Support Board
Date/Time: Tue, 25 Feb 2025 23:06:51 +0000
data feed not working
View Count: 1476
| [2021-03-26 16:28:35] |
| Seeptrade - Posts: 3 |
|
I took a subscription today for service package 11 + Denali Exchange Data Feed - Real-time data for CME / CBOT / NYMEX / COMEX exchanges. In Sierra however, I can't get any data going. I get a Symbol error and have no idea how to solve this issue. Sierra Log (partly): HD Request # 3 | Downloading Intraday chart data for F.US.EPM21 to the file F.US.EPM21.scid. Service: cqg | 2021-03-26 12:24:14.057 HD Request # 3 | Download start date-time: 2021-02-23 19:00:00.000000. File last date-time: 00:00:00.000000 | 2021-03-26 12:24:14.058 HD Request # 3 | Requesting historical Tick data. | 2021-03-26 12:24:14.058 HD Request # 3 | Error downloading historical Intraday data for F.US.EPM21. End Of Day data is not allowed for given data type. Result=103. Num Quotes=0 | 2021-03-26 12:24:14.126 HD Request # 3 | Received 0 records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds) and wrote 0 records for F.US.EPM21 | 2021-03-26 12:24:14.126 HD Request # 3 | Add time&sales data | Remembered last file record date-time: 00:00:00.000000 | 2021-03-26 12:24:14.126 HD Request # 3 | Completion time: 0s | 2021-03-26 12:24:14.126 HD Request # 3 | Intraday data download complete for F.US.EPM21. Unique request ID: 1 | 2021-03-26 12:24:14.127 Removing historical data download ID 1. | 2021-03-26 12:24:14.127 Real-time Intraday chart data file updates started for F.US.EPM21 | 2021-03-26 12:24:14.127 Opened cached Intraday file: D:\SierraChart\Data\F.US.EPM21.scid. Thread ID: 8424 | 2021-03-26 12:24:14.127 Intraday chart data file opened for F.US.EPM21 | 2021-03-26 12:24:14.127 HD Request # 3 | Enabling Intraday chart updating for symbol. | 2021-03-26 12:24:14.127 Triggering next historical data download in queue. | 2021-03-26 12:24:14.127 No download requests in the queue to start downloads for. | 2021-03-26 12:24:14.127 F.US.EPM21 [CBV] #1 | Download is complete for all contract months in chart. Proceeding with data load. | 2021-03-26 12:24:14.480 F.US.EPM21 [CBV] #1 | Reloading chart. | 2021-03-26 12:24:14.480 F.US.EPM21 [CBV] #1 | Currently no data in file to display. Will start historical data download and real-time updates. File: D:\SierraChart\Data\F.US.EPM21.scid | 2021-03-26 12:24:14.499 F.US.EPM21 [CBV] #1 | Reloading chart. | 2021-03-26 12:24:14.984 F.US.EPM21 [CBV] #1 | Currently no data in file to display. Will start historical data download and real-time updates. File: D:\SierraChart\Data\F.US.EPM21.scid | 2021-03-26 12:24:15.024 Requesting market depth updates for: F.US.EPM21 if supported. | 2021-03-26 12:24:17.855 CQG WebAPI | Requesting market data including full depth for F.US.EPM21 | 2021-03-26 12:24:17.855 CQG WebAPI | Market data subscription for F.US.EPM21 was unsuccessful. Text: Real-time data for instrument F.US.EP (corresponding to ID = 13) are not allowed. | 2021-03-26 12:24:17.932 Symbol Error - F.US.EPM21 is unknown, unavailable, or improperly formatted. Real-time data for instrument F.US.EP (corresponding to ID = 13) are not allowed. | 2021-03-26 12:24:17.932 Can you help me? Thanks |
| [2021-03-26 17:36:39] |
| John - SC Support - Posts: 38172 |
|
Follow these instructions: Real-Time Exchange Data Feeds Available From Sierra Chart: Integration with Trading Services For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-03-26 18:30:38] |
| Seeptrade - Posts: 3 |
|
