Support Board
Date/Time: Thu, 27 Feb 2025 06:15:55 +0000
Issues since switching over to real time data
View Count: 481
| [2021-06-23 12:13:58] |
| Twiggy - Posts: 5 |
|
Hi, I have just switched over to real time data after many months of simulation but i'm very confused. The symbol I was trading 6E Euro is now no longer there and has been replaced with F.US.EU6 is this right? I want to trade the euro, pound, AUD and CAD. My data feed only goes up to the June 14th. I have updated current symbols and I have the newest version of SC downloaded. Finally, can you please confirm that for these instruments, F.US.EU6 (Euro) F.US.BP6 (British Pound) F.US.CA6 (CAD) F.US.DA6 (AUD) are available on Package 4 of the data feed costs for $10.40 or do I need the full data feed costs of package 1 for $31.20? Assuming that these symbols are correct for what I want to trade? I originally had package 4 as thats what I believe I need, but have since switched to number 1 to see if that corrected the problem but it hasnt. Thanks in advance for your help. |
| [2021-06-23 14:04:23] |
| John - SC Support - Posts: 38222 |
|
The issue with the symbols is just due to how different vendors handle symbols. We try to keep the actual symbol that is used by the exchange, but CQG uses a different format. Therefore, you must have had your Service setting set to SC Data - All Services while you were testing, and then when you changed your service to CQG, the symbols changed. What you are seeing for the symbols is correct for CQG. The symbols you are wanting are all traded on the CME exchange, so you just needed the original exchange option you had selected CME with Market Depth for NonProfessionals. So you can deactivate the other exchange, as it is not needed. Just keep in mind that the cost of the exchanges is paid to the exchange, and they do not give refunds, so we can not issue a refund for your having selected the Full CME Group with Market Depth for NonProfessionals exchange. As to why you are having issues with the data, we would need to see 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 We will then determine what the problem is. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-06-23 15:48:03] |
| Twiggy - Posts: 5 |
|
Thank you for the reply. I have done what you ask above and have copied the message log below. The symbol is F.US.EU6M21 Software version: 2276 64-bit | 2021-06-23 11:41:49.663 Primary Thread ID: 8476 | 2021-06-23 11:41:49.663 Usage end date: 2021-07-24 | 2021-06-23 11:41:49.663 Enabled for: Advanced Features 2. | 2021-06-23 11:41:49.663 Enabled for: Sierra Chart Historical Data Service. | 2021-06-23 11:41:49.663 Enabled for: Denali Real-Time Exchange Data Feed. | 2021-06-23 11:41:49.663 Enabled for: Delayed Denali Exchange Data Feed. | 2021-06-23 11:41:49.663 Enabled for exchange2: CME | 2021-06-23 11:41:49.663 Enabled for exchange2: CBOT (Trading Account Required) | 2021-06-23 11:41:49.663 Enabled for exchange2: COMEX (Trading Account Required) | 2021-06-23 11:41:49.663 Enabled for exchange2: NYMEX (Trading Account Required) | 2021-06-23 11:41:49.663 Allow Support for Sierra Chart Data Feeds is enabled. | 2021-06-23 11:41:49.663 Current selected Data/Trading service: CQG WebAPI | 2021-06-23 11:41:49.663 Custom symbol settings values: enabled | 2021-06-23 11:41:49.663 Chart Update Interval: 