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Date/Time: Thu, 27 Feb 2025 00:11:34 +0000



Volume mismatch

View Count: 574

[2021-06-04 19:01:34]
User190501 - Posts: 96
Hi Support,

I use Denali for futures and IB native data feed for stocks.
When I make a new intra-day chart for a stock , the volume matches the volume on TWS, the next chart bar updates have volume mismatch.
Edit >>Delete All Data and Download, will correct it and then the new coming bars will mismatch on SC>
Kindly advise, is this an expected behavior? my version is SC 2245

Thanks
[2021-06-06 03:51:15]
Sierra_Chart Engineering - Posts: 18576
Can you please follow the below procedures so we can identify where the historical data is coming from.

Follow the instructions here to clear the Message Log:
Message Log: Clearing the Message Log

Fully re-download the data in the chart by going to the chart and selecting "Edit >>Delete All Data and Download".

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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-06-07 15:59:15]
User190501 - Posts: 96
Thanks for steps, the following is the required message log:
*******************************************************
Software version: 2245 64-bit | 2021-06-07 11:50:45.538
Primary Thread ID: 10592 | 2021-06-07 11:50:45.538
Usage end date: 2021-06-18 | 2021-06-07 11:50:45.538
Enabled for: Sierra Chart Historical Data Service. | 2021-06-07 11:50:45.538
Enabled for: Denali Real-Time Exchange Data Feed. | 2021-06-07 11:50:45.538
Enabled for: Delayed Denali Exchange Data Feed. | 2021-06-07 11:50:45.538
Enabled for exchange2: CME (Trading Account Required) | 2021-06-07 11:50:45.538
Enabled for exchange2: CBOT (Trading Account Required) | 2021-06-07 11:50:45.538
Enabled for exchange2: COMEX (Trading Account Required) | 2021-06-07 11:50:45.538
Enabled for exchange2: NYMEX (Trading Account Required) | 2021-06-07 11:50:45.538
Allow Support for Sierra Chart Data Feeds is enabled. | 2021-06-07 11:50:45.538
Current selected Data/Trading service: Interactive Brokers | 2021-06-07 11:50:45.538
Custom symbol settings values: enabled | 2021-06-07 11:50:45.538
Chart Update Interval: 500 | 2021-06-07 11:50:45.538
Intraday Data Storage Time Unit: 0 | 2021-06-07 11:50:45.538
Time Zone: -04:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2021-06-07 11:50:45.538
2021-06-07 15:50:45 Local computer time in UTC | 2021-06-07 11:50:45.538
2021-06-07 11:50:45 Local computer time in SC Time Zone | 2021-06-07 11:50:45.538
2021-06-04 00:05:13 Server time in UTC | 2021-06-07 11:50:45.538
Local computer UTC time and Server UTC time difference: 1 seconds. | 2021-06-07 11:50:45.538
Program path: C:\SierraChart\ | 2021-06-07 11:50:45.538
Data Files path: C:\SierraChart\Data\ | 2021-06-07 11:50:45.538
OS Version Number: 10.0 | 2021-06-07 11:50:45.538
Locale Setting: C | 2021-06-07 11:50:45.538
DLLs: DelimitedLevels_64.dll, DT_LocalsSuiteFeb04_64.dll, DT_LocalsSuiteMar06_64.dll, DT_LocalsSuiteMar18_64.dll, DT_LocalsSuiteMar23_64.dll, DT_LocalsSuiteMay07_64.dll, DT_LocalsSuiteMay13_64.dll, DT_LocalsSuite_2158_64.dll, DT_LocalsSuite_64.dll, OFtenIndicatorSuite.dll, OFtenIndicatorSuite20200316_64.dll, OFtenIndicatorSuite_2158_64.dll, OFtenIndicatorSuite_64.dll, OrderFlowImbalance_2158_64.dll, PRC1_2158_64.dll, PRC1_64.dll, UserContributedStudies_64.dll | 2021-06-07 11:50:45.539
Allowed protected custom studies: DT_LocalsSuite, OFtenIndicatorSuite, OFten_Indicators | 2021-06-07 11:50:45.539

