Support Board
Date/Time: Wed, 26 Feb 2025 07:20:02 +0000
Fees associated with Sierra Chart
View Count: 1029
| [2021-04-29 15:55:17] |
| User818268 - Posts: 10 |
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I am trying to setup Sierra Charts for the first time. I would like to use the Sierra Chart Futures Routing Service with Data. I have an account with Phillip Capital linked to a Ninjatrader account. Can I link this to Sierra Charts also? I would like to use non-professional CME with market depth. I would like to use the TPO market profile. I would like the Service Package 11 or Service Package 10 if it includes TPO profile. Could you tell me if I left anything out that I need or if any of this is redundant or a cheaper alternative, please? Thank you
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| [2021-04-29 16:40:50] |
| John - SC Support - Posts: 38172 |
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You have all the right ideas. You will need to be on Package 11 in order to get the Denali data and have access to the TPO profiles. Also, you will need to ensure that you are able to be setup with the Sierra Chart Order Routing Service. Phillip Capital does have the ability to do this, but you need to make sure that NinjaTrader can get it setup. Once you have the account setup, then follow these instructions to get the Sierra Chart Order Routing Service setup: https://www.sierrachart.com/index.php?page=doc/SierraChartOrderRoutingServiceWithData.php#SetupInstructions Within those instructions is the link to the instructions to setup the data. So just follow through step-by-step and you will be fine. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-04-29 17:38:01] |
| User818268 - Posts: 10 |
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What does Ninjatrader have to do?
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| [2021-04-29 17:58:31] |
| John - SC Support - Posts: 38172 |
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You stated that you have an account with NinjaTrader who is then using Phillip Capital for their Futures Commission Merchant. You need to ensure that NinjaTrader can setup an account with Phillip Capital using TT (the Sierra Chart Order Routing Service).
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-04-29 18:37:18] |
| User818268 - Posts: 10 |
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If Ninjatrader can't, what are my options?
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| [2021-04-29 18:57:39] |
| John - SC Support - Posts: 38172 |
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If you want to stay with NinjaTrader, then you can probably get setup with CQG for the order routing. Refer to the following: CQG Trading Platform Service Otherwise, you would have to find a different broker if you wanted to stay with Sierra Chart. If you really want to use the Sierra Chart Order Routing Service, then refer to the partial list of brokers at Step #2 here: https://www.sierrachart.com/index.php?page=doc/SierraChartOrderRoutingServiceWithData.php#SetupInstructions But check with Ninja Trader first. We really do not know whether they can do it or not. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-05-05 16:40:31] |
| User818268 - Posts: 10 |
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I spoke to Ninjatrader and they said Sierra Chart only uses CQG. No TT
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| [2021-05-05 18:36:33] |
| John - SC Support - Posts: 38172 |
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If you want to stay with your current broker then you would follow these instructions: CQG Trading Platform Service: Setup Instructions For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-05-11 16:43:10] |
| User818268 - Posts: 10 |
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I have my Phillip Capital account linked to Sierra Chart. I have Service Package 11 setup. But it looks like I have delayed data on the TPO charts and DOM. What am I missing?
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| [2021-05-12 13:38:20] |
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This is because you do not have any exchanges active. You can do that from here: https://www.sierrachart.com/UserControlPanel.php?page=ServicesActivation#DenaliExchangeDataFeed 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 |
| [2021-05-12 14:21:54] |
| User818268 - Posts: 10 |
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I pay for an exchange thru Ninjatrader. Can I use that?
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| [2021-05-12 14:48:58] |
| User818268 - Posts: 10 |
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I chose exchange data, filled out the certification, and agreement. I still have delayed data.