500 | 2021-06-23 11:41:49.663 Intraday Data Storage Time Unit: 0 | 2021-06-23 11:41:49.663 Time Zone: -04:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2021-06-23 11:41:49.663 2021-06-23 15:41:49 Local computer time in UTC | 2021-06-23 11:41:49.663 2021-06-23 11:41:49 Local computer time in SC Time Zone | 2021-06-23 11:41:49.663 2021-06-23 15:38:44 Server time in UTC | 2021-06-23 11:41:49.663 Local computer UTC time and Server UTC time difference: 0 seconds. | 2021-06-23 11:41:49.663 Program path: C:\SierraChart\ | 2021-06-23 11:41:49.663 Data Files path: C:\SierraChart\Data\ | 2021-06-23 11:41:49.663 OS Version Number: 10.0 | 2021-06-23 11:41:49.664 Locale Setting: C | 2021-06-23 11:41:49.664 DLLs: UserContributedStudies_64.dll | 2021-06-23 11:41:49.664 Allowed protected custom studies: | 2021-06-23 11:41:49.664 File >> Disconnect selected. | 2021-06-23 11:42:54.709 CQG WebAPI | Sending Web API Logoff message. | 2021-06-23 11:42:54.739 CQG WebSocket socket (2) | CloseSocket call. | 2021-06-23 11:42:54.739 CQG WebSocket socket (2) | Max send buffers used during socket life: 4 | 2021-06-23 11:42:54.739 CQG WebSocket socket (2) | Max send buffer size during socket life: 309 | 2021-06-23 11:42:54.739 CQG WebSocket | WebSocket closed. | 2021-06-23 11:42:54.739 CQG WebAPI | WebSocket closed. | 2021-06-23 11:42:54.739 CQG WebSocket socket (2) | Write in progress. Shutdown being delayed. PendingSize=0 | 2021-06-23 11:42:54.739 SC Data - All Services | Waiting for socket receive thread to end | 2021-06-23 11:42:54.741 DTC Client socket (3) | CloseSocket call. | 2021-06-23 11:42:54.741 DTC Client socket (3) | Shutdown started. Waiting for graceful close. | 2021-06-23 11:42:54.741 SC Data - All Services | Disconnected from the server. | 2021-06-23 11:42:54.741 SC DTC Data with Market Depth | Waiting for socket receive thread to end | 2021-06-23 11:42:54.742 DTC Client socket (4) | CloseSocket call. | 2021-06-23 11:42:54.742 DTC Client socket (4) | Shutdown started. Waiting for graceful close. | 2021-06-23 11:42:54.742 SC DTC Data with Market Depth | Disconnected from the server. | 2021-06-23 11:42:54.742 CQG WebAPI | Disconnected. | 2021-06-23 11:42:54.742 CQG WebSocket socket (2) | Write has completed. Shutdown being performed. | 2021-06-23 11:42:54.766 CQG WebSocket socket (2) | Shutdown started. Waiting for graceful close. | 2021-06-23 11:42:54.767 DTC Client socket (3) | Socket gracefully closed by remote side. | 2021-06-23 11:42:54.770 DTC Client socket (3) | Closed. | 2021-06-23 11:42:54.770 CQG WebAPI | Connecting to server api.cqg.com | 2021-06-23 11:43:04.982 CQG WebSocket | Connecting to WebSocket server api.cqg.com:443 | 2021-06-23 11:43:04.982 CQG WebSocket socket (1) | Creating socket. Using TLS 1.2. | 2021-06-23 11:43:04.983 CQG WebSocket socket (1) | New receive buffer size: 5242880 | 2021-06-23 11:43:04.983 CQG WebSocket socket (1) | Connecting to IP: 195.166.124.165. | 2021-06-23 11:43:04.983 CQG WebSocket | Opening WebSocket. | 2021-06-23 11:43:05.009 CQG WebSocket | Sending WebSocket handshake. | 2021-06-23 11:43:05.009 CQG WebSocket | Server header | HTTP/1.1 101 Switching Protocols | 2021-06-23 11:43:05.135 CQG WebSocket | Server header | Connection: upgrade | 2021-06-23 11:43:05.135 CQG WebSocket | Server header | Sec-WebSocket-Accept: pTzs1GMhQQFleXuufvMTMvYMCDs= | 2021-06-23 11:43:05.135 CQG WebSocket | Server header | Server: WebSocket++/0.7.0 | 2021-06-23 11:43:05.135 CQG WebSocket | Server header | Upgrade: websocket | 2021-06-23 11:43:05.135 CQG WebSocket | Server header | | 2021-06-23 11:43:05.135 CQG WebSocket | Web socket state is now open. | 2021-06-23 11:43:05.135 CQG WebAPI | WebSocket connected. | 2021-06-23 11:43:05.135 CQG WebAPI | Sending market data logon message. | 2021-06-23 11:43:05.135 CQG WebAPI | Base Time: 2021-06-19T03:27:48. 