Socket (8) | CloseSocket call. | 2021-06-07 11:50:51.526
Socket (8) | Shutdown started. Waiting for graceful close. | 2021-06-07 11:50:51.526
Historical data download thread signaled to stop. | 2021-06-07 11:50:51.537
HD Request # 227 | Received 5310959 records from 2021-05-19 06:34:25.915000 to 2021-06-07 11:50:48.085000 (19.2 days) and wrote 5310945 records for MES-202106-GLOBEX-USD | 2021-06-07 11:50:51.538
HD Request # 227 | Completion time: 12s | 2021-06-07 11:50:51.538
HD Request # 227 | Intraday data download complete for MES-202106-GLOBEX-USD. Unique request ID: 165 | 2021-06-07 11:50:51.538
Removing historical data download ID 165. | 2021-06-07 11:50:51.538
Real-time Intraday chart data file updates started for MES-202106-GLOBEX-USD | 2021-06-07 11:50:51.538
Intraday chart data file opened for MES-202106-GLOBEX-USD | 2021-06-07 11:50:51.538
HD Request # 227 | Enabling Intraday chart updating for symbol. | 2021-06-07 11:50:51.538

Triggering next historical data download in queue. | 2021-06-07 11:50:51.538
No download requests in the queue to start downloads for. | 2021-06-07 11:50:51.538
Socket (8) | Socket gracefully closed by remote side. | 2021-06-07 11:50:51.581
Socket (8) | Closed. | 2021-06-07 11:50:51.581
Opened cached Intraday file: C:\SierraChart\Data\MES-202106-GLOBEX-USD.scid. Thread ID: 25512 | 2021-06-07 11:50:53.642
Interactive Brokers | Using primary service for historical data for AMD | 2021-06-07 11:51:03.184
Added historical Intraday data request for AMD to the queue. | 2021-06-07 11:51:03.184
Intraday data recording state for symbol AMD is set to download 'Pending'. | 2021-06-07 11:51:03.184
Triggering next historical data download in queue. | 2021-06-07 11:51:03.184
HD Request # 228 | Downloading Intraday chart data for AMD to the file AMD.scid. Service: interactive_brokers.trading | 2021-06-07 11:51:03.184
Reloading all charts with filename: AMD.scid | 2021-06-07 11:51:03.185
HD Request # 228 | Download start date-time: 2020-12-03 10:51:03.000000. File last date-time: 00:00:00.000000 | 2021-06-07 11:51:03.187
HD Request # 228 | Requesting a total of 7 days and 0 seconds. | 2021-06-07 11:51:03.187
HD Request # 228 | IB Backfill - Seconds requested: 86400. Seconds Remaining: 518400. | 2021-06-07 11:51:03.187
HD Request # 228 | Requesting 1 Day of data at 30 secs with ending date-time at 2021-06-01 13:01:03 for AMD. PriceType: TRADES | 2021-06-07 11:51:03.187
AMD 1 Min #8 | Reloading chart. | 2021-06-07 11:51:03.538
AMD 1 Min #8 | Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\AMD.scid | 2021-06-07 11:51:03.549
HD Request # 228 | Processing historical data message from TWS | 2021-06-07 11:51:03.743
HD Request # 228 | Receiving Intraday data for AMD starting at 2021-06-01 04:00:00.000000 | 2021-06-07 11:51:03.743
HD Request # 228 | Received 2881 records and wrote 1083 records from 2021-05-28 05:01:00 to 2021-06-01 13:01:00. | 2021-06-07 11:51:03.744
HD Request # 228 | IB Backfill - Seconds requested: 86400. Seconds Remaining: 432000. | 2021-06-07 11:51:03.744
HD Request # 228 | Requesting 1 Day of data at 30 secs with ending date-time at 2021-06-02 13:01:03 for AMD. PriceType: TRADES | 2021-06-07 11:51:03.744
HD Request # 228 | Processing historical data message from TWS | 2021-06-07 11:51:09.580
HD Request # 228 | Received 2876 records and wrote 1915 records from 2021-06-01 05:01:00 to 2021-06-02 13:01:00. | 2021-06-07 11:51:09.580
HD Request # 228 | IB Backfill - Seconds requested: 86400. Seconds Remaining: 345600. | 2021-06-07 11:51:09.580
HD Request # 228 | Requesting 1 Day of data at 30 secs with ending date-time at 2021-06-03 13:01:03 for AMD. PriceType: TRADES | 2021-06-07 11:51:09.580
HD Request # 228 | Processing historical data message from TWS | 2021-06-07 11:51:15.670
HD Request # 228 | Received 2879 records and wrote 1918 records from 2021-06-02 05:01:00 to 2021-06-03 13:01:00. | 2021-06-07 11:51:15.671
HD Request # 228 | IB Backfill - Seconds requested: 86400. Seconds Remaining: 259200. | 2021-06-07 11:51:15.671
HD Request # 228 | Requesting 1 Day of data at 30 secs with ending date-time at 2021-06-04 13:01:03 for AMD. PriceType: TRADES | 2021-06-07 11:51:15.671
HD Request # 228 | Processing historical data message from TWS | 2021-06-07 11:51:27.342
HD Request # 228 | Received 2876 records and wrote 1915 records from 2021-06-03 05:01:00 to 2021-06-04 13:01:00. | 2021-06-07 11:51:27.344
HD Request # 228 | IB Backfill - Seconds requested: 86400. Seconds Remaining: 172800. | 2021-06-07 11:51:27.344
HD Request # 228 | Requesting 1 Day of data at 30 secs with ending date-time at 2021-06-05 13:01:03 for AMD. PriceType: TRADES | 2021-06-07 11:51:27.344
HD Request # 228 | Processing historical data message from TWS | 2021-06-07 11:51:27.760
HD Request # 228 | Received 2875 records and wrote 837 records from 2021-06-03 12:00:00 to 2021-06-04 19:59:30. | 2021-06-07 11:51:27.761
HD Request # 228 | IB Backfill - Seconds requested: 86400. Seconds Remaining: 86400. | 2021-06-07 11:51:27.761
HD Request # 228 | Requesting 1 Day of data at 30 secs with ending date-time at 2021-06-06 13:01:03 for AMD. PriceType: TRADES | 2021-06-07 11:51:27.761
HD Request # 228 | Processing historical data message from TWS | 2021-06-07 11:51:28.164
HD Request # 228 | Received 2875 records and wrote 0 records from 2021-06-03 12:00:00 to 2021-06-04 19:59:30. | 2021-06-07 11:51:28.165
HD Request # 228 | IB Backfill - Seconds requested: 86400. Seconds Remaining: 0. | 2021-06-07 11:51:28.165
HD Request # 228 | Requesting 1 Day of data at 30 secs with ending date-time at 2021-06-07 13:01:03 for AMD. PriceType: TRADES | 2021-06-07 11:51:28.165
HD Request # 228 | Processing historical data message from TWS | 2021-06-07 11:51:28.497
HD Request # 228 | Received 2741 records and wrote 943 records from 2021-06-04 05:01:00 to 2021-06-07 11:51:00. | 2021-06-07 11:51:28.498
HD Request # 228 | Timestamp of first Intraday data file record written: 2021-06-01 04:00:00.000000 | 2021-06-07 11:51:28.499
HD Request # 228 | Received 8611 records from 2021-06-01 04:00:00.000000 to 2021-06-07 11:51:00.000000 (6.3 days) and wrote 8611 records for AMD | 2021-06-07 11:51:28.499
HD Request # 228 | Completion time: 25s | 2021-06-07 11:51:28.499
HD Request # 228 | Intraday data download complete for AMD. Unique request ID: 166 | 2021-06-07 11:51:28.499
Removing historical data download ID 166. | 2021-06-07 11:51:28.499
Real-time Intraday chart data file updates started for AMD | 2021-06-07 11:51:28.499
Intraday chart data file opened for AMD | 2021-06-07 11:51:28.499
HD Request # 228 | Enabling Intraday chart updating for symbol. | 2021-06-07 11:51:28.499