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| [2021-05-12 15:47:36] |
| John - SC Support - Posts: 38172 |
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Everything on your account looks good. The one thing we want to point out is that you activated the following exchange: - CME with Market Depth for nonprofessional Trading accounts Therefore, if you are opening a chart for a symbol that does not trade on the CME exchange, then that data will be delayed (such as Gold (GC) that is traded on the COMEX exchange). If you have a chart for a symbol that is traded on the CME exchange and are getting delayed data, then we need to get your Message Log by 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 |
| [2021-05-12 16:15:24] |
| User818268 - Posts: 10 |
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Software version: 2250 64-bit | 2021-05-12 16:07:49.987 Primary Thread ID: 10640 | 2021-05-12 16:07:49.987 Usage end date: 2021-06-11 | 2021-05-12 16:07:49.987 Enabled for: Advanced Features 2. | 2021-05-12 16:07:49.987 Enabled for: Sierra Chart Historical Data Service. | 2021-05-12 16:07:49.987 Enabled for: Denali Real-Time Exchange Data Feed. | 2021-05-12 16:07:49.987 Enabled for: Delayed Denali Exchange Data Feed. | 2021-05-12 16:07:49.987 Enabled for exchange2: CME | 2021-05-12 16:07:49.987 Allow Support for Sierra Chart Data Feeds is enabled. | 2021-05-12 16:07:49.987 Current selected Data/Trading service: CQG WebAPI | 2021-05-12 16:07:49.987 Custom symbol settings values: enabled | 2021-05-12 16:07:49.987 Chart Update Interval: 500 | 2021-05-12 16:07:49.987 Intraday Data Storage Time Unit: 1 | 2021-05-12 16:07:49.987 Time Zone: +00:00:00 (UTC+00) | 2021-05-12 16:07:49.987 2021-05-12 16:07:49 Local computer time in UTC | 2021-05-12 16:07:49.987 2021-05-12 16:07:49 Local computer time in SC Time Zone | 2021-05-12 16:07:49.987 2021-05-12 16:03:55 Server time in UTC | 2021-05-12 16:07:49.987 Local computer UTC time and Server UTC time difference: 0 seconds. | 2021-05-12 16:07:49.987 Program path: C:\SierraChart\ | 2021-05-12 16:07:49.987 Data Files path: C:\SierraChart\Data\ | 2021-05-12 16:07:49.987 OS Version Number: 10.0 | 2021-05-12 16:07:49.988 Locale Setting: C | 2021-05-12 16:07:49.988 DLLs: UserContributedStudies_64.dll | 2021-05-12 16:07:49.988 Allowed protected custom studies: | 2021-05-12 16:07:49.988 File >> Disconnect selected. | 2021-05-12 16:10:52.710 Canceling queued historical data download request for F.US.EPU20 Intraday data. | 2021-05-12 16:10:52.710 Removing historical data download ID 3. | 2021-05-12 16:10:52.710 Mapping F.US.EPU20 to ESU20. Service code: cme | 2021-05-12 16:10:52.710 Canceling queued historical data download request for F.US.EPZ20 Intraday data. | 2021-05-12 16:10:52.711 Removing historical data download ID 4. | 2021-05-12 16:10:52.711 Canceling queued historical data download request for F.US.EPH21 Intraday data. | 2021-05-12 16:10:52.711 Removing historical data download ID 5. | 2021-05-12 16:10:52.711 Mapping F.US.EPH21 to ESH21. Service code: cme | 2021-05-12 16:10:52.711 Canceling queued historical data download request for F.US.M2KH20 Intraday data. | 2021-05-12 16:10:52.711 Removing historical data download ID 7. | 2021-05-12 16:10:52.711 Mapping F.US.M2KH20 to M2KH20. Service code: cme | 2021-05-12 16:10:52.711 Canceling queued historical data download request for F.US.M2KM20 Intraday data. | 2021-05-12 16:10:52.711 Removing historical data download ID 8. | 2021-05-12 16:10:52.711 Mapping F.US.M2KM20 to M2KM20. Service code: cme | 2021-05-12 16:10:52.711 Canceling queued historical data download request for F.US.M2KU20 Intraday data. | 2021-05-12 16:10:52.711 Removing historical data download ID 9. | 2021-05-12 16:10:52.711 Mapping F.US.M2KU20 to M2KU20. Service code: cme | 2021-05-12 16:10:52.711 Canceling queued historical data download request for F.US.M2KZ20 Intraday data. | 2021-05-12 16:10:52.711 Removing historical data download ID 10. | 2021-05-12 16:10:52.711 Mapping F.US.M2KZ20 to M2KZ20. Service code: cme | 2021-05-12 16:10:52.711 Canceling queued historical data download request for F.US.M2KH21 Intraday data. | 2021-05-12 16:10:52.711 Removing historical data download ID 11. | 2021-05-12 16:10:52.711 Mapping F.US.M2KH21 to M2KH21. Service code: cme | 2021-05-12 16:10:52.711 Canceling queued historical data download request for