Support Board
Date/Time: Wed, 12 Feb 2025 09:10:20 +0000
Denali Data - Delay
View Count: 746
| [2020-10-20 12:42:19] |
| User889687 - Posts: 12 |
|
I pay for Real time data from Denali. From 19.10.2020 the data is delayed by 10 minutes! I compare the data with data from the broker - AMP Futures. Where is the problem? |
| [2020-10-20 13:25:55] |
| John - SC Support - Posts: 37891 |
|
You only have the CME with Market Depth for Non-Professionals exchange active. So if you are looking at any symbol that is not traded on the CME exchange itself (not the CME Group), then those will be delayed. For example, you should get data for the ES in Real-Time, but data for the CL will be delayed as CL is traded on the NYMEX exchange. If this does not resolve your problem, then we need to see your Message Log following these instructions: Follow the instructions here to clear the Message Log: Message Log: Clearing the Message Log Open a chart for the symbol you have an issue with. Tell us that symbol of the chart. Disconnect from the data feed with "File >> Disconnect". Connect to the data feed with "File >> Connect to Data Feed". After the connection and after about 10 seconds, provide a copy of the Message Log following these instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#MessageLog For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2020-10-20 14:19:29] |
| User889687 - Posts: 12 |
|
Software version: 2182 64-bit | 2020-10-20 16:12:39.135 Primary Thread ID: 9840 | 2020-10-20 16:12:39.135 Usage end date: 2020-12-12 | 2020-10-20 16:12:39.135 Enabled for: Advanced Features 2. | 2020-10-20 16:12:39.135 Enabled for: Sierra Chart Historical Data Service. | 2020-10-20 16:12:39.135 Enabled for: Denali Real-Time Exchange Data Feed. | 2020-10-20 16:12:39.135 Enabled for: Delayed Denali Real-Time Exchange Data Feed. | 2020-10-20 16:12:39.135 Enabled for exchange2: CME | 2020-10-20 16:12:39.135 Allow Support for Sierra Chart Data Feeds is enabled. | 2020-10-20 16:12:39.135 Current selected Data/Trading service: SC Data - All Services | 2020-10-20 16:12:39.135 Custom symbol settings values: enabled | 2020-10-20 16:12:39.135 Chart Update Interval: 500 | 2020-10-20 16:12:39.135 Intraday Data Storage Time Unit: 0 | 2020-10-20 16:12:39.135 Time Zone: +02:00:00 (CET+01CEST+01,M3.5.0/02:00,M10.5.0/03:00) | 2020-10-20 16:12:39.135 2020-10-20 16:12:39 Local computer time | 2020-10-20 16:12:39.135 2020-10-20 14:12:39 Local computer time in UTC | 2020-10-20 16:12:39.135 2020-10-20 16:12:39 Local computer time in SC Time Zone | 2020-10-20 16:12:39.135 2020-10-20 14:07:22 Server time in UTC | 2020-10-20 16:12:39.135 Local computer UTC time and Server UTC time difference: 1 seconds. | 2020-10-20 16:12:39.135 Program path: C:\SierraChart\ | 2020-10-20 16:12:39.135 Data Files path: C:\SierraChart\Data\ | 2020-10-20 16:12:39.136 OS Version Number: 10.0 | 2020-10-20 16:12:39.136 Locale Setting: C | 2020-10-20 16:12:39.136 DLLs: UserContributedStudies.dll, UserContributedStudies_64.dll | 2020-10-20 16:12:39.136 Allowed protected custom studies: | 2020-10-20 16:12:39.136 File >> Disconnect selected. | 2020-10-20 16:13:02.317 SC DTC Delayed Exchange Data | Waiting for socket receive thread to end | 2020-10-20 16:13:02.318 DTC Client socket (2) | CloseSocket call. | 2020-10-20 16:13:02.318 DTC Client socket (2) | 0 bytes remaining in receive buffer when socket closed. | 2020-10-20 16:13:02.318 SC DTC Delayed Exchange Data | Disconnected from the server. | 2020-10-20 16:13:02.318 SC Data - All Services | Disconnected. | 2020-10-20 16:13:02.318 DTC Client socket (2) | Shutdown started. Waiting for graceful close. | 2020-10-20 16:13:02.318 SC Data - All Services | Connected to server complete. | 2020-10-20 16:13:09.840 Triggering next historical data download in queue. | 2020-10-20 16:13:09.840 Triggering next historical data download in queue. | 2020-10-20 16:13:09.840 Triggering next historical data download in queue. | 2020-10-20 16:13:09.840 Triggering next historical data download in queue. | 2020-10-20 16:13:09.840 Triggering next historical data download in queue. | 2020-10-20 16:13:09.840 Mapping ESZ20 to ESZ20. Service code: cme | 2020-10-20 16:13:09.840 SC DTC Delayed Exchange Data | Starting real-time market data updates for: ESZ20 (ESZ20). ID: 1 Service code: cme | 2020-10-20 16:13:09.840 SC DTC Delayed Exchange Data | Connecting to the server ds23.sierracharts.com. Port 10058 | 2020-10-20 16:13:09.840 SC DTC Delayed Exchange Data | Requesting security definition data for: ESZ20 (ESZ20). ID: 1 | 2020-10-20 16:13:09.840 Added historical Intraday data request for ESZ20 to the queue. | 2020-10-20 16:13:09.840 Intraday data recording state for symbol ESZ20 is set to download 'Pending'. | 2020-10-20 16:13:09.840 Notice: Not connected to Live trading account to receive CME realtime futures data at non-professional fees. | 2020-10-20 16:13:09.840 Delaying start of download for ESZ20 | 2020-10-20 16:13:09.840 DTC Client socket (1) | Creating socket. | 2020-10-20 16:13:09.840 DTC Client socket (1) | New receive buffer size: 5242880 | 2020-10-20 16:13:09.840 DTC Client socket (1) | Connecting to IP: 216.1.90.130. | 2020-10-20 16:13:09.840 SC DTC Delayed Exchange Data | Network connection to server complete. | 2020-10-20 16:13:09.980 SC DTC Delayed Exchange Data | Starting socket receive thread. | 2020-10-20 16:13:09.980 SC DTC Delayed Exchange Data | Sending encoding request to server: Binary VLS | 2020-10-20 16:13:09.981 SC DTC Delayed Exchange Data | Setting DTC encoding to Binary VLS | 2020-10-20 16:13:10.163 SC DTC Delayed Exchange Data | Sending logon request message. | 2020-10-20 16:13:10.163 SC DTC Delayed Exchange Data | Received logon response. | 2020-10-20 16:13:10.850 SC DTC Delayed Exchange Data | Server Name: SC Realtime Server. | 2020-10-20 16:13:10.850 SC DTC Delayed Exchange Data | Server protocol version: 8. Client protocol version: 8 | 2020-10-20 16:13:10.850 SC DTC Delayed Exchange Data | Successfully connected. | 2020-10-20 16:13:10.850 SC DTC Delayed Exchange Data | Trading is not supported. | 2020-10-20 16:13:10.850 SC DTC Delayed Exchange Data | Restarting real-time data updates for symbol: ESZ20 -> ESZ20 | 2020-10-20 16:13:10.850 SC DTC Delayed Exchange Data | Received security definition for symbol ESZ20 | 2020-10-20 16:13:11.071 HD Request # 3 | Downloading Intraday chart data for ESZ20 to the file ESZ20.scid. Service: cme | 2020-10-20 16:13:16.152 Enabling compression for file: C:\SierraChart\Data\ESZ20.scid. This may take a while. | 2020-10-20 16:13:16.152 * HD Request # 3 | Download start date-time: 2020-10-20 16:02:51.000000. File last date-time: 2020-10-20 16:02:51.023000 | 2020-10-20 16:13:16.152 HD Request # 3 | Using server: ds21.sierracharts.com port 10149 | 2020-10-20 16:13:16.152 Socket (3) | Creating socket. | 2020-10-20 16:13:16.152 Socket (3) | New receive buffer size: 