I followed that guide, and all settings are accordingly as far as I can tell. I have a succesfull connection: CQG WebAPI | WebSocket connected. | 2021-03-26 12:22:17.311 CQG WebAPI | Sending market data logon message. | 2021-03-26 12:22:17.311 CQG WebAPI | Base Time: 2021-03-14T19:00:41. 2021-03-14 19:00:41 | 2021-03-26 12:22:17.844 CQG WebAPI | Logon successful. Session Token = T7iauXARVIkpxQfJOI4dOToqB91jerrUVE2k77zGoJ4rf86nUpnIEsGr1/yDyW7g9oq/290lpbx | 2021-03-26 12:22:17.844 CQG WebAPI | Connected to server complete. | 2021-03-26 12:22:17.844 The trouble starts when I open a chart and want data to come in, I get all kinds of error messages in the log which I do not understand. I will paste the complete message log below. ================ Reading Internal Order ID file. | 2021-03-26 14:28:42.804 Reading Trade Orders file. | 2021-03-26 14:28:42.891 Reading Trade Positions file. | 2021-03-26 14:28:42.892 Reading Trade Account Data files. | 2021-03-26 14:28:42.892 Subscribing to symbol for symbol alert: F.US.TYAM21 | 2021-03-26 14:28:42.892 UDPListener (1384). Port 22904 | Listening on UDP port 22904. | 2021-03-26 14:28:42.912 Software version: 2233 64-bit | 2021-03-26 14:28:42.912 Primary Thread ID: 15540 | 2021-03-26 14:28:42.912 Usage end date: 2021-04-26 | 2021-03-26 14:28:42.912 Enabled for: Advanced Features 2. | 2021-03-26 14:28:42.912 Enabled for: Sierra Chart Historical Data Service. | 2021-03-26 14:28:42.912 Enabled for: Denali Real-Time Exchange Data Feed. | 2021-03-26 14:28:42.912 Enabled for: Delayed Denali Exchange Data Feed. | 2021-03-26 14:28:42.912 Enabled for exchange2: CME | 2021-03-26 14:28:42.912 Allow Support for Sierra Chart Data Feeds is disabled. | 2021-03-26 14:28:42.912 Current selected Data/Trading service: CQG WebAPI | 2021-03-26 14:28:42.912 Custom symbol settings values: enabled | 2021-03-26 14:28:42.912 Chart Update Interval: 500 | 2021-03-26 14:28:42.912 Intraday Data Storage Time Unit: 1 | 2021-03-26 14:28:42.912 Time Zone: -04:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2021-03-26 14:28:42.912 2021-03-26 18:28:42 Local computer time in UTC | 2021-03-26 14:28:42.912 2021-03-26 14:28:42 Local computer time in SC Time Zone | 2021-03-26 14:28:42.912 2021-03-26 18:28:42 Server time in UTC | 2021-03-26 14:28:42.912 Local computer UTC time and Server UTC time difference: 0 seconds. | 2021-03-26 14:28:42.912 Program path: D:\SierraChart\ | 2021-03-26 14:28:42.912 Data Files path: D:\SierraChart\Data\ | 2021-03-26 14:28:42.912 OS Version Number: 10.0 | 2021-03-26 14:28:42.913 Locale Setting: C | 2021-03-26 14:28:42.913 DLLs: UserContributedStudies_64.dll | 2021-03-26 14:28:42.913 Allowed protected custom studies: | 2021-03-26 14:28:42.913 Checking for new symbol settings. Requested symbol settings MD5 for service code cqg. Request ID: 1. | 2021-03-26 14:28:42.931 HTTPS connection ID:1 to login.sierrachart.com:443 for request ID:1 (1) | Shutdown started. Waiting for graceful close. | 2021-03-26 14:28:42.962 HTTPS connection ID:1 to login.sierrachart.com:443 for request ID:1 (1) | Socket gracefully closed by remote side. | 2021-03-26 14:28:42.993 HTTPS connection ID:1 to login.sierrachart.com:443 for request ID:1 (1) | Closed. | 2021-03-26 14:28:42.993 Received 5 login tokens. | 2021-03-26 14:28:43.089 Symbol settings MD5 received. Request ID: 1. | 2021-03-26 14:28:43.228 Symbol settings are up-to-date for cqg. | 2021-03-26 14:28:43.228 CQG WebAPI | Connecting to server api.cqg.com | 2021-03-26 14:28:49.130 CQG WebSocket | Connecting to WebSocket server api.cqg.com:443 | 2021-03-26 14:28:49.130 CQG WebSocket socket (1) | Creating socket. Using TLS 1.2. | 2021-03-26 14:28:49.130 CQG WebSocket socket (1) | New receive buffer size: 5242880 | 2021-03-26 14:28:49.130 CQG WebSocket socket (1) | Connecting to IP: 195.166.124.165. | 2021-03-26 14:28:49.130 CQG WebSocket | Opening WebSocket. | 2021-03-26 14:28:49.173 