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Direct MessagesDate/Time: Sat, 18 May 2024 16:54:12 +0000
DTC client implementation in C#-some pointers needed
View Count: 4196
| [2014-02-26 14:02:29] |
| User57650 - Posts: 50 |
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"Are you noticing a problem when you do handle DEPTH_DELETE as an actual delete of that price level from the DOM and then shift down any other levels above it." Here is how I handle the following message: 118,MARKET_DEPTH_INCREMENTAL_UPDATE_COMPACT,20,1,101.83,AT_BID,1,DEPTH_DELETE In the above case, on receiving that message, I would remove 101.83 from DOM bids, all bids ABOVE it will have depth UNCHANGED and all bids BELOW 101.83 will have their depth shifted down by one. I assume DEPTH = 0 corresponds to the best (highest) bid and the higher the depth, the lower price in bids. please let me know if that's correct. Assuming it is, the messages received don't make sense as they in many cases add a level and immediately after that remove it, creating holes. |
| [2014-02-26 16:23:31] |
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Yes this is the correct way of handling the delete of a depth level. We have to analyze why this is happening. We will get back to you on this.
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: 2014-02-26 16:23:59
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| [2014-02-28 03:08:39] |
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We still have not had a chance to test for the market depth issue with IQ Feed. We definitely will be getting to that. In the next release we will be adding support for "|MDD" to be appended to a symbol in the Intraday File Update List which will cause market depth data updates to be started. 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 |
| [2014-02-28 03:17:03] |
| User57650 - Posts: 50 |
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In the next release we will be adding support for "|MDD" to be appended to a symbol in the Intraday File Update List which will cause market depth data updates to be started.
This is fantastic, your support is great. AS far as IQFeed depth, I will wait for when you look at it. |
| [2014-03-05 16:36:15] |
| User57650 - Posts: 50 |
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Hello, do you have any updates on: a) IQFeed depth, b) Quote from your email regarding DTC protocol: One thing to be aware of is we are going to be changing the quantity types from integers to floating point types sometime in the next 3 weeks.
Has this been implemented already?Thank you. Date Time Of Last Edit: 2014-03-05 16:36:47
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| [2014-03-05 17:02:29] |
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We have been getting behind and not accomplished either of these yet. We hope to be able to look at the IQ Feed depth issue, this week. Testing and analyzing the depth issue is not very simple.
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 |
| [2014-03-14 09:25:37] |
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We didn't quite finish the depth testing this morning, but we will get it done before the end of the day.
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 |
| [2014-03-14 21:37:37] |
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You will be happy to hear that we have discovered the source of the DTC depth message issue you pointed out when using IQ Feed. The issue is specific IQ Feed . It has to do with the intermediate updates done to depth, and the generation of DTC messages during that time. We need to wait until we generate the DTC update messages until the full book is updated. We are working on a solution to this. Also, it would be very hard for you to track this down by looking at our source code because it involves too many different elements of the code and understanding how they work together. 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: 2014-03-14 21:38:17
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| [2014-03-14 23:30:53] |
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We understand why this problem is occurring and we think we may have it resolved. We do not generate the DTC market depth messages until we get the flag from IQ Feed indicating the end of the message group of market depth update messages. We cannot test this now because the market is closed. But we will be doing a release today. 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 |
| [2014-03-16 16:38:32] |
| User57650 - Posts: 50 |
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Great, thanks for looking into it. Should I wait for you to test it or should I download a pre-release and see if it works myself?
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| [2014-03-16 19:27:53] |
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download a pre-release and see if it works myself?
Yes.