5242880 | 2020-10-20 16:13:16.152 Socket (3) | Connecting to IP: 216.1.90.129. | 2020-10-20 16:13:16.152 HD Request # 3 | Setting DTC encoding to Binary VLS | 2020-10-20 16:13:16.433 HD Request # 3 | Sending historical data logon request message. | 2020-10-20 16:13:16.433 HD Request # 3 | Requesting Intraday data. Start date-time: 2020-10-20 16:02:51. Record interval: 0. Symbol: ESZ20 | 2020-10-20 16:13:16.989 HD Request # 3 | Decompressing data. | 2020-10-20 16:13:17.128 HD Request # 3 | Receiving Intraday data for ESZ20 starting at 2020-10-20 16:02:51.023000 | 2020-10-20 16:13:17.130 Socket (3) | CloseSocket call. | 2020-10-20 16:13:17.266 Socket (3) | 0 bytes remaining in receive buffer when socket closed. | 2020-10-20 16:13:17.266 Socket (3) | Shutdown started. Waiting for graceful close. | 2020-10-20 16:13:17.266 Historical data download thread signaled to stop. | 2020-10-20 16:13:17.266 HD Request # 3 | Timestamp of first Intraday data file record written: 2020-10-20 16:02:51.833000 | 2020-10-20 16:13:17.266 HD Request # 3 | Received 1301 records from 2020-10-20 16:02:51.023000 to 2020-10-20 16:03:15.551000 (24.5 seconds) and wrote 1300 records for ESZ20 | 2020-10-20 16:13:17.266 HD Request # 3 | Add time&sales data | Remembered last file record date-time: 2020-10-20 14:03:15.551000 | 2020-10-20 16:13:17.267 HD Request # 3 | Completion time: 1s | 2020-10-20 16:13:17.267 HD Request # 3 | Intraday data download complete for ESZ20. Unique request ID: 3 | 2020-10-20 16:13:17.267 Removing historical data download ID 3. | 2020-10-20 16:13:17.267 Real-time Intraday chart data file updates started for ESZ20 | 2020-10-20 16:13:17.267 Intraday chart data file opened for ESZ20 | 2020-10-20 16:13:17.267 HD Request # 3 | Enabling Intraday chart updating for symbol. | 2020-10-20 16:13:17.267 Triggering next historical data download in queue. | 2020-10-20 16:13:17.267 Socket (3) | Socket gracefully closed by remote side. | 2020-10-20 16:13:17.403 Socket (3) | Closed. | 2020-10-20 16:13:17.404 Opened cached Intraday file: C:\SierraChart\Data\ESZ20.scid. Thread ID: 4600 | 2020-10-20 16:13:17.471 DTC Client socket (2) | Timed out waiting for shutdown. Performing an immediate socket close. | 2020-10-20 16:15:17.903 DTC Client socket (2) | Closed. | 2020-10-20 16:15:17.903 DTC Client socket (2) | Deleting network socket now after delay. | 2020-10-20 16:15:47.908 ESZ20 1 Min #1 | Reloading chart. | 2020-10-20 16:17:37.079 ESZ20 3 Min #2 | Reloading chart. | 2020-10-20 16:17:37.088 ESZ20 15 Min #3 | Reloading chart. | 2020-10-20 16:17:37.096 ESZ20 60 Min #4 | Reloading chart. | 2020-10-20 16:17:37.107 ESZ20 1 Day #5 | Reloading chart. | 2020-10-20 16:17:37.115 Here is my Message Log I have a problem with data for ES. They are delayed by 10 min. Thanks for the help |
| [2020-10-20 14:34:46] |
| John - SC Support - Posts: 37891 |
|
This is the relevant line: Notice: Not connected to Live trading account to receive CME realtime futures data at non-professional fees. | 2020-10-20 16:13:09.840
You need to connect to your trading account in order to authorize the Real-Time data from the CME. This expired on October 16. Refer to the following for more information: Real-Time Exchange Data Feeds Available From Sierra Chart: Connecting Only Once a Month to Trading Account to Support CME Group Exchange Fees For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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