2021-06-19 03:27:48 | 2021-06-23 11:43:05.714 CQG WebAPI | Logon successful. Session Token = GPVl9aZGo+59zYCg8aANomp9IfkwXwZTD2uXgaRc0Y4ZayiKXoHQwZIz5D8q0FBhV34umZxdrqN | 2021-06-23 11:43:05.714 CQG WebAPI | Connected to server complete. | 2021-06-23 11:43:05.714 Triggering next historical data download in queue. | 2021-06-23 11:43:05.715 Triggering next historical data download in queue. | 2021-06-23 11:43:05.716 Triggering next historical data download in queue. | 2021-06-23 11:43:05.716 Triggering next historical data download in queue. | 2021-06-23 11:43:05.716 Subscribing to symbol for symbol alert. F.US.TYAZ20 | 2021-06-23 11:43:05.716 Mapping F.US.TYAZ20 to ZNZ20. Service code: cbot | 2021-06-23 11:43:05.716 SC Data - All Services | Starting real-time market data updates for: F.US.TYAZ20 (ZNZ20). ID: 1 Service code: cbot | 2021-06-23 11:43:05.716 SC Data - All Services | Connecting to the server ds23.sierracharts.com. Port 443 | 2021-06-23 11:43:05.716 CQG WebAPI | Sending symbol resolution request for F.US.TYAZ20. ID: 408620 | 2021-06-23 11:43:05.716 SC Data - All Services | Requesting security definition data for: F.US.TYAZ20 (ZNZ20). ID: 1 | 2021-06-23 11:43:05.716 Subscribing to symbol for symbol alert. F.US.TYAZ20 | 2021-06-23 11:43:05.716 Subscribing to symbol for symbol alert. F.US.TYAZ20 | 2021-06-23 11:43:05.716 Subscribing to symbol for symbol alert. F.US.TYAH21 | 2021-06-23 11:43:05.716 Mapping F.US.TYAH21 to ZNH21. Service code: cbot | 2021-06-23 11:43:05.716 SC Data - All Services | Starting real-time market data updates for: F.US.TYAH21 (ZNH21). ID: 2 Service code: cbot | 2021-06-23 11:43:05.716 CQG WebAPI | Sending symbol resolution request for F.US.TYAH21. ID: 408621 | 2021-06-23 11:43:05.716 SC Data - All Services | Requesting security definition data for: F.US.TYAH21 (ZNH21). ID: 2 | 2021-06-23 11:43:05.716 Updated verified funded futures trading account ending date to: 2021-07-23 15:43:05 | 2021-06-23 11:43:05.716 DTC Client socket (3) | Creating socket. | 2021-06-23 11:43:05.717 DTC Client socket (3) | New receive buffer size: 5242880 | 2021-06-23 11:43:05.717 DTC Client socket (3) | Connecting to IP: 216.1.90.130. | 2021-06-23 11:43:05.717 CQG WebAPI | Sending Trade Accounts request message. | 2021-06-23 11:43:05.772 No download requests in the queue to start downloads for. | 2021-06-23 11:43:05.772 No download requests in the queue to start downloads for. | 2021-06-23 11:43:05.772 No download requests in the queue to start downloads for. | 2021-06-23 11:43:05.772 No download requests in the queue to start downloads for. | 2021-06-23 11:43:05.772 CQG WebAPI | Received message: Requested symbol was not found. | 2021-06-23 11:43:05.814 Symbol Error - F.US.TYAZ20 is unknown, unavailable, or improperly formatted. Requested symbol was not found. | 2021-06-23 11:43:05.814 CQG