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Date/Time: Thu, 13 Feb 2025 02:45:22 +0000



Download Historical data failed

View Count: 1272

[2019-11-18 11:06:00]
User212064 - Posts: 5
Hello - looks like the same thing is happening for CLZ9. When I reconnected I get the historical download failed. I'm using rithmic data feed. Any idea why this is failing? Thanks
[2019-11-18 12:10:19]
User96296 - Posts: 28
I'm having the same issue downloading CLF0. Data download failed and missing most recent 10 min of data.


Triggering next historical data download in queue. | 2019-11-18 06:58:05.521
HD Request # 13 | Downloading Intraday chart data for CLF0-NYMEX to the file CLF0-NYMEX.scid. Service: rithmic.trading | 2019-11-18 06:58:05.521
HD Request # 13 | Download start date-time: 2019-11-18 06:48:04.000 | 2019-11-18 06:58:05.522
HD Request # 13 | Sending historical data request. Start date-time: 2019-11-18 06:48:04. Record interval: 1. Symbol: CLF0-NYMEX | 2019-11-18 06:58:05.522
HD Request # 13 | Error downloading historical Intraday data for CLF0-NYMEX. Historical data request rejected because there is currently another historical data request active | 2019-11-18 06:58:05.592
HD Request # 13 | Received 0 records from 00:00:00.000 to 00:00:00.000 (0.0 seconds) and wrote 0 records for CLF0-NYMEX | 2019-11-18 06:58:05.593
HD Request # 13 | Completion time: 0s | 2019-11-18 06:58:05.593
HD Request # 13 | Intraday data download complete for CLF0-NYMEX. Unique request ID: 11 | 2019-11-18 06:58:05.593
Removed historical data download ID 11 | 2019-11-18 06:58:05.593
Real-time Intraday chart data file updates started for CLF0-NYMEX | 2019-11-18 06:58:05.593
Opened cached Intraday file: C:\SierraChart\Data\CLF0-NYMEX.scid | 2019-11-18 06:58:05.593
Intraday chart data file opened for CLF0-NYMEX | 2019-11-18 06:58:05.593
[2019-11-18 13:29:41]
Sierra Chart Engineering - Posts: 104368
There are different download failures we are seeing here so we are going over each one of them. The one involving $VIX we can take care of.


The others if they are a problem at the bridge level, it would be something we cannot resolve. If you are with AMP we recommend they switch over to this service:
Sierra Chart / Trading Technologies Futures Order Routing Service

We recommend this now if you are using Rithmic. It has been more than two years, since development related to Rithmic has ceased. It is highly not recommended to use Rithmic with Sierra Chart. It is a technical risk.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2019-11-18 13:31:07
[2019-11-18 14:57:51]
Sierra Chart Engineering - Posts: 104368
This problem looks like it is on the Rithmic side:
HD Request # 3 | Error downloading historical Intraday data for CLF0-NYMEX. The download timed out. | 2019-11-18 07:46:36.477
Added historical Intraday data request for CLF0-NYMEX to the queue. | 2019-11-18 07:46:36.477

There just simply is not a response from the Rithmic server. Once again we do recommend if you are with Rithmic and doing live trading that you switch to this service:
Sierra Chart / Trading Technologies Futures Order Routing Service

This new service is well supported if you are with AMP.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2019-11-18 14:58:41
[2019-11-18 15:34:45]
User96296 - Posts: 28
It might relate to two contracts rollover when new contract starts on Monday after a partial Sunday of previous old contract? New contract is the only change unless Rithimic updated something on their end since Friday.

We all have following Error messages: "request rejected due to currently another data request".


HD Request # 13 | Error downloading historical Intraday data for CLF0-NYMEX. Historical data request rejected because there is currently another historical data request active | 2019-11-18 06:58:05.592
[2019-11-18 16:15:39]
Sierra Chart Engineering - Posts: 104368
We have told Rithmic about the issue because from what it looks like, their server is not responding to the request .

In regards to:

We all have following Error messages: "request rejected due to currently another data request".

The reason this occurs is because the first download times out on the Sierra Chart side but is still in progress on the Rithmic bridge side and then when there is a retry, the above error occurs. But the original problem is no response from the Rithmic side for the historical data request for CLF0.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2019-11-18 16:16:40]
Sierra Chart Engineering - Posts: 104368
Rithmic has acknowledged the issue:
Were your users using the call replayTrades()? We found an issue with replayTrades() which has been resolved as of 08:50:12 CST.
The answer is yes that is the function we use. And it is resolved.

So you should be fine now.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2019-11-18 16:31:02]
User96296 - Posts: 28
My end confirms that the issue is gone! Thank you SC team!
[2020-11-07 12:51:34]
User483210 - Posts: 3
Hi I'm using Rithmic and I'm having the same problem.

Added historical Intraday data request for M2KZ0-CME to the queue. | 2020-11-07 12:48:08.881
Triggering next historical data download in queue. | 2020-11-07 12:48:08.881
HD Request # 1 | Received 0 records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds) and wrote 0 records for M2KZ0-CME | 2020-11-07 12:48:08.881
HD Request # 1 | Completion time: 1m | 2020-11-07 12:48:08.881

HD Request # 2 | Downloading Intraday chart data for M2KZ0-CME to the file M2KZ0-CME.scid. Service: rithmic.trading | 2020-11-07 12:48:08.882
HD Request # 2 | Download start date-time: 2020-05-05 12:48:08.000000. File last date-time: 00:00:00.000000 | 2020-11-07 12:48:08.883
HD Request # 2 | Sending historical data request. Start date-time: 2020-05-05 12:48:08. Record interval: 1. Symbol: M2KZ0-CME | 2020-11-07 12:48:08.883
HD Request # 2 | Error downloading historical Intraday data for M2KZ0-CME. Historical data request rejected because there is currently another historical data request active | 2020-11-07 12:48:08.887
HD Request # 2 | Received 0 records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds) and wrote 0 records for M2KZ0-CME | 2020-11-07 12:48:08.887
HD Request # 2 | Add time&sales data | Remembered last file record date-time: 00:00:00.000000 | 2020-11-07 12:48:08.888
HD Request # 2 | Completion time: 0s | 2020-11-07 12:48:08.888
HD Request # 2 | Intraday data download complete for M2KZ0-CME. Unique request ID: 1 | 2020-11-07 12:48:08.888
Removing historical data download ID 1. | 2020-11-07 12:48:08.888
Real-time Intraday chart data file updates started for M2KZ0-CME | 2020-11-07 12:48:08.888
Opened cached Intraday file: C:\Users\josea\Desktop\SierraChart2191\Data\M2KZ0-CME.scid. Thread ID: 11824 | 2020-11-07 12:48:08.889
Intraday chart data file opened for M2KZ0-CME | 2020-11-07 12:48:08.889
HD Request # 2 | Enabling Intraday chart updating for symbol. | 2020-11-07 12:48:08.889

Triggering next historical data download in queue. | 2020-11-07 12:48:08.889





How Can I solve that?
[2020-11-21 11:17:59]
Sierra Chart Engineering - Posts: 104368
For proper historical data support when using Rithmic, you need to use the Denali Exchange Data Feed:
Denali Exchange Data Feed

You cannot rely upon the historical data from Rithmic. The whole process is not reliable and the data is limited.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2020-11-21 11:18:31

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