F.US.EPM21 Intraday data. | 2021-05-12 16:10:52.711 Removing historical data download ID 12. | 2021-05-12 16:10:52.711 Canceling queued historical data download request for F.US.ENQM21 Intraday data. | 2021-05-12 16:10:52.711 Removing historical data download ID 14. | 2021-05-12 16:10:52.711 Canceling queued historical data download request for F.US.M2KM21 Intraday data. | 2021-05-12 16:10:52.711 Removing historical data download ID 15. | 2021-05-12 16:10:52.711 Canceling queued historical data download request for F.US.MNQM21 Intraday data. | 2021-05-12 16:10:52.711 Removing historical data download ID 16. | 2021-05-12 16:10:52.711 Canceling queued historical data download request for F.US.MESM21 Intraday data. | 2021-05-12 16:10:52.711 Removing historical data download ID 19. | 2021-05-12 16:10:52.711 HD Request # 9 | Active download canceled. | 2021-05-12 16:10:52.711 Historical data download thread signaled to stop. | 2021-05-12 16:10:52.712 Socket (2) | CloseSocket call. | 2021-05-12 16:10:52.712 Socket (2) | Shutdown started. Waiting for graceful close. | 2021-05-12 16:10:52.712 HD Request # 9 | Received 47276551 records from 2020-02-26 00:01:28.000000 to 2020-05-04 16:10:15.008000 (68.7 days) and wrote 47276551 records for F.US.EPM20 | 2021-05-12 16:10:52.730 HD Request # 9 | Completion time: 4m 42s | 2021-05-12 16:10:52.731 HD Request # 9 | Intraday data download complete for F.US.EPM20. Unique request ID: 2 | 2021-05-12 16:10:52.731 Removing historical data download ID 2. | 2021-05-12 16:10:52.731 HD Request # 9 | Enabling Intraday chart updating for symbol. | 2021-05-12 16:10:52.731 Triggering next historical data download in queue. | 2021-05-12 16:10:52.731 CQG WebAPI | Sending Web API Logoff message. | 2021-05-12 16:10:52.787 CQG WebSocket socket (1) | CloseSocket call. | 2021-05-12 16:10:52.787 CQG WebSocket socket (1) | Max send buffers used during socket life: 4 | 2021-05-12 16:10:52.787 CQG WebSocket socket (1) | Max send buffer size during socket life: 309 | 2021-05-12 16:10:52.787 CQG WebSocket | WebSocket closed. | 2021-05-12 16:10:52.787 CQG WebAPI | WebSocket closed. | 2021-05-12 16:10:52.787 CQG WebSocket socket (1) | Write in progress. Shutdown being delayed. PendingSize=0 | 2021-05-12 16:10:52.787 SC Data - All Services | Waiting for socket receive thread to end | 2021-05-12 16:10:52.787 DTC Client socket (4) | CloseSocket call. | 2021-05-12 16:10:52.787 DTC Client socket (4) | Shutdown started. Waiting for graceful close. | 2021-05-12 16:10:52.787 SC Data - All Services | Disconnected from the server. | 2021-05-12 16:10:52.787 CQG WebAPI | Disconnected. | 2021-05-12 16:10:52.787 No download requests in the queue to start downloads for. | 2021-05-12 16:10:52.788 CQG WebSocket socket (1) | Write has completed. Shutdown being performed. | 2021-05-12 16:10:52.830 CQG WebSocket socket (1) | Shutdown started. Waiting for graceful close. | 2021-05-12 16:10:52.830 F.US.M2KM21 [CB] #18 | Download is complete for all contract months in chart. Proceeding with data load. | 2021-05-12 16:10:52.924 F.US.M2KM21 [CB] #18 | Reloading chart. | 2021-05-12 16:10:52.925 F.US.EPM21 [CB] #3 | Download is complete for all contract months in chart. Proceeding with data load. | 2021-05-12 16:10:52.993 F.US.EPM21 [CB] #3 | Reloading chart. | 2021-05-12 16:10:52.994 F.US.EPM21 [CB] #2 | Download is complete for all contract months in chart. Proceeding with data load. | 2021-05-12 16:10:53.151 F.US.EPM21 [CB] #2 | Reloading chart. | 2021-05-12 16:10:53.152 F.US.M2KM21 [CB] #18 | Reloading chart. | 2021-05-12 16:10:53.435 F.US.EPM21 [CB] #3 | Reloading chart. | 2021-05-12 16:10:53.656 F.US.EPM21 [CB] #2 | Reloading chart. | 2021-05-12 16:10:53.933 CQG WebAPI | Connecting to server api.cqg.com | 2021-05-12 16:11:03.871 CQG WebSocket | Connecting to WebSocket server api.cqg.com:443 | 2021-05-12 16:11:03.871 CQG WebSocket socket (3) | Creating socket. Using TLS 1.2. | 2021-05-12 16:11:03.926 CQG WebSocket socket (3) | New receive buffer size: 5242880 | 2021-05-12 16:11:03.927 CQG WebSocket socket (3) | Connecting to IP: 208.48.16.35. | 2021-05-12 16:11:03.927 CQG WebSocket | Opening WebSocket. | 2021-05-12 16:11:03.982 CQG WebSocket | Sending WebSocket handshake. | 2021-05-12 16:11:03.982 CQG WebSocket | Server header | HTTP/1.1 101 Switching Protocols | 2021-05-12 16:11:04.127 CQG WebSocket | Server header | Connection: upgrade | 2021-05-12 16:11:04.127 CQG WebSocket | Server header | Sec-WebSocket-Accept: TPKgUodrvl51cqEDaZcGi4R8Rfs= | 2021-05-12 16:11:04.127 CQG WebSocket | Server header | Server: WebSocket++/0.7.0 | 2021-05-12 16:11:04.127 CQG WebSocket | Server header | Upgrade: websocket | 2021-05-12 16:11:04.127 CQG WebSocket | Server header | | 2021-05-12 16:11:04.127 CQG WebSocket | Web socket state is now open. | 2021-05-12 16:11:04.127 CQG WebAPI | WebSocket connected. | 2021-05-12 16:11:04.127 CQG WebAPI | Sending market data logon message. | 2021-05-12 16:11:04.127 CQG WebAPI | Base Time: 2021-05-10T22:07:19. 