Triggering next historical data download in queue. | 2021-06-07 11:51:28.499
No download requests in the queue to start downloads for. | 2021-06-07 11:51:28.499
Opened cached Intraday file: C:\SierraChart\Data\AMD.scid. Thread ID: 25512 | 2021-06-07 11:51:33.663
DTC Client socket (2) | Timed out waiting for shutdown. Performing an immediate socket close. | 2021-06-07 11:52:54.155
DTC Client socket (2) | Closed. | 2021-06-07 11:52:54.155
DTC Client socket (3) | Timed out waiting for shutdown. Performing an immediate socket close. | 2021-06-07 11:52:54.155
DTC Client socket (3) | Closed. | 2021-06-07 11:52:54.155
Socket (4) | Timed out waiting for shutdown. Performing an immediate socket close. | 2021-06-07 11:52:54.155
Socket (4) | Closed. | 2021-06-07 11:52:54.155
DTC Client socket (2) | Deleting network socket now after delay. | 2021-06-07 11:53:24.156
DTC Client socket (3) | Deleting network socket now after delay. | 2021-06-07 11:53:24.156
Socket (4) | Deleting network socket now after delay. | 2021-06-07 11:53:24.156
[2021-06-09 21:54:13]
Sierra_Chart Engineering - Posts: 18576
This historical data is coming only from Interactive Brokers. Therefore, there is not any help that we can provide. Refer to:
Interactive Brokers Trading Service: Notice: Sierra Chart Does Not Provide Support for Interactive Brokers Symbols or Data Issues

If you just need historical data for US stocks we recommend using the Sierra Chart Historical Data Service:
Sierra Chart Historical Data Service

Or otherwise use the Sierra Chart Exchange Data Feed for real-time and historical data for US stocks:
Sierra Chart Exchange Data Feed
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2021-06-09 21:54:47

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