CQG WebSocket | Sending WebSocket handshake. | 2021-03-26 14:28:49.173 CQG WebSocket | Server header | HTTP/1.1 101 Switching Protocols | 2021-03-26 14:28:49.249 CQG WebSocket | Server header | Connection: upgrade | 2021-03-26 14:28:49.249 CQG WebSocket | Server header | Sec-WebSocket-Accept: kUZlyZDXFkvW0NT09uZdAexluMk= | 2021-03-26 14:28:49.249 CQG WebSocket | Server header | Server: WebSocket++/0.7.0 | 2021-03-26 14:28:49.249 CQG WebSocket | Server header | Upgrade: websocket | 2021-03-26 14:28:49.249 CQG WebSocket | Server header | | 2021-03-26 14:28:49.249 CQG WebSocket | Web socket state is now open. | 2021-03-26 14:28:49.249 CQG WebAPI | WebSocket connected. | 2021-03-26 14:28:49.249 CQG WebAPI | Sending market data logon message. | 2021-03-26 14:28:49.249 CQG WebAPI | Base Time: 2021-03-14T19:00:41. 2021-03-14 19:00:41 | 2021-03-26 14:28:49.826 CQG WebAPI | Logon successful. Session Token = 3rX1Llbbx7Sfz0p9BWMu+qVgIXOa2v3ITw6WaZoBLT4VtUFAlWuVy0FhtR6W1VpJWlU6pIZ5WfJ | 2021-03-26 14:28:49.826 CQG WebAPI | Connected to server complete. | 2021-03-26 14:28:49.826 Triggering next historical data download in queue. | 2021-03-26 14:28:49.826 Triggering next historical data download in queue. | 2021-03-26 14:28:49.826 Triggering next historical data download in queue. | 2021-03-26 14:28:49.826 Triggering next historical data download in queue. | 2021-03-26 14:28:49.826 Subscribing to symbol for symbol alert. F.US.TYAM21 | 2021-03-26 14:28:49.826 CQG WebAPI | Starting real-time market data updates for: F.US.TYAM21. ID: 1 Service code: cqg | 2021-03-26 14:28:49.826 CQG WebAPI | Sending symbol resolution request for F.US.TYAM21. ID: 82674 | 2021-03-26 14:28:49.826 CQG WebAPI | Requesting security definition data for: F.US.TYAM21. ID: 1 | 2021-03-26 14:28:49.826 Updated verified funded futures trading account ending date to: 2021-04-25 18:28:49 | 2021-03-26 14:28:49.828 CQG WebAPI | Sending Trade Accounts request message. | 2021-03-26 14:28:49.828 No download requests in the queue to start downloads for. | 2021-03-26 14:28:49.828 No download requests in the queue to start downloads for. | 2021-03-26 14:28:49.828 No download requests in the queue to start downloads for. | 2021-03-26 14:28:49.828 No download requests in the queue to start downloads for. | 2021-03-26 14:28:49.828 CQG WebAPI | Brokerage name: AMP. Account Name: 139074 | 2021-03-26 14:28:49.900 CQG WebAPI | Sending collateral subscribe request. | 2021-03-26 14:28:49.900 CQG WebAPI | Received symbol resolution report for symbol F.US.TYAM21. Search Symbol: F.US.TYAM21. Request ID: 82674. Contract ID: 1. | 2021-03-26 14:28:49.917 CQG WebAPI | Requesting market data for F.US.TYAM21 | 2021-03-26 14:28:49.917 CQG WebAPI | Market data subscription for F.US.TYAM21 was unsuccessful. Text: Real-time data for instrument F.US.TYA (corresponding to ID = 1) are not allowed. | 2021-03-26 14:28:49.990 Symbol Error - F.US.TYAM21 is unknown, unavailable, or improperly formatted. Real-time data for instrument F.US.TYA (corresponding to ID = 1) are not allowed. | 2021-03-26 14:28:49.990 CQG WebAPI | Sending positions subscribe request. RequestID: 82677 | 2021-03-26 14:28:54.816 CQG WebAPI | Sending orders subscribe request. RequestID=82678 | 2021-03-26 14:28:54.816 F.US.EPM21 1 Min #1 | Reloading chart. | 2021-03-26 14:29:33.668 F.US.EPM21 1 Min #1 | Currently no data in file to display. Will start historical data download and real-time updates. File: D:\SierraChart\Data\F.US.EPM21.scid | 2021-03-26 14:29:33.676 CQG WebAPI | Starting real-time market data updates for: F.US.EPM21. ID: 2 Service code: cqg | 2021-03-26 14:29:34.173 CQG WebAPI | Sending symbol resolution request for