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Date/Time: Mon, 16 Sep 2024 19:07:52 +0000



OEC - no market depth updates

View Count: 1211

[2014-02-03 11:23:23]
Max Haebler - Posts: 18
Hi,

I'm using Sierra Chart version 1088 and OEC feed. For a few days now my DOM doesn't update. I can see the number of contracts on bid and offer when I start SC, but they don't update.


Here is my Message Log:
Software version: 1088 | 2014-02-03 19:07:02
Usage end date: 2014-09-03 | 2014-02-03 19:07:02
Enabled for: Sierra Chart Historical Data Service. | 2014-02-03 19:07:02
Allow Support for Sierra Chart Data Feeds is enabled. | 2014-02-03 19:07:02
Active service: Open E Cry FIX/FAST | 2014-02-03 19:07:02
Time Zone: +08:00:00 (HKT+08) | 2014-02-03 19:07:02
2014-02-03 19:07:02 Local computer clock time | 2014-02-03 19:07:02
2014-02-03 11:07:02 GMT time | 2014-02-03 19:07:02
2014-02-03 19:07:02 Time zone adjusted time | 2014-02-03 19:07:02
Time difference to server time: 0 seconds. | 2014-02-03 19:07:02
Program path: C:\SierraChart\ | 2014-02-03 19:07:02
Data Files path: D:\App Data\Sierra Chart\Data\ | 2014-02-03 19:07:02
OS Version Number: 6.1 | 2014-02-03 19:07:02

Checking for new symbol settings for oec | 2014-02-03 19:07:02

Open E Cry FIX/FAST - Connecting to trading server prod.openecry.com:9400. | 2014-02-03 19:07:07
Resolved address prod.openecry.com to IP 64.94.37.206 | 2014-02-03 19:07:07
The network socket is connected. | 2014-02-03 19:07:08
The socket starting SSL connection. | 2014-02-03 19:07:08
HD Request # 2 - Downloading Intraday chart data for FGBLH4 to the file FGBLH4.scid. Service: oec | 2014-02-03 19:07:12
HD Request # 2 - Download start Date-Time: 2014-02-03 19:06:42.0 | 2014-02-03 19:07:12
HD Request # 2 - Using server: ds3.sierracharts.com port 10149 | 2014-02-03 19:07:12
SSL socket is now connected. | 2014-02-03 19:07:12
Resolved address ds3.sierracharts.com to IP 65.182.172.164 | 2014-02-03 19:07:12
The network socket is connected. | 2014-02-03 19:07:13
HD Request # 2 - Sending historical data logon request message. | 2014-02-03 19:07:13
HD Request # 2 - Requesting up to 1095 days of Intraday data. Record interval: 1 | 2014-02-03 19:07:13
The network socket for historical data has been closed. | 2014-02-03 19:07:13
HD Request # 2 - Historical data for FGBLH4 is delayed because connection to main data feed is not present. Current data will be received upon connection. | 2014-02-03 19:07:13
HD Request # 2 - Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for FGBLH4 | 2014-02-03 19:07:13
HD Request # 2 - Intraday download COMPLETE for FGBLH4 | 2014-02-03 19:07:14
OEC FIX Trading session: Sending the Logon message. | 2014-02-03 19:07:14
Open E Cry FIX/FAST: Connected to trading server. | 2014-02-03 19:07:14
Open E Cry FIX/FAST: Connecting to FAST market data server: prod.openecry.com:9301. | 2014-02-03 19:07:14
Resolved address prod.openecry.com to IP 64.94.37.206 | 2014-02-03 19:07:14
The network socket is connected. | 2014-02-03 19:07:14
OEC FAST Market Data session: Sending the Hello message. | 2014-02-03 19:07:14
OEC FAST Market Data session: Sending the Logon message. | 2014-02-03 19:07:14
Open E Cry FIX/FAST: Connected to the market data server. | 2014-02-03 19:07:15
Open E Cry FIX/FAST: Connected. | 2014-02-03 19:07:15
Open E Cry FIX/FAST - Starting real-time market data updates for: FGBLH4 | 2014-02-03 19:07:15
HD Request # 3 - Downloading Intraday chart data for FGBLH4 to the file FGBLH4.scid. Service: oec | 2014-02-03 19:07:15
HD Request # 3 - Download start Date-Time: 2014-02-03 19:06:42.0 | 2014-02-03 19:07:15
HD Request # 3 - Using server: ds5.sierracharts.com port 10149 | 2014-02-03 19:07:15
Resolved address ds5.sierracharts.com to IP 204.15.192.106 | 2014-02-03 19:07:15
The network socket is connected. | 2014-02-03 19:07:15
HD Request # 3 - Sending historical data logon request message. | 2014-02-03 19:07:15
HD Request # 3 - Requesting up to 1095 days of Intraday data. Record interval: 1 | 2014-02-03 19:07:16
HD Request # 3 - Decompressing data. | 2014-02-03 19:07:16
HD Request # 3 - Receiving Intraday data for FGBLH4 starting at 2014-02-03 19:06:42 | 2014-02-03 19:07:16
HD Request # 3 - Timestamp of first Intraday data file record written: 2014-02-03 19:06:42 | 2014-02-03 19:07:16
The network socket for historical data has been closed. | 2014-02-03 19:07:16
HD Request # 3 - Received 5 records from 2014-02-03 19:06:42 to 2014-02-03 19:07:12 (30.0 seconds) and wrote 5 records for FGBLH4 | 2014-02-03 19:07:16
HD Request # 3 - Intraday download COMPLETE for FGBLH4 | 2014-02-03 19:07:16
Real-time Intraday chart data file updates started for FGBLH4 | 2014-02-03 19:07:16

Requesting market depth updates for: FGBLH4 if supported. | 2014-02-03 19:07:20
OEC FIX Trading session: Received a Reject <3> message. Reference Sequence Num = 2. RefTagID = 1. Reference Message Type = AN. SessionRejectReason = 4. Text = Tag specified without a value | 2014-02-03 19:07:21

Thanks for your help.

[2014-02-03 14:50:45]
User74987 - Posts: 16
Same issue here. Not getting any updates for any ES charts (only contract I'm using Footprint). I am getting updates to time based charts for 6e, YM, and NQ. With all of these issues, I wish they'd roll the whole system back to an earlier version and fix whatever needs to be fixed between OEC and SC.
[2014-02-03 17:14:28]
Sierra Chart Engineering - Posts: 104368
The reason this message occurs is because you have not set your Trade Account in Global Settings >> Data/Trade Service Settings:

OEC FIX Trading session: Received a Reject <3> message. Reference Sequence Num = 2. RefTagID = 1. Reference Message Type = AN. SessionRejectReason = 4. Text = Tag specified without a value | 2014-02-03 19:07:21

In regards to OEC market depth, we are still working on determining the proper way to process that data with the new FAST connection and to isolate what problems there may be on the OEC side with it. It does not seem like Sierra Chart is mishandling it, but the result is not always correct and we are not understanding exactly what the problem is at this time. We need to do more testing.


Same issue here. Not getting any updates for any ES charts (only contract I'm using Footprint). I am getting updates to time based charts for 6e, YM, and NQ. With all of these issues, I wish they'd roll the whole system back to an earlier version and fix whatever needs to be fixed between OEC and SC.
Not quite sure what the problem with this would be. There should not be any. In any case, it may be best to go back to version 1078 for now. You can download it with this link:
http://www.sierrachart.com/downloads/1078SierraChartSetupPrerelease.exe

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:
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