2021-05-10 22:07:19 | 2021-05-12 16:11:04.277 CQG WebAPI | Logon successful. Session Token = ftSbOg8GQddniLLYxXEDowE9lQcLzJxDV1PQWwH+EYwuSXip8dfo9dUGMAq5oivPWzNYNy7sftI | 2021-05-12 16:11:04.277 CQG WebAPI | Connected to server complete. | 2021-05-12 16:11:04.277 Triggering next historical data download in queue. | 2021-05-12 16:11:04.278 Triggering next historical data download in queue. | 2021-05-12 16:11:04.278 Triggering next historical data download in queue. | 2021-05-12 16:11:04.278 Triggering next historical data download in queue. | 2021-05-12 16:11:04.278 Updated verified funded futures trading account ending date to: 2021-06-11 16:11:04 | 2021-05-12 16:11:04.278 CQG WebAPI | Sending Trade Accounts request message. | 2021-05-12 16:11:04.312 No download requests in the queue to start downloads for. | 2021-05-12 16:11:04.312 No download requests in the queue to start downloads for. | 2021-05-12 16:11:04.312 No download requests in the queue to start downloads for. | 2021-05-12 16:11:04.312 No download requests in the queue to start downloads for. | 2021-05-12 16:11:04.312 CQG WebAPI | Brokerage name: PhillipNTB. Account Name: George S. Wood | 2021-05-12 16:11:04.404 CQG WebAPI | Sending collateral subscribe request. | 2021-05-12 16:11:04.404 Mapping F.US.MNQM21 to MNQM21. Service code: cme | 2021-05-12 16:11:04.415 SC Data - All Services | Starting real-time market data updates for: F.US.MNQM21 (MNQM21). ID: 1 Service code: cme | 2021-05-12 16:11:04.415 SC Data - All Services | Connecting to the server ds12-2.sierracharts.com. Port 443 | 2021-05-12 16:11:04.415 CQG WebAPI | Sending symbol resolution request for F.US.MNQM21. ID: 271067 | 2021-05-12 16:11:04.415 SC Data - All Services | Requesting security definition data for: F.US.MNQM21 (MNQM21). ID: 1 | 2021-05-12 16:11:04.415 Added historical Intraday data request for F.US.MNQM21 to the queue. | 2021-05-12 16:11:04.415 Intraday data recording state for symbol F.US.MNQM21 is set to download 'Pending'. | 2021-05-12 16:11:04.415 Triggering next historical data download in queue. | 2021-05-12 16:11:04.415 Delaying start of download for F.US.MNQM21 | 2021-05-12 16:11:04.416 Mapping F.US.EPZ20 to ESZ20. Service code: cme | 2021-05-12 16:11:04.418 SC Data - All Services | Starting real-time market data updates for: F.US.EPZ20 (ESZ20). ID: 2 Service code: cme | 2021-05-12 16:11:04.419 CQG WebAPI | Sending symbol resolution request for F.US.EPZ20. ID: 271068 | 2021-05-12 16:11:04.419 SC Data - All Services | Requesting security definition data for: F.US.EPZ20 (ESZ20). ID: 2 | 2021-05-12 16:11:04.419 Requesting market depth updates for: F.US.EPZ20 if supported. | 2021-05-12 16:11:04.419 Separate subscription for market depth updates not supported. F.US.EPZ20 | 2021-05-12 16:11:04.419 Added historical Intraday data request for F.US.EPZ20 to the queue. | 2021-05-12 16:11:04.419 Intraday data recording state for symbol F.US.EPZ20 is set to download 'Pending'. | 2021-05-12 16:11:04.419 Triggering next historical data download in queue. | 2021-05-12 16:11:04.419 Mapping F.US.ENQM21 to NQM21. Service code: cme | 2021-05-12 16:11:04.426 SC Data - All Services | Starting real-time market data updates for: F.US.ENQM21 (NQM21). ID: 3 Service code: cme | 2021-05-12 16:11:04.426 CQG WebAPI | Sending symbol resolution request for F.US.ENQM21. ID: 271069 | 2021-05-12 16:11:04.426 SC Data - All Services | Requesting security definition data for: F.US.ENQM21 (NQM21). ID: 3 | 2021-05-12 16:11:04.426 Added historical Intraday data request for F.US.ENQM21 to the queue. | 2021-05-12 16:11:04.426 Intraday data recording state for symbol F.US.ENQM21 is set to download 'Pending'. | 2021-05-12 16:11:04.426 Triggering next historical data download in queue. | 