F.US.EPM21. ID: 82679 | 2021-03-26 14:29:34.173 CQG WebAPI | Requesting security definition data for: F.US.EPM21. ID: 2 | 2021-03-26 14:29:34.173 CQG WebAPI | Using primary service for historical data for F.US.EPM21 | 2021-03-26 14:29:34.173 Starting DelayedDownloadMonitoringTimer | 2021-03-26 14:29:34.173 Starting HDTimeoutTimer | 2021-03-26 14:29:34.173 Added historical Intraday data request for F.US.EPM21 to the queue. | 2021-03-26 14:29:34.173 Intraday data recording state for symbol F.US.EPM21 is set to download 'Pending'. | 2021-03-26 14:29:34.173 Triggering next historical data download in queue. | 2021-03-26 14:29:34.173 Delaying start of download for F.US.EPM21 | 2021-03-26 14:29:34.173 CQG WebAPI | Received symbol resolution report for symbol F.US.EPM21. Search Symbol: F.US.EPM21. Request ID: 82679. Contract ID: 2. | 2021-03-26 14:29:34.202 CQG WebAPI | Requesting market data for F.US.EPM21 | 2021-03-26 14:29:34.202 CQG WebAPI | Market data subscription for F.US.EPM21 was unsuccessful. Text: Real-time data for instrument F.US.EP (corresponding to ID = 2) are not allowed. | 2021-03-26 14:29:34.271 Symbol Error - F.US.EPM21 is unknown, unavailable, or improperly formatted. Real-time data for instrument F.US.EP (corresponding to ID = 2) are not allowed. | 2021-03-26 14:29:34.271 HD Request # 1 | Downloading Intraday chart data for F.US.EPM21 to the file F.US.EPM21.scid. Service: cqg | 2021-03-26 14:29:35.171 HD Request # 1 | Performing multistage download. Downloading Minute data first. | 2021-03-26 14:29:35.171 HD Request # 1 | Download start date-time: 2020-09-21 14:29:35.000000. File last date-time: 00:00:00.000000 | 2021-03-26 14:29:35.171 HD Request # 1 | Disabling Intraday chart updating for symbol. | 2021-03-26 14:29:35.171 HD Request # 1 | Requesting historical Minute data. | 2021-03-26 14:29:35.171 HD Request # 1 | Error downloading historical Intraday data for F.US.EPM21. End Of Day data is not allowed for given data type. | 2021-03-26 14:29:35.239 HD Request # 1 | Received 0 records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds) and wrote 0 records for F.US.EPM21 | 2021-03-26 14:29:35.240 HD Request # 1 | Completion time: 0s | 2021-03-26 14:29:35.240 HD Request # 1 | Intraday data download complete for F.US.EPM21. Unique request ID: 1 | 2021-03-26 14:29:35.240 Added historical Intraday data request for F.US.EPM21 to the queue. | 2021-03-26 14:29:35.240 Triggering next historical data download in queue. | 2021-03-26 14:29:35.240 HD Request # 2 | Downloading Intraday chart data for F.US.EPM21 to the file F.US.EPM21.scid. Service: cqg | 2021-03-26 14:29:35.240 HD Request # 2 | Rounding start date-time down to the minute: 2020-09-21 14:29:00.000 | 2021-03-26 14:29:35.240 HD Request # 2 | Download start date-time: 2020-09-21 14:29:00.000000. File last date-time: 00:00:00.000000 | 2021-03-26 14:29:35.240 HD Request # 2 | Requesting historical Tick data. | 2021-03-26 14:29:35.240 HD Request # 2 | Error downloading historical Intraday data for F.US.EPM21. End Of Day data is not allowed for given data type. Result=103. Num Quotes=0 | 2021-03-26 14:29:35.310 HD Request # 2 | Received 0 records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds) and wrote 0 records for F.US.EPM21 | 2021-03-26 14:29:35.310 HD Request # 2 | Add time&sales data | Remembered last file record date-time: 00:00:00.000000 | 2021-03-26 14:29:35.311 HD Request # 2 | Completion time: 0s | 2021-03-26 14:29:35.311 HD Request # 2 | Intraday data download complete for F.US.EPM21. Unique request ID: 1 | 2021-03-26 14:29:35.311 Removing historical data download ID 1. | 2021-03-26 14:29:35.311 Real-time Intraday chart data file updates started for F.US.EPM21 | 2021-03-26 14:29:35.311 Opened cached Intraday file: D:\SierraChart\Data\F.US.EPM21.scid. Thread ID: 15540 | 2021-03-26 14:29:35.311 Intraday chart data file opened for F.US.EPM21 | 2021-03-26 14:29:35.311 HD Request # 2 | Enabling Intraday chart updating for symbol. | 2021-03-26 14:29:35.311 Triggering next historical data download in queue. | 2021-03-26 14:29:35.311 No download requests in the queue to start downloads for. | 2021-03-26 14:29:35.311 ================ |