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 |
| [2014-03-17 03:29:54] |
| User57650 - Posts: 50 |
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Hello, I found one weird sequence of events that likely shouldn't be generated (see notes inside) DTC sequence of messages: 17:55:04.724, timeStamp 117,QUOTE_INCREMENTAL_UPDATE_COMPACT,28,1,99.15,99.16,4,1,1395010505 112,TRADE_INCREMENTAL_UPDATE_COMPACT,20,1,99.15,3,AT_BID,1395010505 117,QUOTE_INCREMENTAL_UPDATE_COMPACT,28,1,99.15,99.16,1,1,1395010505 117,QUOTE_INCREMENTAL_UPDATE_COMPACT,28,1,99.15,99.16,1,2,1395010505 112,TRADE_INCREMENTAL_UPDATE_COMPACT,20,1,99.15,1,AT_BID,1395010505 117,QUOTE_INCREMENTAL_UPDATE_COMPACT,28,1,99.12,99.16,5,2,1395010505 117,QUOTE_INCREMENTAL_UPDATE_COMPACT,28,1,99.12,99.15,5,1,1395010505 117,QUOTE_INCREMENTAL_UPDATE_COMPACT,28,1,99.12,99.15,6,1,1395010505 117,QUOTE_INCREMENTAL_UPDATE_COMPACT,28,1,99.12,99.15,5,1,1395010505 17:55:04.724, timeStamp 118,MARKET_DEPTH_INCREMENTAL_UPDATE_COMPACT,20,1,99.15,AT_BID,0,DEPTH_DELETE 118,MARKET_DEPTH_INCREMENTAL_UPDATE_COMPACT,20,1,99.14,AT_BID,0,DEPTH_DELETE 118,MARKET_DEPTH_INCREMENTAL_UPDATE_COMPACT,20,1,99.12,AT_BID,5,DEPTH_INSERT_UPDATE 118,MARKET_DEPTH_INCREMENTAL_UPDATE_COMPACT,20,1,99.04,AT_BID,3,DEPTH_INSERT_UPDATE 118,MARKET_DEPTH_INCREMENTAL_UPDATE_COMPACT,20,1,99.15,AT_ASK,1,DEPTH_INSERT_UPDATE----new best ask level 118,MARKET_DEPTH_INCREMENTAL_UPDATE_COMPACT,20,1,99.16,AT_ASK,0,DEPTH_DELETE 118,MARKET_DEPTH_INCREMENTAL_UPDATE_COMPACT,20,1,99.15,AT_BID,1,DEPTH_INSERT_UPDATE----overriden by a new best bid level 118,MARKET_DEPTH_INCREMENTAL_UPDATE_COMPACT,20,1,99.12,AT_BID,0,DEPTH_DELETE 118,MARKET_DEPTH_INCREMENTAL_UPDATE_COMPACT,20,1,99.15,AT_ASK,0,DEPTH_DELETE----ask deleted 118,MARKET_DEPTH_INCREMENTAL_UPDATE_COMPACT,20,1,99.16,AT_ASK,1,DEPTH_INSERT_UPDATE 118,MARKET_DEPTH_INCREMENTAL_UPDATE_COMPACT,20,1,99.17,AT_ASK,8,DEPTH_INSERT_UPDATE 118,MARKET_DEPTH_INCREMENTAL_UPDATE_COMPACT,20,1,99.16,AT_ASK,2,DEPTH_INSERT_UPDATE 118,MARKET_DEPTH_INCREMENTAL_UPDATE_COMPACT,20,1,99.17,AT_ASK,9,DEPTH_INSERT_UPDATE 118,MARKET_DEPTH_INCREMENTAL_UPDATE_COMPACT,20,1,99.15,AT_BID,0,DEPTH_DELETE----bid deleted 118,MARKET_DEPTH_INCREMENTAL_UPDATE_COMPACT,20,1,99.03,AT_BID,6,DEPTH_INSERT_UPDATE 118,MARKET_DEPTH_INCREMENTAL_UPDATE_COMPACT,20,1,99.15,AT_ASK,1,DEPTH_INSERT_UPDATE 118,MARKET_DEPTH_INCREMENTAL_UPDATE_COMPACT,20,1,99.25,AT_ASK,0,DEPTH_DELETE 118,MARKET_DEPTH_INCREMENTAL_UPDATE_COMPACT,20,1,99.12,AT_BID,6,DEPTH_INSERT_UPDATE 118,MARKET_DEPTH_INCREMENTAL_UPDATE_COMPACT,20,1,99.12,AT_BID,5,DEPTH_INSERT_UPDATE 118,MARKET_DEPTH_INCREMENTAL_UPDATE_COMPACT,20,1,99.11,AT_BID,2,DEPTH_INSERT_UPDATE 118,MARKET_DEPTH_INCREMENTAL_UPDATE_COMPACT,20,1,99.1,AT_BID,7,DEPTH_INSERT_UPDATE 118,MARKET_DEPTH_INCREMENTAL_UPDATE_COMPACT,20,1,99.12,AT_BID,4,DEPTH_INSERT_UPDATE 118,MARKET_DEPTH_INCREMENTAL_UPDATE_COMPACT,20,1,99.08,AT_BID,4,DEPTH_INSERT_UPDATE 118,MARKET_DEPTH_INCREMENTAL_UPDATE_COMPACT,20,1,99.15,AT_ASK,2,DEPTH_INSERT_UPDATE 118,MARKET_DEPTH_INCREMENTAL_UPDATE_COMPACT,20,1,99.17,AT_ASK,8,DEPTH_INSERT_UPDATE 17:55:04.740, timeStamp 117,QUOTE_INCREMENTAL_UPDATE_COMPACT,28,1,99.12,99.15,4,1,1395010505 117,QUOTE_INCREMENTAL_UPDATE_COMPACT,28,1,99.12,99.15,4,2,1395010505 I was able to find a matching set of IQFeed depth update messages from that very time period 2,QCLJ14,MD01,99.12,99.15,6,1,18:55:05.668,2014-03-16,52,18:55:05.668,T,T,T, 