2021-05-12 16:11:04.426 DTC Client socket (5) | Creating socket. | 2021-05-12 16:11:04.465 DTC Client socket (5) | New receive buffer size: 5242880 | 2021-05-12 16:11:04.465 DTC Client socket (5) | Connecting to IP: 204.15.197.13. | 2021-05-12 16:11:04.465 Mapping F.US.EPM21 to ESM21. Service code: cme | 2021-05-12 16:11:04.489 SC Data - All Services | Starting real-time market data updates for: F.US.EPM21 (ESM21). ID: 4 Service code: cme | 2021-05-12 16:11:04.489 CQG WebAPI | Sending symbol resolution request for F.US.EPM21. ID: 271070 | 2021-05-12 16:11:04.489 SC Data - All Services | Requesting security definition data for: F.US.EPM21 (ESM21). ID: 4 | 2021-05-12 16:11:04.489 Added historical Intraday data request for F.US.EPM21 to the queue. | 2021-05-12 16:11:04.489 Intraday data recording state for symbol F.US.EPM21 is set to download 'Pending'. | 2021-05-12 16:11:04.489 Triggering next historical data download in queue. | 2021-05-12 16:11:04.489 CQG WebAPI | Received symbol resolution report for symbol F.US.MNQM21. Search Symbol: F.US.MNQM21. Request ID: 271067. Contract ID: 1. | 2021-05-12 16:11:04.493 CQG WebAPI | Received message: Requested symbol was not found. | 2021-05-12 16:11:04.493 Symbol Error - F.US.EPZ20 is unknown, unavailable, or improperly formatted. Requested symbol was not found. | 2021-05-12 16:11:04.493 CQG WebAPI | Received symbol resolution report for symbol F.US.ENQM21. Search Symbol: F.US.ENQM21. Request ID: 271069. Contract ID: 2. | 2021-05-12 16:11:04.520 Mapping F.US.M2KM21 to M2KM21. Service code: cme | 2021-05-12 16:11:04.528 SC Data - All Services | Starting real-time market data updates for: F.US.M2KM21 (M2KM21). ID: 5 Service code: cme | 2021-05-12 16:11:04.528 CQG WebAPI | Sending symbol resolution request for F.US.M2KM21. ID: 271071 | 2021-05-12 16:11:04.529 SC Data - All Services | Requesting security definition data for: F.US.M2KM21 (M2KM21). ID: 5 | 2021-05-12 16:11:04.529 Added historical Intraday data request for F.US.M2KM21 to the queue. | 2021-05-12 16:11:04.529 Intraday data recording state for symbol F.US.M2KM21 is set to download 'Pending'. | 2021-05-12 16:11:04.529 Triggering next historical data download in queue. | 2021-05-12 16:11:04.529 SC Data - All Services | Network connection to server complete. | 2021-05-12 16:11:04.532 SC Data - All Services | Starting socket receive thread. | 2021-05-12 16:11:04.532 SC Data - All Services | Sending encoding request to server: Binary VLS. Compression: standard | 2021-05-12 16:11:04.532 CQG WebAPI | Received symbol resolution report for symbol F.US.EPM21. Search Symbol: F.US.EPM21. Request ID: 271070. Contract ID: 3. | 2021-05-12 16:11:04.532 CQG WebAPI | Received symbol resolution report for symbol F.US.M2KM21. Search Symbol: F.US.M2KM21. Request ID: 271071. Contract ID: 4. | 2021-05-12 16:11:04.573 SC Data - All Services | Setting DTC encoding to Binary VLS | 2021-05-12 16:11:04.614 SC Data - All Services | Sending logon request message. | 2021-05-12 16:11:04.614 SC Data - All Services | Received logon response. | 2021-05-12 16:11:04.687 SC Data - All Services | Server Name: SC Real-Time Server. | 2021-05-12 16:11:04.687 SC Data - All Services | Server protocol version: 8. Client protocol version: 8 | 2021-05-12 16:11:04.687 SC Data - All Services | Logon error received from server: Maximum connections reached. | 2021-05-12 16:11:04.687 SC Data - All Services | Waiting for socket receive thread to end | 2021-05-12 16:11:04.687 DTC Client socket (5) | CloseSocket call. | 2021-05-12 16:11:04.688 DTC Client socket (5) | Shutdown started. Waiting for graceful close. | 2021-05-12 16:11:04.688 SC Data - All Services | Disconnected from the server. | 2021-05-12 16:11:04.688 SC Data - All Services | Data feed disconnected. Will reconnect in 2 seconds. | 2021-05-12 16:11:04.688 CQG WebAPI | Starting real-time market data updates for: $VIX. ID: 6 Service code: cboe.index | 2021-05-12 16:11:04.692 CQG WebAPI | Sending symbol resolution request for $VIX. ID: 271072 | 2021-05-12 16:11:04.693 CQG WebAPI | Requesting security definition data for: $VIX. ID: 6 | 2021-05-12 16:11:04.693 Mapping F.US.MESM21 to MESM21. Service code: cme | 2021-05-12 16:11:04.693 SC Data - All Services | Starting real-time market data updates for: F.US.MESM21 (MESM21). ID: 7 Service code: cme | 2021-05-12 16:11:04.693 CQG WebAPI | Sending symbol