| [2021-03-26 19:00:20] |
| |
|
You need to enable this setting as the documentation explains: Data/Trade Service Settings: Allow Support for Sierra Chart Data Feeds (Global Settings >> Data/Trade Service Settings >> Common Settings >> Common Other Settings) (Allow Support for Sierra Chart Data Feeds) 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: 2021-03-26 19:00:32
|
| [2021-03-26 19:50:42] |
| Seeptrade - Posts: 3 |
|
That solved the problem. Thank you very much!
|
| [2021-04-23 12:17:36] |
| User495734 - Posts: 41 |
|
Hi, im facing the same issue, i tried allowing the supporting sierra chart data feed but it doesnt fix the issue. i was previously using ampfutures and was wondering if this had anything to do with the transition to direct billing
|
 Capture.PNG / V - Attached On 2021-04-23 12:15:07 UTC - Size: 63.04 KB - 219 views Attachment Deleted. |
| [2021-04-23 13:45:35] |
| John - SC Support - Posts: 38172 |
|
User495734 (post #6): Your issue is that your exchange selection did not renew on April 1, 2021 since you did not have enough funds in your account at that time. To remedy the issue, you will need to add funds to your account (the cost of the exchange is $31.25). You can do this from this page: https://www.sierrachart.com/UserControlPanel.php?page=AddAccountCredit Then go to the following page and scroll down to the bottom and you can reactivate the same exchange you were using previously by selecting the button that states "Reactivate Exchange" to the right of the deactivated exchange. https://www.sierrachart.com/UserControlPanel.php?page=RecurringServices Just be aware that the exchange fees are not pro-rated, so if you reactivate the exchange now, you will pay the $31.25 for the remainder of April and then have to pay $31.25 again on May 1 for the month of May. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-05-03 02:15:12] |
| User495734 - Posts: 41 |
|
Hi, That solved my issue the previous time thanks. so this fee will have to be incurred every month? unrelated issue but do you guys have any other cheaper brokers than ampfutures? for gold and snp 500 futures |
| [2021-05-03 13:50:14] |
| John - SC Support - Posts: 38172 |
|
so this fee will have to be incurred every month
Yes, the exchange fees are only billed monthly on the first day of each month. unrelated issue but do you guys have any other cheaper brokers than ampfutures? for gold and snp 500 futures
We do not keep track of this, nor do we make recommendations. All we can tell you is that if you want to look around and you want to stay with Sierra Chart, then you would need to find a broker that supports one of the trading services that we support. You will find the list of trading services here: Supported Data and Trading Services: Supported Services You can also find a list of brokers that specifically support the Sierra Chart Futures Order Routing Service at Step #2 of the Setup Instructions for that service here: https://www.sierrachart.com/index.php?page=doc/SierraChartOrderRoutingServiceWithData.php#SetupInstructions For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
To post a message in this thread, you need to log in with your Sierra Chart account: