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Date/Time: Fri, 27 Dec 2024 01:20:43 +0000



Still Not getting Full Market depth on Eurex Dax Symbols

View Count: 1027

[2016-04-06 07:27:56]
enemyspy - Posts: 306
Software version: 1389 | 2016-04-06 00:24:40
Uses New Spreadsheets | 2016-04-06 00:24:40
Usage end date: 2016-04-16 | 2016-04-06 00:24:40
Enabled for: Advanced Features. | 2016-04-06 00:24:40
Enabled for: Sierra Chart Historical Data Service. | 2016-04-06 00:24:40
Enabled for: Sierra Chart Real-Time Exchange Data Feed. | 2016-04-06 00:24:40
Enabled for: INDEXES_DATA_BARCHART | 2016-04-06 00:24:40
Enabled for: CME (Trading Account Required) | 2016-04-06 00:24:40
Enabled for: CBOT (Trading Account Required) | 2016-04-06 00:24:40
Enabled for: COMEX (Trading Account Required) | 2016-04-06 00:24:40
Enabled for: NYMEX (Trading Account Required) | 2016-04-06 00:24:40
Enabled for: Eurex with Market Depth | 2016-04-06 00:24:40
Received 1 data feed usernames. | 2016-04-06 00:24:40
Allow Support for Sierra Chart Data Feeds is enabled. | 2016-04-06 00:24:40
Current selected Data/Trading service: Interactive Brokers | 2016-04-06 00:24:40
Chart Update Interval: 500 | 2016-04-06 00:24:40
Time Zone: -07:00:00 (PST-08PDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2016-04-06 00:24:40
2016-04-06 00:24:44 Local computer time | 2016-04-06 00:24:40
2016-04-06 07:24:44 Local computer time in UTC | 2016-04-06 00:24:40
2016-04-06 00:24:44 Local computer time in SC Time Zone | 2016-04-06 00:24:40
2016-04-06 07:24:46 Server time in UTC | 2016-04-06 00:24:40
Local computer UTC time and Server UTC time difference: 3 seconds. | 2016-04-06 00:24:40
Program path: C:\SC5\ | 2016-04-06 00:24:40
Data Files path: C:\SC5\Data\ | 2016-04-06 00:24:40
OS Version Number: 6.2 | 2016-04-06 00:24:40
Locale Information: C | 2016-04-06 00:24:40

Checking for new symbol settings for ib | 2016-04-06 00:24:40
HTTPS connection to www.sierrachart.com:443 (0) | Resolved address sierrachart.com to IP 5.9.8.236. | 2016-04-06 00:24:40
HTTPS connection to www.sierrachart.com:443 (3) | Connected. | 2016-04-06 00:24:40
HTTPS connection to www.sierrachart.com:443 (3) | Starting TLS 1.2 connection. | 2016-04-06 00:24:40
HTTPS connection to www.sierrachart.com:443 (3) | SSL connection established. | 2016-04-06 00:24:45
Symbol settings are up-to-date for ib | 2016-04-06 00:24:45