resolution request for F.US.MESM21. ID: 271073 | 2021-05-12 16:11:04.693 SC Data - All Services | Requesting security definition data for: F.US.MESM21 (MESM21). ID: 7 | 2021-05-12 16:11:04.693 Added historical Intraday data request for F.US.MESM21 to the queue. | 2021-05-12 16:11:04.693 Intraday data recording state for symbol F.US.MESM21 is set to download 'Pending'. | 2021-05-12 16:11:04.693 Triggering next historical data download in queue. | 2021-05-12 16:11:04.693 DTC Client socket (5) | Socket gracefully closed by remote side. | 2021-05-12 16:11:04.751 DTC Client socket (5) | Closed. | 2021-05-12 16:11:04.751 CQG WebAPI | Received symbol resolution report for symbol F.US.MESM21. Search Symbol: F.US.MESM21. Request ID: 271073. Contract ID: 5. | 2021-05-12 16:11:04.757 CQG WebAPI | Received message: Requested symbol was not found. | 2021-05-12 16:11:04.759 Symbol Error - $VIX is unknown, unavailable, or improperly formatted. Requested symbol was not found. | 2021-05-12 16:11:04.759 SC Data - All Services | Connecting to the server ds21.sierracharts.com. Port 443 | 2021-05-12 16:11:06.691 DTC Client socket (5) | Creating socket. | 2021-05-12 16:11:06.691 DTC Client socket (5) | New receive buffer size: 5242880 | 2021-05-12 16:11:06.691 DTC Client socket (5) | Connecting to IP: 216.1.90.129. | 2021-05-12 16:11:06.691 SC Data - All Services | Network connection to server complete. | 2021-05-12 16:11:06.733 SC Data - All Services | Starting socket receive thread. | 2021-05-12 16:11:06.733 SC Data - All Services | Sending encoding request to server: Binary VLS. Compression: standard | 2021-05-12 16:11:06.734 SC Data - All Services | Setting DTC encoding to Binary VLS | 2021-05-12 16:11:06.786 SC Data - All Services | Sending logon request message. | 2021-05-12 16:11:06.786 SC Data - All Services | Received logon response. | 2021-05-12 16:11:07.534 SC Data - All Services | Server Name: SC Realtime Server. | 2021-05-12 16:11:07.534 SC Data - All Services | Server protocol version: 8. Client protocol version: 8 | 2021-05-12 16:11:07.534 SC Data - All Services | Successfully connected. | 2021-05-12 16:11:07.534 SC Data - All Services | Trading is not supported. | 2021-05-12 16:11:07.534 SC Data - All Services | Restarting real-time data updates for symbol: F.US.ENQM21 -> NQM21 | 2021-05-12 16:11:07.534 SC Data - All Services | Restarting real-time data updates for symbol: F.US.EPM21 -> ESM21 | 2021-05-12 16:11:07.534 SC Data - All Services | Restarting real-time data updates for symbol: F.US.EPZ20 -> ESZ20 | 2021-05-12 16:11:07.534 SC Data - All Services | Restarting real-time data updates for symbol: F.US.M2KM21 -> M2KM21 | 2021-05-12 16:11:07.534 SC Data - All Services | Restarting real-time data updates for symbol: F.US.MESM21 -> MESM21 | 2021-05-12 16:11:07.534 SC Data - All Services | Restarting real-time data updates for symbol: F.US.MNQM21 -> MNQM21 | 2021-05-12 16:11:07.534 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\F.US.EPZ20.2021-05-12.depth | 2021-05-12 16:11:07.660 SC Data - All Services | Received security definition for symbol F.US.ENQM21 | 2021-05-12 16:11:07.660 SC Data - All Services | Received security definition for symbol F.US.EPM21 | 2021-05-12 16:11:07.660 SC Data - All Services | Real-time data for symbol F.US.EPZ20 is currently unavailable. | 2021-05-12 16:11:07.660 SC Data - All Services | Received security definition for symbol F.US.EPZ20 | 2021-05-12 16:11:07.660 SC Data - All Services | Received security definition for symbol F.US.M2KM21 | 2021-05-12 16:11:07.660 SC Data - All Services | Received security definition for symbol F.US.MESM21 | 2021-05-12 16:11:07.660 SC Data - All Services | Received security definition for symbol F.US.MNQM21 | 2021-05-12 16:11:07.661 CQG WebAPI | Sending positions subscribe request. RequestID: 271074 | 2021-05-12 16:11:09.356 CQG WebAPI | Sending orders subscribe request. RequestID: 271075 | 2021-05-12 16:11:09.356 Requesting market depth updates for: F.US.EPM21 if supported. | 2021-05-12 16:11:09.357 Requesting market depth updates for: F.US.M2KM21 if supported. | 2021-05-12 16:11:09.357 Requesting market depth updates for: F.US.MESM21 if supported. | 2021-05-12 16:11:09.357 Requesting market depth updates for: F.US.MNQM21 if supported. | 2021-05-12 16:11:09.357 SC Data - All Services | Clearing market depth for F.US.EPM21 | 2021-05-12 