Support Board
Date/Time: Mon, 24 Feb 2025 06:04:24 +0000
No historical depth data affter switching from TT to CQG order routing
View Count: 544
| [2021-03-04 21:28:01] |
| Zosimus - Posts: 345 |
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I'm using Denali data feed and just switched from TT order routing to CQG order routing. Since I switched my charts do not get historical depth data. "Support Downloading Historical Market Depth Data" is set to "Yes" On the message log I see that historical depth data did download but with Denali symbols. Loaded depth data records for ESH21_FUT_CME 2021-02-23 from 2021-02-22 19:00:00.003000 to 2021-02-23 18:59:59.814000. | 2021-03-04 16:03:13.214 Loaded depth data records for ESH21_FUT_CME 2021-02-24 from 2021-02-23 19:00:00.002000 to 2021-02-24 18:59:59.950000. | 2021-03-04 16:03:16.203 Loaded depth data records for ESH21_FUT_CME 2021-02-25 from 2021-02-24 19:00:00.002000 to 2021-02-25 18:59:59.974000. | 2021-03-04 16:03:20.313 Loaded depth data records for ESH21_FUT_CME 2021-02-26 from 2021-02-25 19:00:00.003000 to 2021-02-26 17:00:00.064000. | 2021-03-04 16:03:25.010 Loaded depth data records for ESH21_FUT_CME 2021-02-28 from 2021-02-28 18:00:00.000000 to 2021-02-28 18:59:59.986000. | 2021-03-04 16:03:25.069 Loaded depth data records for ESH21_FUT_CME 2021-03-01 from 2021-02-28 19:00:00.003000 to 2021-03-01 18:59:59.945000. | 2021-03-04 16:03:27.207 Loaded depth data records for ESH21_FUT_CME 2021-03-02 from 2021-03-01 19:00:00.004000 to 2021-03-02 18:59:59.944000. | 2021-03-04 16:03:29.938 Loaded depth data records for ESH21_FUT_CME 2021-03-03 from 2021-03-02 19:00:00.003000 to 2021-03-03 18:59:59.994000. | 2021-03-04 16:03:33.211 Loaded depth data records for ESH21_FUT_CME 2021-03-04 from 2021-03-03 19:00:00.000000 to 2021-03-04 13:59:56.784000. | 2021-03-04 16:03:36.645 My charts are using CQG symbols now because I switched to CQG order routing (although the data itself is supposed to be Denali) |
| [2021-03-04 21:35:53] |
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This is not making sense to us. The fact that we see this symbol indicates you must have a chart open using this symbol: ESH21_FUT_CME This is not a CQG symbol. All of the market depth data files with symbols like those cannot be used with CQG. 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 |
| [2021-03-04 21:42:12] |
| Zosimus - Posts: 345 |
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1. you are correct I had another chartbook opened for which I did not change the symbols to CQG symbols. 2. If I use Denali data feed with CQG order routing do I have to change the symbols to CQG symbols or do I stay with Denali symbols? |
| [2021-03-04 23:01:51] |
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2. You need to use the CQG symbols. Also the symbol mentioned in post #2 is a TT symbol. It is not a Denali Exchange Data Feed symbol. Refer to: Market Depth Historical Graph: Downloading Of Historical Market Depth Data 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 |
| [2021-03-04 23:10:46] |
| Zosimus - Posts: 345 |
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Thank you, So if I understand correctly, in order to enjoy the Denali historical depth data I have to ask AMP to re-enable TT routing for my account? |
| [2021-03-05 02:48:17] |
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No that is not correct. You should not have any trouble accessing the historical market depth data from the Denali Exchange Data feed when using CQG.
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: 2021-03-05 02:48:30
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| [2021-03-05 02:52:11] |
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Follow the instructions here to clear the Message Log: Message Log: Clearing the Message Log Follow the instructions here: Market Depth Historical Graph: Downloading Of Historical Market Depth Data After about a minute provide a copy of the Message Log following these instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#MessageLog 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 |
| [2021-03-05 15:19:18] |
| Zosimus - Posts: 345 |
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Software version: 2234 64-bit | 2021-03-05 10:17:09.146 Primary Thread ID: 10036 | 2021-03-05 10:17:09.146 Usage end date: 2021-03-19 | 2021-03-05 10:17:09.146 Enabled for: Advanced Features 2. | 2021-03-05 10:17:09.146 Enabled for: Sierra Chart Historical Data Service. | 2021-03-05 10:17:09.146 Enabled for: Denali Real-Time Exchange Data Feed. | 2021-03-05 10:17:09.146 Enabled for: Delayed Denali Exchange Data Feed. | 2021-03-05 10:17:09.146 Enabled for exchange2: CME (Trading Account Required) | 2021-03-05 10:17:09.146 Enabled for exchange2: CBOT (Trading Account Required) | 2021-03-05 10:17:09.146 Enabled for exchange2: COMEX (Trading Account Required) | 2021-03-05 10:17:09.146 Enabled for exchange2: NYMEX (Trading Account Required) | 2021-03-05 10:17:09.146 Allow Support for Sierra Chart Data Feeds is enabled. | 2021-03-05 10:17:09.146 Current selected Data/Trading service: CQG WebAPI | 2021-03-05 10:17:09.146 Custom symbol settings values: enabled | 2021-03-05 10:17:09.146 Chart Update Interval: 200 | 2021-03-05 10:17:09.146 Intraday Data Storage Time Unit: 0 | 2021-03-05 10:17:09.146 Time Zone: -05:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2021-03-05 10:17:09.146 2021-03-05 15:17:09 Local computer time in UTC | 2021-03-05 10:17:09.146 2021-03-05 10:17:09 Local computer time in SC Time Zone | 2021-03-05 10:17:09.146 2021-03-05 15:16:11 Server time in UTC | 2021-03-05 10:17:09.146 Local computer UTC time and Server UTC time difference: 0 seconds. | 2021-03-05 10:17:09.146 Program path: D:\SierraChart_Main\ | 2021-03-05 10:17:09.146 Data Files path: D:\SierraChart_Main\Data\ | 2021-03-05 10:17:09.146 OS Version Number: 10.0 | 2021-03-05 10:17:09.146 Locale Setting: C | 2021-03-05 10:17:09.146 DLLs: AbsoluteDelta_64.dll, ACSILCustomChartBars_Example_64.dll, ATR_Projection.dll, Chucks_Auto_Retracemnt.dll, Chucks_Auto_Retracemnt_64.dll, Clock_64.dll, CPU_Exception_Test.dll, CsabYon_64.dll, CTSNAMETEST.dll, CumulativeDeltaHistogram_64.dll, Custom-Chart_NotBars_64.dll, CustomAbsorptionBars.dll, CustomAbsorptionBars_64.dll, Custom_Balance_Bars_64.dll, Custom_Chart_64.dll, Cyan_Collection.dll, Depth_Sum_64.dll, EAGLE_studies_64.dll, Efficiency_64.dll, Fill_Space_Between_2_Studies.dll, Frans_Project_64.dll | 2021-03-05 10:17:09.147 Allowed protected custom studies: AutoZonesSubscriber, EAGLE_studies, General_Dev, JP_Collection, L3_Analysis, Precision_Collection, Precision_Collection_S | 2021-03-05 10:17:09.147 Starting DelayedDownloadMonitoringTimer | 2021-03-05 10:17:21.902 Starting HDTimeoutTimer | 2021-03-05 10:17:21.902 Added historical Market depth datarequest for F.US.EPH21 to the queue. | 2021-03-05 10:17:21.902 Market depth data recording state for symbol F.US.EPH21 is set to download 'Pending'. | 2021-03-05 10:17:21.902 Triggering next historical data download in queue. | 2021-03-05 10:17:21.902 HD Request # 2 | Downloading market depth chart data for F.US.EPH21. Service: cme.marketdepth | 2021-03-05 10:17:21.902 HD Request # 2 | Download start date-time: 2021-03-01 16:30:00.000000. | 2021-03-05 10:17:21.904 HD Request # 2 | Using server: ds23.sierracharts.com port 10149 | 2021-03-05 10:17:21.904 Socket (3) | Creating socket. | 2021-03-05 10:17:21.904 Socket (3) | New receive buffer size: 5242880 | 2021-03-05 10:17:21.904 Socket (3) | Connecting to IP: 216.1.90.130. | 2021-03-05 10:17:21.904 HD Request # 2 | Setting DTC encoding to Binary VLS | 2021-03-05 10:17:22.358 HD Request # 2 | Sending historical data logon request message. | 2021-03-05 10:17:22.358 HD Request # 2 | Requesting market depth data. Start date-time: 2021-03-01 16:30:00. Symbol: ESH21 | 2021-03-05 10:17:23.215 HD Request # 2 | Decompressing data. | 2021-03-05 10:17:23.417 HD Request # 2 | Receiving market depth data for F.US.EPH21 starting at 2021-03-01 16:30:00.000000 | 2021-03-05 10:17:23.832 HD Request # 2 | Truncating file to starting date-time of 2021-03-01 16:30:00.000000 | 2021-03-05 10:17:23.832 HD Request # 2 | Timestamp of first market depth data file record written: 2021-03-01 16:30:00.000000 | 2021-03-05 10:17:24.907 |
| [2021-03-05 16:09:05] |
| Zosimus - Posts: 345 |
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I have just reloaded the chart and I see that it did load the historical depth now so this issue seems to be resolved.
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