2,QCLJ14,MD01,99.12,99.15,5,1,18:55:05.668,2014-03-16,52,18:55:05.668,T,T,F, 2,QCLJ14,MD02,99.11,99.16,2,2,18:55:05.668,2014-03-16,52,18:55:05.668,T,T,F, 2,QCLJ14,MD03,99.1,99.17,7,9,18:55:05.668,2014-03-16,52,18:55:05.668,T,T,T, 2,QCLJ14,MD01,99.12,99.15,4,1,18:55:05.668,2014-03-16,52,18:55:05.668,T,T,F, 2,QCLJ14,MD05,99.08,99.19,4,6,18:55:05.668,2014-03-16,52,18:55:05.668,T,T,T, 2,QCLJ14,MD01,99.12,99.15,4,2,18:55:05.668,2014-03-16,52,18:55:05.668,T,T,T, I also noticed that depth updates don't seem to include best bid/ask updates, they are only contained in 'quote' updates. Is that true (intentional by design to save space/be efficient)? I will continue testing and see if I find any more issues. |
| [2014-03-18 02:43:23] |
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Without us monitoring the actual old and new market depth arrays, we really can't comment on what you are seeing. The generation of update/insert/delete messages is going to be accurate based upon the IQ feed depth data as it is received by Sierra Chart. I also noticed that depth updates don't seem to include best bid/ask updates, they are only contained in 'quote' updates. Is that true (intentional by design to save space/be efficient)? We recognize why this happens and it will be resolved in the next release.Also, if you use the Sierra Chart data feed, you really would get the best results. It is also less expensive than IQ Feed. We would think that most of you users who would be using Sierra Chart probably would be using the Sierra Chart provided data feed. It is less expensive and can be used with all of the supported futures trading services. 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: 2014-03-18 02:45:47
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| [2014-03-18 03:35:48] |
| User57650 - Posts: 50 |
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Thank you for all the hard work. I did test this all day today and I can confirm that I am now getting the same results from DTC client as directly from IQFeed. I have a few more questions if you don't mind. Are you going to include "|MDD" implementation in your next release too? (mentioned above in this thread) Have you tested DTC relay server messages on most (all) your datafeeds to see that they 'replicate' the actual data? (i.e., that the data just gets 'relayed' without omissions/modifications, just as it is the case for IQFeed now) I am really excited this is very close to being done as far as being able to release my product to your users. |
| [2014-03-18 04:24:56] |
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Are you going to include "|MDD" implementation in your next release too? (mentioned above in this thread) Was already done some time ago. Does it not work?Have you tested DTC relay server messages on most (all) your datafeeds to see that they 'replicate' the actual data? (i.e., that the data just gets 'relayed' without omissions/modifications, just as it is the case for IQFeed now) In general the answer to this is yes, but in the case of some data feeds it is not very thorough testing. 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: 2014-03-18 04:25:07
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| [2014-03-18 12:11:26] |
| User57650 - Posts: 50 |
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Was already done some time ago. Does it not work?
I just tested this and it seems it doesn't start data as it likely fails to request them using the appended "|MDD". It does want to request depth updates for the correct symbol but probably that is not working due to Level1 feed not being started. I am attaching relevant logs from Sierra. I added "ADM14|MDD" to IntradayFileUpdate list first. Got the following messages: SC DTC Data Feed Relay Server listening on port 10000. | 2014-03-18 11:32:27 IQFeed - Starting real-time market data updates for: @ADM14 | 2014-03-18 11:33:37 HD Request # 6 - Downloading Intraday chart data for @ADM14|MDD to the file @ADM14|MDD.scid. Service: dtn | 2014-03-18 11:33:37 Error getting file attributes for C:\SierraChart\Data\@ADM14|MDD.scid. Unable to check read-only status. Windows error code 123: The filename, directory name, or volume label syntax is incorrect. | 2014-03-18 11:33:37 HD Request # 6 - Failed to open the file C:\SierraChart\Data\@ADM14|MDD.scid. Windows error code 123: The filename, directory name, or volume label syntax is incorrect. Failed to open the Intraday data file for download. | 2014-03-18 11:33:37 HD Request # 6 - Error downloading historical Intraday data for @ADM14|MDD. Not downloading any Intraday data for symbol @ADM14|MDD. | 2014-03-18 11:33:37 HD Request # 6 - Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for @ADM14|MDD | 2014-03-18 11:33:37 Error getting file attributes for C:\SierraChart\Data\@ADM14|MDD.scid. Unable to check read-only status. Windows error code 123: The filename, directory name, or volume label syntax is incorrect. | 2014-03-18 11:33:37 HD Request # 6 - Error opening destination file to copy downloaded Intraday data. Failed to open the file C:\SierraChart\Data\@ADM14|MDD.scid for adding records. Windows error code 123: The filename, directory name, or volume label syntax is incorrect. | 2014-03-18 11:33:37 HD Request # 6 - Intraday download COMPLETE for @ADM14|MDD | 2014-03-18 11:33:37 Real-time Intraday chart data file updates started for @ADM14|MDD | 2014-03-18 11:33:37 .... HD Request # 8 - Downloading Intraday chart data for @ES# to the file @ES#.scid. Service: dtn | 2014-03-18 11:33:38 HD Request # 8 - Download start Date-Time: 2014-03-18 11:33:31.0 | 2014-03-18 11:33:38 HD Request # 8 - Requesting Minute data beginning at 2014-03-18 07:33:31 US Eastern Time. | 2014-03-18 11:33:38 Requesting market depth updates for: @ADM14 if supported. | 2014-03-18 11:33:40 HD Request # 8 - IQ Feed historical Intraday data request error: E,!NO_DATA!,, | 2014-03-18 11:33:40 HD Request # 8 - Error downloading historical Intraday data for @ES#. The server returned an error. | 2014-03-18 11:33:40 HD Request # 8 - Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for @ES# | 2014-03-18 11:33:40 HD Request # 8 - Intraday download COMPLETE for @ES# | 2014-03-18 11:33:40 Real-time Intraday chart data file updates started for @ES# | 2014-03-18 11:33:40 I looked into what DTC messages were generated and it generated the following for this symbol: @ADM14|MDD 122,MARKET_DEPTH_SNAPSHOT_LEVEL,32,5,0,BID_ASK_UNSET,0,0,1,1 No other messages for symbol with this id (5) were generated. Please advise. |
| [2014-03-18 21:42:31] |
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We are looking into this 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 |
| [2014-03-19 03:53:03] |
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Could you test 1109 and let us know how the market depth messages from the DTC relay server works and also how the |MDD works. All should be working properly 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 |
| [2014-03-19 11:33:11] |
| User57650 - Posts: 50 |
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Yes, I can test it, however, could you let me know what you mean by '1109' (have no idea)? |
| [2014-03-19 11:34:38] |
| User57650 - Posts: 50 |
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Sorry, just realized you were referring to your release version. I will test both the depth and |MDD. |
| [2014-03-19 14:16:18] |
| User57650 - Posts: 50 |
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One more quick question. When a user enables Relay Server and enters a listening port number that happens to be currently use by another service/process, does Sierra alert them to having to use a different port number? By the way, my testing so far shows all the fixes worked, have to test a little more during the day and will let you know the status but it looks very good so far. Thank you. |
| [2014-03-19 16:40:37] |
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If the relay server port number is in use, there will be an error message given in the Sierra Chart Message Log. 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 |
| [2014-03-20 13:04:47] |
| Hendrixon - Posts: 130 |
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User57650, I'm looking for a way to get the millisecond timestamps provided by the data feed, but other than seeing (in the documentation) that the server side fields supply it, I don't really know what to do with the code. When you'll make the C# code available, could you please explain there how one can use it? Thanks |
| [2014-03-22 04:48:46] |
| User57650 - Posts: 50 |
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After more testing, I am concluding that it's all correct and working properly. Will want to release this very soon (next week) even before you will make changes to some fields in the protocol (as discussed before). If you make 'breaking' changes to the protocol (some int quantity fields to floats), I can instruct users to wait for my update before they update to the newest version of Sierra. Hendrixon, I don't quite understand your question but I will make C# code available very soon and it will be very easy to use... and access any fields that you are seeing in the documentation. |
| [2014-03-31 22:49:09] |
| User57650 - Posts: 50 |
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I was troubleshooting with a client today, they use FXCM data feed. Have you tested relay server on that feed? He tried to use it with US30, GER30, USDJPY instruments (adding them to the Intraday File Update list). It seems like it picked up the initial quotes from all those instruments but it didn't seem to receive data afterwards. Here is his Log if that would be helpful: HD Request # 59 - Downloading Intraday chart data for GER30 | MDD to the file GER30 | MDD.scid. Service: fxcm | 2014-03-31 11:14:57 Error getting file attributes for C:\SierraChart\Data\GER30 | MDD.scid. Unable to check read-only status. Windows error code 123: The filename, directory name, or volume label syntax is incorrect. | 2014-03-31 11:14:57 HD Request # 59 - Failed to open the file C:\SierraChart\Data\GER30 | MDD.scid. Windows error code 123: The filename, directory name, or volume label syntax is incorrect. Failed to open the Intraday data file for download. | 2014-03-31 11:14:57 HD Request # 59 - Error downloading historical Intraday data for GER30 | MDD. Not downloading any Intraday data for symbol GER30 | MDD. | 2014-03-31 11:14:57 HD Request # 59 - Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for GER30 | MDD | 2014-03-31 11:14:57 Error getting file attributes for C:\SierraChart\Data\GER30 | MDD.scid. Unable to check read-only status. Windows error code 123: The filename, directory name, or volume label syntax is incorrect. | 2014-03-31 11:14:57 HD Request # 59 - Error opening Intraday data files to add Time and Sales records. Failed to open the file C:\SierraChart\Data\GER30 | MDD.scid for adding records. Windows error code 123: The filename, directory name, or volume label syntax is incorrect. | 2014-03-31 11:14:57 HD Request # 59 - Intraday download COMPLETE for GER30 | MDD | 2014-03-31 11:14:57 Real-time Intraday chart data file updates started for GER30 | MDD | 2014-03-31 11:14:57 HD Request # 60 - Downloading Intraday chart data for US30 | MDD to the file US30 | MDD.scid. Service: fxcm | 2014-03-31 11:14:57 Error getting file attributes for C:\SierraChart\Data\US30 | MDD.scid. Unable to check read-only status. Windows error code 123: The filename, directory name, or volume label syntax is incorrect. | 2014-03-31 11:14:57 HD Request # 60 - Failed to open the file