16:11:09.415 SC Data - All Services | Clearing market depth for F.US.M2KM21 | 2021-05-12 16:11:09.415 SC Data - All Services | Clearing market depth for F.US.MESM21 | 2021-05-12 16:11:09.415 SC Data - All Services | Clearing market depth for F.US.MNQM21 | 2021-05-12 16:11:09.415 HD Request # 10 | Downloading Intraday chart data for F.US.MNQM21 to the file F.US.MNQM21.scid. Service: cme | 2021-05-12 16:11:12.657 HD Request # 10 | Download start date-time: 2021-05-12 14:36:23.000000. File last date-time: 2021-05-12 14:36:23.000000 | 2021-05-12 16:11:12.658 HD Request # 10 | Using server: ds23.sierracharts.com port 10150 | 2021-05-12 16:11:12.658 Socket (6) | Creating socket. | 2021-05-12 16:11:12.658 Socket (6) | New receive buffer size: 5242880 | 2021-05-12 16:11:12.658 Socket (6) | Connecting to IP: 216.1.90.130. | 2021-05-12 16:11:12.658 HD Request # 10 | Setting DTC encoding to Binary VLS | 2021-05-12 16:11:12.757 HD Request # 10 | Sending historical data logon request message. | 2021-05-12 16:11:12.757 HD Request # 10 | Requesting Intraday data. Start date-time: 2021-05-12 14:36:23. Record interval: 1. Symbol: MNQM21 | 2021-05-12 16:11:13.265 HD Request # 10 | Decompressing data. | 2021-05-12 16:11:13.328 HD Request # 10 | Receiving Intraday data for F.US.MNQM21 starting at 2021-05-12 14:36:23.081000 | 2021-05-12 16:11:13.623 Socket (6) | CloseSocket call. | 2021-05-12 16:11:13.630 Socket (6) | Shutdown started. Waiting for graceful close. | 2021-05-12 16:11:13.630 Historical data download thread signaled to stop. | 2021-05-12 16:11:13.631 HD Request # 10 | Timestamp of first Intraday data file record written: 2021-05-12 14:36:23.081000 | 2021-05-12 16:11:13.637 HD Request # 10 | Received 5689 records from 2021-05-12 14:36:23.081000 to 2021-05-12 16:11:11.031000 (94.8 minutes) and wrote 5689 records for F.US.MNQM21 | 2021-05-12 16:11:13.637 HD Request # 10 | Add time&sales data | Remembered last file record date-time: 2021-05-12 16:11:11.031000 | 2021-05-12 16:11:13.638 Added 2 Time and Sales records to Intraday data file for F.US.MNQM21 after download. | 2021-05-12 16:11:13.638 HD Request # 10 | Completion time: 1s | 2021-05-12 16:11:13.639 HD Request # 10 | Intraday data download complete for F.US.MNQM21. Unique request ID: 21 | 2021-05-12 16:11:13.639 Removing historical data download ID 21. | 2021-05-12 16:11:13.639 Real-time Intraday chart data file updates started for F.US.MNQM21 | 2021-05-12 16:11:13.639 Opened cached Intraday file: C:\SierraChart\Data\F.US.MNQM21.scid. Thread ID: 10640 | 2021-05-12 16:11:13.639 Intraday chart data file opened for F.US.MNQM21 | 2021-05-12 16:11:13.639 HD Request # 10 | Enabling Intraday chart updating for symbol. | 2021-05-12 16:11:13.639 Triggering next historical data download in queue. | 2021-05-12 16:11:13.639 HD Request # 11 | Downloading Intraday chart data for F.US.EPZ20 to the file F.US.EPZ20.scid. Service: cme | 2021-05-12 16:11:13.639 HD Request # 11 | Performing multistage download. Downloading Minute data first. | 2021-05-12 16:11:13.640 HD Request # 11 | Download start date-time: 2020-11-02 15:54:02.000000. File last date-time: 2020-11-02 15:54:02.999004 | 2021-05-12 16:11:13.640 HD Request # 11 | Disabling Intraday chart updating for symbol. | 2021-05-12 16:11:13.640 HD Request # 11 | Using server: ds21.sierracharts.com port 10149 | 2021-05-12 16:11:13.640 Socket (7) | Creating socket. | 2021-05-12 16:11:13.640 Socket (7) | New receive buffer size: 5242880 | 2021-05-12 16:11:13.640 Socket (7) | Connecting to IP: 216.1.90.129. | 2021-05-12 16:11:13.640 Socket (6) | Socket gracefully closed by remote side. | 2021-05-12 16:11:13.681 Socket (6) | Closed. | 2021-05-12 16:11:13.681 HD Request # 11 | Setting DTC encoding to Binary VLS | 2021-05-12 16:11:13.730 HD Request # 11 | Sending historical data logon request message. | 2021-05-12 16:11:13.730 HD Request # 11 | Requesting Intraday data. Start date-time: 2020-11-02 15:54:02. Record interval: 60. Symbol: ESZ20 | 2021-05-12 16:11:14.415 HD Request # 11 | Decompressing data. | 2021-05-12 16:11:14.558 HD Request # 11 | Receiving Intraday data for F.US.EPZ20 starting at 2020-11-02 15:54:02.386000 | 2021-05-12 16:11:16.610 HD Request # 11 | Timestamp of first Intraday data file record written: 2020-11-02 15:55:00.013000 | 2021-05-12 16:11:19.821 Socket (7) | CloseSocket call. | 2021-05-12 16:11:20.958 