 0s. Unique request ID: 49 \| 2015-04-16 16:30:18 Removed historical data download ID 49 \| 2015-04-16 16:30:18 HD Request # 48 \| Downloading Historical Daily chart data for GOIL-201505-IPE. Starting date: 1965-04-16. Service: ib \| 2015-04-16 16:30:18 HD Request # 48 \| Using user Barchart Historical data account. \| 2015-04-16 16:30:18 HD Request # 48 \| Requesting historical Daily data for GOILK15 starting at 1965-04-15 \| 2015-04-16 16:30:18 HD Request # 48 \| Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for GOIL-201505-IPE \| 2015-04-16 16:30:18 HD Request # 48 \| Daily download COMPLETE for GOIL-201505-IPE. Completion time: 0s. Unique request ID: 50 \| 2015-04-16 16:30:18 Removed historical data download ID 50 \| 2015-04-16 16:30:18 HD Request # 45 \| Decompressing data. \| 2015-04-16 16:30:18 HD Request # 45 \| Receiving Intraday data for GOIL-201503-IPE starting at 2015-02-09 17:00:06 \| 2015-04-16 16:30:18 HD Request # 45 \| Timestamp of first Intraday data file record written: 2015-02-09 17:00:06 \| 2015-04-16 16:30:18 Socket (25) \| Shutdown and closed. \| 2015-04-16 16:30:19 The network socket for historical data has been closed. \| 2015-04-16 16:30:19 HD Request # 45 \| Received 86926 records from 2015-02-09 17:00:06 to 2015-02-12 11:29:58 (2.8 days) and wrote 86926 records for GOIL-201503-IPE \| 2015-04-16 16:30:19 HD Request # 45 \| Intraday download COMPLETE for GOIL-201503-IPE. Completion time: 2s. Unique request ID: 46 \| 2015-04-16 16:30:19 Removed historical data download ID 46 \| 2015-04-16 16:30:19 Real-time Intraday chart data file updates started for GOIL-201503-IPE \| 2015-04-16 16:30:19 HD Request # 49 \| Downloading Intraday chart data for GOIL-201504-IPE to the file GOIL-201504-IPE.scid. Service: ice.eu \| 2015-04-16 16:30:19 Compressing file: C:\SierraChart\Data\GOIL-201504-IPE.scid. This may take a while. \| 2015-04-16 16:30:19 HD Request # 49 \| Download start Date-Time: 2015-03-09 17:00:00.0 \| 2015-04-16 16:30:19 HD Request # 49 \| Using server: scdf2.sierracharts.com port 10149 \| 2015-04-16 16:30:19 Socket (0) \| Resolved address ds7.sierracharts.com to IP 8.18.161.133 \| 2015-04-16 16:30:19 Socket (26) \| Connected. \| 2015-04-16 16:30:19 HD Request # 49 \| Sending historical data logon request message. \| 2015-04-16 16:30:19 HD Request # 49 \| Requesting Intraday data. Start Date-Time: 2015-03-09 17:00:00. Record interval: 0. Symbol: CBJ15 \| 2015-04-16 16:30:19 HD Request # 49 \| Decompressing data. \| 2015-04-16 16:30:19 HD Request # 49 \| Receiving Intraday data for GOIL-201504-IPE starting at 2015-03-09 17:29:48 \| 2015-04-16 16:30:19 HD Request # 49 \| Timestamp of first Intraday data file record written: 2015-03-09 17:29:48 \| 2015-04-16 16:30:19 Socket (26) \| Shutdown and closed. \| 2015-04-16 16:30:20 The network socket for historical data has been closed. \| 2015-04-16 16:30:20 HD Request # 49 \| Received 212234 records from 2015-03-09 17:29:48 to 2015-03-16 11:29:55 (6.8 days) and wrote 212234 records for GOIL-201504-IPE \| 2015-04-16 16:30:20 HD Request # 49 \| Intraday download COMPLETE for GOIL-201504-IPE. Completion time: 1s. Unique request ID: 48 \| 2015-04-16 16:30:20 Removed historical data download ID 48 \| 2015-04-16 16:30:20 Real-time Intraday chart data file updates started for GOIL-201504-IPE \| 2015-04-16 16:30:20 GOIL-201505-IPE [CB] [M] 768 Volume #8: Download is complete for all contract months in chart. Proceeding with data load. \| 2015-04-16 16:30:21 GOIL-201505-IPE [CB] [M] 768 Volume #8: Performing continuous futures contract back adjustment calculations. \| 2015-04-16 16:30:21 Error while getting daily open price with date 2015-03-15 from file. C:\SierraChart\Data\GOIL-201503-IPE.dly. Error: Date not found \| 2015-04-16 16:30:21 Error while getting daily open price with date 2015-03-15 from file. C:\SierraChart\Data\GOIL-201504-IPE.dly. Error: Date not found \| 2015-04-16 16:30:21 GOIL-201505-IPE [CB] [M] 768 Volume #8: GOIL-201503-IPE price difference to GOIL-201504-IPE is 0. \| 2015-04-16 16:30:21 Error while getting daily open price with date 2015-04-13 from file. C:\SierraChart\Data\GOIL-201504-IPE.dly. Error: Date not found \| 2015-04-16 16:30:21 Error while getting daily open price with date 2015-04-13 from file. C:\SierraChart\Data\GOIL-201505-IPE.dly. Error: Date not found \| 2015-04-16 16:30:21 GOIL-201505-IPE [CB] [M] 768 Volume #8: GOIL-201504-IPE price difference to GOIL-201505-IPE is 0. \| 2015-04-16 16:30:21 GOIL-201505-IPE [CB] [M] 768 Volume #8: Back adjust amount for symbol GOIL-201503-IPE is 0. \| 2015-04-16 16:30:21 GOIL-201505-IPE [CB] [M] 768 Volume #8: Back adjust amount for symbol GOIL-201504-IPE is 0. \| 2015-04-16 16:30:21 Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\GOIL-201505-IPE.scid \| 2015-04-16 16:30:21 Requesting market depth updates for: GOIL-201505-IPE if supported. \| 2015-04-16 16:30:21 The rollover dates are wrong (separate thread for that), but it keeps insisting on downloading intraday data for symbol CB##. I originally duped the symbol from ICE Brent, but there's no reference to anything in the symbol setting that asks for CB, etc. Historical chart symbol is "GOIL?##". I'm not even sure what the right symbol is supposed to be here as there's no list of where these are coming from, etc. Even then, that's for historical data only, not intraday. With IB, the symbol is GOIL.