C:\SierraChart\Data\US30 | MDD.scid. Windows error code 123: The filename, directory name, or volume label syntax is incorrect. Failed to open the Intraday data file for download. | 2014-03-31 11:14:57 HD Request # 60 - Error downloading historical Intraday data for US30 | MDD. Not downloading any Intraday data for symbol US30 | MDD. | 2014-03-31 11:14:57 HD Request # 60 - Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for US30 | MDD | 2014-03-31 11:14:57 Error getting file attributes for C:\SierraChart\Data\US30 | MDD.scid. Unable to check read-only status. Windows error code 123: The filename, directory name, or volume label syntax is incorrect. | 2014-03-31 11:14:57 HD Request # 60 - Error opening Intraday data files to add Time and Sales records. Failed to open the file C:\SierraChart\Data\US30 | MDD.scid for adding records. Windows error code 123: The filename, directory name, or volume label syntax is incorrect. | 2014-03-31 11:14:57 HD Request # 60 - Intraday download COMPLETE for US30 | MDD | 2014-03-31 11:14:57 Real-time Intraday chart data file updates started for US30 | MDD | 2014-03-31 11:14:57 HD Request # 61 - Downloading Intraday chart data for USDJPY | MDD to the file USDJPY | MDD.scid. Service: fxcm | 2014-03-31 11:14:57 Error getting file attributes for C:\SierraChart\Data\USDJPY | MDD.scid. Unable to check read-only status. Windows error code 123: The filename, directory name, or volume label syntax is incorrect. | 2014-03-31 11:14:57 HD Request # 61 - Failed to open the file C:\SierraChart\Data\USDJPY | MDD.scid. Windows error code 123: The filename, directory name, or volume label syntax is incorrect. Failed to open the Intraday data file for download. | 2014-03-31 11:14:57 HD Request # 61 - Error downloading historical Intraday data for USDJPY | MDD. Not downloading any Intraday data for symbol USDJPY | MDD. | 2014-03-31 11:14:57 HD Request # 61 - Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for USDJPY | MDD | 2014-03-31 11:14:57 Error getting file attributes for C:\SierraChart\Data\USDJPY | MDD.scid. Unable to check read-only status. Windows error code 123: The filename, directory name, or volume label syntax is incorrect. | 2014-03-31 11:14:57 HD Request # 61 - Error opening Intraday data files to add Time and Sales records. Failed to open the file C:\SierraChart\Data\USDJPY | MDD.scid for adding records. Windows error code 123: The filename, directory name, or volume label syntax is incorrect. | 2014-03-31 11:14:57 HD Request # 61 - Intraday download COMPLETE for USDJPY | MDD | 2014-03-31 11:14:57 Real-time Intraday chart data file updates started for USDJPY | MDD | 2014-03-31 11:14:57 Incoming connection for the SC Data Feed Relay Server... | 2014-03-31 11:16:09 SC Data Feed Relay Server accepted connection from 127.0.0.1. | 2014-03-31 11:16:09 Enabling TCP_NODELAY for the SC Data Feed Relay Server. | 2014-03-31 11:16:09 Socket closed. No error. | 2014-03-31 11:16:39 Socket has been shutdown and closed. | 2014-03-31 11:16:39 SC Data Feed Relay Server disconnected. | 2014-03-31 11:16:39 Incoming connection for the SC Data Feed Relay Server... | 2014-03-31 11:17:27 SC Data Feed Relay Server accepted connection from 127.0.0.1. | 2014-03-31 11:17:27 Enabling TCP_NODELAY for the SC Data Feed Relay Server. | 2014-03-31 11:17:27 Socket closed. No error. | 2014-03-31 11:19:54 Socket has been shutdown and closed. | 2014-03-31 11:19:54 SC Data Feed Relay Server disconnected. | 2014-03-31 11:19:54 Date Time Of Last Edit: 2014-04-01 00:24:46
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| [2014-04-01 00:23:47] |
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The relay server has been tested with FXCM data and it works properly. We have not tested the relay server with every single data feed because it makes generally no sense because if it works with one data feed, it will work with all of them. Anyway, one of the problems is very clear. This has spaces in it: GER30 | MDD There must be no spaces when adding |MDD after the symbol. 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 |
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