Socket (7) | Shutdown started. Waiting for graceful close. | 2021-05-12 16:11:20.958 Historical data download thread signaled to stop. | 2021-05-12 16:11:20.964 HD Request # 11 | Received 45673 records from 2020-11-02 15:54:02.386000 to 2020-12-18 14:29:00.823000 (45.9 days) and wrote 45672 records for F.US.EPZ20 | 2021-05-12 16:11:20.977 HD Request # 11 | Completion time: 7s | 2021-05-12 16:11:20.977 HD Request # 11 | Intraday data download complete for F.US.EPZ20. Unique request ID: 22 | 2021-05-12 16:11:20.977 Added historical Intraday data request for F.US.EPZ20 to the queue. | 2021-05-12 16:11:20.977 Triggering next historical data download in queue. | 2021-05-12 16:11:20.977 HD Request # 12 | Downloading Intraday chart data for F.US.EPZ20 to the file F.US.EPZ20.scid. Service: cme | 2021-05-12 16:11:20.977 HD Request # 12 | Rounding start date-time down to the minute: 2020-11-02 15:54:00.000 | 2021-05-12 16:11:20.978 HD Request # 12 | Download start date-time: 2020-11-02 15:54:00.000000. File last date-time: 00:00:00.000000 | 2021-05-12 16:11:20.978 HD Request # 12 | Using server: ds23.sierracharts.com port 10150 | 2021-05-12 16:11:20.978 Socket (6) | Creating socket. | 2021-05-12 16:11:20.978 Socket (6) | New receive buffer size: 5242880 | 2021-05-12 16:11:20.978 Socket (6) | Connecting to IP: 216.1.90.130. | 2021-05-12 16:11:20.978 Socket (7) | Socket gracefully closed by remote side. | 2021-05-12 16:11:20.996 Socket (7) | Closed. | 2021-05-12 16:11:20.996 HD Request # 12 | Setting DTC encoding to Binary VLS | 2021-05-12 16:11:21.077 HD Request # 12 | Sending historical data logon request message. | 2021-05-12 16:11:21.077 HD Request # 12 | Requesting Intraday data. Start date-time: 2020-11-02 15:54:00. Record interval: 0. Symbol: ESZ20 | 2021-05-12 16:11:21.113 HD Request # 12 | Decompressing data. | 2021-05-12 16:11:21.160 HD Request # 12 | Receiving Intraday data for F.US.EPZ20 starting at 2020-11-02 15:54:00.012000 | 2021-05-12 16:11:25.095 HD Request # 12 | Rounded first tick record Date-time down to minute: 2020-11-02 15:54:00 | 2021-05-12 16:11:25.095 HD Request # 12 | Truncated Intraday data file at 2020-11-02 15:54:00 while receiving initial tick data during multistage download. | 2021-05-12 16:11:25.096 HD Request # 12 | Date-time after truncate 2020-11-02 15:53:59 | 2021-05-12 16:11:25.096 HD Request # 12 | Timestamp of first Intraday data file record written: 2020-11-02 15:54:00.012000 | 2021-05-12 16:11:25.377 Socket (6) | New receive buffer size: 10485760 | 2021-05-12 16:11:39.400 Socket (6) | New receive buffer size: 16777216 | 2021-05-12 16:11:39.434 F.US.EPZ20[M] 1 Trades #7 | Out of order timestamps detected. Chart tool drawings and some chart studies may not function properly. Prior Date Time: 2020-12-04 10:31:03. Next Bar Date Time: 2020-11-02 16:11:08. Filename: F.US.EPZ20.scid | 2021-05-12 16:12:18.532 CQG WebSocket socket (1) | Timed out waiting for shutdown. Performing an immediate socket close. | 2021-05-12 16:13:03.795 CQG WebSocket socket (1) | Closed. | 2021-05-12 16:13:03.795 Socket (2) | Timed out waiting for shutdown. Performing an immediate socket close. | 2021-05-12 16:13:03.795 Socket (2) | Closed. | 2021-05-12 16:13:03.795 DTC Client socket (4) | Timed out waiting for shutdown. Performing an immediate socket close. | 2021-05-12 16:13:03.795 DTC Client socket (4) | Closed. | 2021-05-12 16:13:03.796 CQG WebSocket socket (1) | Deleting network socket now after delay. | 2021-05-12 16:13:33.809 Socket (2) | Deleting network socket now after delay. | 2021-05-12 16:13:33.810 DTC Client socket (4) | Deleting network socket now after delay. | 2021-05-12 16:13:33.810 |
| [2021-05-12 16:17:42] |
| User818268 - Posts: 10 |
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chart symbol F.US.EPM21
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| [2021-05-12 19:07:01] |
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There is no indication based upon this Message Log that the data is delayed for CME symbols. The real-time data feed is being connected to and there are no errors. However, you need to update to the latest version. Instructions: Software Download: Fast Update In order to solve an issue with historical data data downloading 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: 2021-05-12 19:49:41
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