Interactive Brokers: Connecting to 127.0.0.1:7496 | 2016-04-06 00:24:49
Socket (4) | Connected. | 2016-04-06 00:24:49
Socket connected to TWS. Sending client version: 62. Waiting for acceptance. | 2016-04-06 00:24:49
Interactive Brokers | TWS server version: 76 | 2016-04-06 00:24:49
Interactive Brokers | Connected. Waiting for account information. | 2016-04-06 00:24:49
IB Account information received. | 2016-04-06 00:24:49
Interactive Brokers | Received 1 Trade Accounts from TWS. | 2016-04-06 00:24:49
Interactive Brokers | Connected to Live account. | 2016-04-06 00:24:49
Interactive Brokers | Year-Month last connected to Live account: 2016-04 | 2016-04-06 00:24:49
Interactive Brokers | Connected to data and trading server. | 2016-04-06 00:24:49
Next valid order ID: 4127 | 2016-04-06 00:24:49
Message from IB: Market data farm connection is OK:eufarm. IB Error Code: 2104. Request ID: -1. | 2016-04-06 00:24:49
Message from IB: Market data farm connection is OK:usfarm.us. IB Error Code: 2104. Request ID: -1. | 2016-04-06 00:24:49
Message from IB: Market data farm connection is OK:usfarm. IB Error Code: 2104. Request ID: -1. | 2016-04-06 00:24:49
Message from IB: HMDS data farm connection is OK:ilhmds. IB Error Code: 2106. Request ID: -1. | 2016-04-06 00:24:49
Message from IB: HMDS data farm connection is OK:fundfarm. IB Error Code: 2106. Request ID: -1. | 2016-04-06 00:24:49
Message from IB: HMDS data farm connection is OK:ethmds. IB Error Code: 2106. Request ID: -1. | 2016-04-06 00:24:49
Message from IB: HMDS data farm connection is OK:ushmds. IB Error Code: 2106. Request ID: -1. | 2016-04-06 00:24:49
Next valid order ID: 4127 | 2016-04-06 00:24:49
IB Account information received. | 2016-04-06 00:24:49
Interactive Brokers | Received 1 Trade Accounts from TWS. | 2016-04-06 00:24:49
Interactive Brokers | Connected to Live account. | 2016-04-06 00:24:49
Interactive Brokers | Year-Month last connected to Live account: 2016-04 | 2016-04-06 00:24:49
Interactive Brokers | Sending request for contract details for contract ID 210969815 | 2016-04-06 00:24:49
Interactive Brokers | Received contract details for symbol DAX-201606-DTB-EUR-5 | 2016-04-06 00:24:49
HTTPS connection to www.sierrachart.com:443 (3) | SSL connection closed by remote side. | 2016-04-06 00:24:50
HTTPS connection to www.sierrachart.com:443 (3) | Connection gracefully closed by remote side. | 2016-04-06 00:24:50
HTTPS connection to www.sierrachart.com:443 (3) | SSL object has been freed. SSL state is now disconnected. | 2016-04-06 00:24:50
HTTPS connection to www.sierrachart.com:443 (3) | Shutdown and closed. | 2016-04-06 00:24:50
Interactive Brokers | Requesting historical order fills for account U464*. | 2016-04-06 00:24:54
Message from IB: API client has been unsubscribed from account data. IB Error Code: 2100. Request ID: -1. | 2016-04-06 00:24:54
Interactive Brokers | Received Open orders end message. | 2016-04-06 00:24:54
Interactive Brokers | All contract details received for symbols used for trading. Re-requesting trading data. | 2016-04-06 00:24:54
Interactive Brokers | Requesting historical order fills for account U464*. | 2016-04-06 00:24:54
Message from IB: API client has been unsubscribed from account data. IB Error Code: 2100. Request ID: -1. | 2016-04-06 00:24:54
Interactive Brokers | Received Open orders end message. | 2016-04-06 00:24:54
Mapping DAX-201606-DTB-EUR-25 to DYM16. Service code: eurex | 2016-04-06 00:24:57
SC Data - All Services | Starting real-time market data updates for: DYM16. ID: 1 | 2016-04-06 00:24:57
SC Data - All Services | Using username 0 | 2016-04-06 00:24:57
SC Data - All Services | Connecting to the server scdf2.sierracharts.com. Port 443 | 2016-04-06 00:24:57
Intraday data recording state for symbol DAX-201606-DTB-EUR-25 is set to download 'Pending'. | 2016-04-06 00:24:57
Socket (0) | Resolved address ds7.sierracharts.com to IP 8.18.161.133. | 2016-04-06 00:24:57
Delaying start of download for DAX-201606-DTB-EUR-25 | 2016-04-06 00:24:57
Mapping DAX-201606-DTB-EUR-5 to TMM16. Service code: eurex | 2016-04-06 00:24:57
SC Data - All Services | Starting real-time market data updates for: TMM16. ID: 2 | 2016-04-06 00:24:57
Intraday data recording state for symbol DAX-201606-DTB-EUR-5 is set to download 'Pending'. | 2016-04-06 00:24:57
Socket (5) | Connected. | 2016-04-06 00:24:57
SC Data - All Services | Connected to server. | 2016-04-06 00:24:57
SC Data - All Services | Sending Encoding Request to server | 2016-04-06 00:24:57
SC Data - All Services | Setting DTC Encoding to Binary VLS | 2016-04-06 00:24:57
SC Data - All Services | Sending logon request message. | 2016-04-06 00:24:57
SC Data - All Services | Received logon response. | 2016-04-06 00:24:57
SC Data - All Services | Server Name: SC Realtime Server. | 2016-04-06 00:24:57
SC Data - All Services | Server protocol version: 7. Client protocol version: 7 | 2016-04-06 00:24:57
SC Data - All Services | Successfully connected. | 2016-04-06 00:24:57
SC Data - All Services | Restarting real-time data updates for symbol: DAX-201606-DTB-EUR-25 -> DYM16 | 2016-04-06 00:24:57
SC Data - All Services | Restarting real-time data updates for symbol: DAX-201606-DTB-EUR-5 -> TMM16 | 2016-04-06 00:24:57
Chart: DAX-201606-DTB-EUR-25 [CB] [M] Renko 24t #7 | Study: Andy's Zig Zag | Data Server Connection is Currently not enabled. | 2016-04-06 00:24:58 *
Delaying start of download for DAX-201606-DTB-EUR-25 | 2016-04-06 00:24:58
Requesting market depth updates for: DAX-201606-DTB-EUR-25 if supported. | 2016-04-06 00:24:59
Requesting market depth updates for: DAX-201606-DTB-EUR-5 if supported. | 2016-04-06 00:24:59
SC Data - All Services | Market Depth data has been rejected for symbol: DAX-201606-DTB-EUR-25. Data source does not support market depth. | 2016-04-06 00:24:59
SC Data - All Services | Market Depth data has been rejected for symbol: DAX-201606-DTB-EUR-5. Data source does not support market depth. | 2016-04-06 00:24:59
HD Request # 2 | Downloading Intraday chart data for DAX-201606-DTB-EUR-25 to the file DAX-201606-DTB-EUR-25.scid. Service: eurex | 2016-04-06 00:25:01
HD Request # 2 | Download start Date-Time: 2016-04-06 00:24:36.000 | 2016-04-06 00:25:01
HD Request # 2 | Using server: scdf1.sierracharts.com port 10149 | 2016-04-06 00:25:01
Socket (0) | Resolved address ds6.sierracharts.com to IP 8.18.161.131. | 2016-04-06 00:25:01
Socket (6) | Connected. | 2016-04-06 00:25:01
HD Request # 2 | Sending historical data logon request message. | 2016-04-06 00:25:01
HD Request # 2 | Requesting Intraday data. Start Date-Time: 2016-04-06 00:24:36. Record interval: 0. Symbol: DYM16 | 2016-04-06 00:25:01
HD Request # 2 | Decompressing data. | 2016-04-06 00:25:01
HD Request # 2 | Receiving Intraday data for DAX-201606-DTB-EUR-25 starting at 2016-04-06 00:24:36 | 2016-04-06 00:25:01
HD Request # 2 | Timestamp of first Intraday data file record written: 2016-04-06 00:24:38 | 2016-04-06 00:25:01
Socket (6) | Shutdown and closed. | 2016-04-06 00:25:01
The network socket for historical data has been closed. | 2016-04-06 00:25:01
HD Request # 2 | Received 28 records from 2016-04-06 00:24:36 to 2016-04-06 00:25:00 (24.0 seconds) and wrote 27 records for DAX-201606-DTB-EUR-25 | 2016-04-06 00:25:01
HD Request # 2 | Intraday download COMPLETE for DAX-201606-DTB-EUR-25. Completion time: 0s. Unique request ID: 1 | 2016-04-06 00:25:01
Removed historical data download ID 1 | 2016-04-06 00:25:01
Real-time Intraday chart data file updates started for DAX-201606-DTB-EUR-25 | 2016-04-06 00:25:01
Opened cached Intraday file: C:\SC5\Data\DAX-201606-DTB-EUR-25.scid | 2016-04-06 00:25:01
Intraday chart data file opened for DAX-201606-DTB-EUR-25 | 2016-04-06 00:25:01

Delaying start of download for DAX-201606-DTB-EUR-5 | 2016-04-06 00:25:01
HD Request # 3 | Downloading Intraday chart data for DAX-201606-DTB-EUR-5 to the file DAX-201606-DTB-EUR-5.scid. Service: eurex | 2016-04-06 00:25:02
HD Request # 3 | Download start Date-Time: 2016-04-06 00:24:35.000 | 2016-04-06 00:25:02
HD Request # 3 | Using server: scdf2.sierracharts.com port 10149 | 2016-04-06 00:25:02
Socket (0) | Resolved address ds7.sierracharts.com to IP 8.18.161.133. | 2016-04-06 00:25:02
Socket (7) | Connected. | 2016-04-06 00:25:02
HD Request # 3 | Sending historical data logon request message. | 2016-04-06 00:25:02
HD Request # 3 | Requesting Intraday data. Start Date-Time: 2016-04-06 00:24:35. Record interval: 0. Symbol: TMM16 | 2016-04-06 00:25:02
HD Request # 3 | Decompressing data. | 2016-04-06 00:25:02
HD Request # 3 | Receiving Intraday data for DAX-201606-DTB-EUR-5 starting at 2016-04-06 00:24:35 | 2016-04-06 00:25:02
HD Request # 3 | Timestamp of first Intraday data file record written: 2016-04-06 00:24:39 | 2016-04-06 00:25:02
Socket (7) | Shutdown and closed. | 2016-04-06 00:25:02
The network socket for historical data has been closed. | 2016-04-06 00:25:02
HD Request # 3 | Received 15 records from 2016-04-06 00:24:35 to 2016-04-06 00:25:00 (25.0 seconds) and wrote 14 records for DAX-201606-DTB-EUR-5 | 2016-04-06 00:25:02
HD Request # 3 | Intraday download COMPLETE for DAX-201606-DTB-EUR-5. Completion time: 0s. Unique request ID: 2 | 2016-04-06 00:25:02
Removed historical data download ID 2 | 2016-04-06 00:25:02
Real-time Intraday chart data file updates started for DAX-201606-DTB-EUR-5 | 2016-04-06 00:25:02
Opened cached Intraday file: C:\SC5\Data\DAX-201606-DTB-EUR-5.scid | 2016-04-06 00:25:02
Intraday chart data file opened for DAX-201606-DTB-EUR-5 | 2016-04-06 00:25:02
[2016-04-06 07:37:33]
Sierra Chart Engineering - Posts: 104368
This has now been solved.

This was actually a programming error:

SC Data - All Services | Market Depth data has been rejected for symbol: DAX-201606-DTB-EUR-25. Data source does not support market depth. | 2016-04-06 00:24:59

It was a code change we were quickly working on as we were working on the EUREX outage.
Sierra Chart Support - Engineering Level

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