WebAPI | Brokerage name: AMP. Account Name: 141556 | 2021-06-23 11:43:05.814 CQG WebAPI | Sending collateral subscribe request. | 2021-06-23 11:43:05.814 CQG WebAPI | Received message: Requested symbol was not found. | 2021-06-23 11:43:05.815 Symbol Error - F.US.TYAH21 is unknown, unavailable, or improperly formatted. Requested symbol was not found. | 2021-06-23 11:43:05.815 SC Data - All Services | Network connection to server complete. | 2021-06-23 11:43:05.844 SC Data - All Services | Starting socket receive thread. | 2021-06-23 11:43:05.844 SC Data - All Services | Sending encoding request to server: Binary VLS. Compression: standard | 2021-06-23 11:43:05.844 Mapping F.US.EU6M21 to 6EM21. Service code: cme | 2021-06-23 11:43:05.923 SC Data - All Services | Starting real-time market data updates for: F.US.EU6M21 (6EM21). ID: 3 Service code: cme | 2021-06-23 11:43:05.923 CQG WebAPI | Sending symbol resolution request for F.US.EU6M21. ID: 408624 | 2021-06-23 11:43:05.923 SC Data - All Services | Requesting security definition data for: F.US.EU6M21 (6EM21). ID: 3 | 2021-06-23 11:43:05.923 Added historical Intraday data request for F.US.EU6M21 to the queue. | 2021-06-23 11:43:05.923 Intraday data recording state for symbol F.US.EU6M21 is set to download 'Pending'. | 2021-06-23 11:43:05.923 Triggering next historical data download in queue. | 2021-06-23 11:43:05.923 Delaying start of download for F.US.EU6M21 | 2021-06-23 11:43:05.959 CQG WebAPI | Received symbol resolution report for symbol F.US.EU6M21. Search Symbol: F.US.EU6M21. Request ID: 408624. Contract ID: 1. | 2021-06-23 11:43:06.055 SC Data - All Services | Setting DTC encoding to Binary VLS | 2021-06-23 11:43:06.063 SC Data - All Services | Sending logon request message. | 2021-06-23 11:43:06.063 SC Data - All Services | Received logon response. | 2021-06-23 11:43:06.942 SC Data - All Services | Server Name: SC Realtime Server. | 2021-06-23 11:43:06.942 SC Data - All Services | Server protocol version: 8. Client protocol version: 8 | 2021-06-23 11:43:06.942 SC Data - All Services | Successfully connected. | 2021-06-23 11:43:06.942 SC Data - All Services | Trading is not supported. | 2021-06-23 11:43:06.942 SC Data - All Services | Restarting real-time data updates for symbol: F.US.EU6M21 -> 6EM21 | 2021-06-23 11:43:06.942 SC Data - All Services | Restarting real-time data updates for symbol: F.US.TYAH21 -> ZNH21 | 2021-06-23 11:43:06.942 SC Data - All Services | Restarting real-time data updates for symbol: F.US.TYAZ20 -> ZNZ20 | 2021-06-23 11:43:06.942 SC Data - All Services | Real-time data for symbol F.US.EU6M21 is currently unavailable. | 2021-06-23 11:43:07.164 SC Data - All Services | Received security definition for symbol F.US.EU6M21 | 2021-06-23 11:43:07.164 SC Data - All Services | Real-time data for symbol F.US.TYAH21 is currently unavailable. | 2021-06-23 11:43:07.164 SC Data - All Services | Received security definition for symbol F.US.TYAH21 | 2021-06-23 11:43:07.164 SC Data - All Services | Real-time data for symbol F.US.TYAZ20 is currently unavailable. | 2021-06-23 11:43:07.164 SC Data - All Services | Received security definition for symbol F.US.TYAZ20 | 2021-06-23 11:43:07.164 CQG WebAPI | Sending positions subscribe request. RequestID: 408625 | 2021-06-23 11:43:10.706 CQG WebAPI | Sending orders subscribe request. RequestID: 408626 | 2021-06-23 11:43:10.706 HD Request # 11 | Downloading Intraday chart data for F.US.EU6M21 to the file F.US.EU6M21.scid. Service: cme | 2021-06-23 11:43:12.840 HD Request # 11 | Download start date-time: 2021-06-14 10:15:11.000000. File last date-time: 2021-06-14 10:15:11.335001 | 2021-06-23 11:43:12.841 HD Request # 11 | Using server: ds23.sierracharts.com port 10149 | 2021-06-23 11:43:12.843 Socket (5) | Creating socket. | 2021-06-23 11:43:12.843 Socket (5) | New receive buffer size: 5242880 | 2021-06-23 11:43:12.843 Socket (5) | Connecting to IP: 216.1.90.130. | 2021-06-23 11:43:12.843 HD Request # 11 | Setting DTC encoding to Binary VLS | 2021-06-23 11:43:13.122 HD Request # 11 | Sending historical data logon request message. | 2021-06-23 11:43:13.122 HD Request # 11 | Requesting Intraday data. Start date-time: 2021-06-14 10:15:11. Record interval: 0. Symbol: 6EM21 | 2021-06-23 11:43:13.710 HD Request # 11 | Decompressing data. | 2021-06-23 11:43:13.831 HD Request # 11 | Receiving Intraday data for F.US.EU6M21 starting at 2021-06-14 10:15:11.335000 | 2021-06-23 11:43:13.833 Socket (5) | CloseSocket call. | 2021-06-23 11:43:13.833 Historical data download thread signaled to stop. | 2021-06-23 11:43:13.834 HD Request # 11 | Received 2 records from 2021-06-14 10:15:11.335000 to 2021-06-14 10:15:11.335001 (0.0 seconds) and wrote 0 records for F.US.EU6M21 | 2021-06-23 11:43:13.834 Socket (5) | Shutdown started. Waiting for graceful close. | 2021-06-23 11:43:13.834 HD Request # 11 | Add time&sales data | Remembered last file record date-time: 2021-06-14 14:15:11.335001 | 2021-06- 23 11:43:13.835 HD Request # 11 | Completion time: 1s | 2021-06-23 11:43:13.835 HD Request # 11 | Intraday data download complete for F.US.EU6M21. Unique request ID: 10 | 2021-06-23 11:43:13.835 Removing historical data download ID 10. | 2021-06-23 11:43:13.835 Real-time Intraday chart data file updates started for F.US.EU6M21 | 2021-06-23 11:43:13.835 Intraday chart data file opened for F.US.EU6M21 | 2021-06-23 11:43:13.835 HD Request # 11 | Enabling Intraday chart updating for symbol. | 2021-06-23 11:43:13.835 Triggering next historical data download in queue. | 2021-06-23 11:43:13.835 No download requests in the queue to start downloads for. | 2021-06-23 11:43:13.835 Socket (5) | Socket gracefully closed by remote side. | 2021-06-23 11:43:13.956 Socket (5) | Closed. | 2021-06-23 11:43:13.956 |
| [2021-06-23 17:18:56] |
| John - SC Support - Posts: 38222 |
|
We are not seeing any issues with the data for F.US.EU6M21. Note that the M contract is no longer the active contract, so that is probably where the issue is. You should change to the U contract. The only thing we see in the log are the following: Symbol Error - F.US.TYAZ20 is unknown, unavailable, or improperly formatted. Requested symbol was not found. | 2021-06-23 11:43:05.814
Symbol Error - F.US.TYAH21 is unknown, unavailable, or improperly formatted. Requested symbol was not found. | 2021-06-23 11:43:05.815 But, if you deactivated the Full CME Group with Market Depth, then that may explain this, as the system is looking to CQG for this symbol instead of the Denali feed (this symbol is traded on the CBOT, not the CME). For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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