Support Board
Date/Time: Sat, 15 Mar 2025 03:44:58 +0000
setup to access Denali data feed in DTC client instance from DTC Server instance
View Count: 760
[2022-07-11 21:37:36] |
user08187 - Posts: 15 |
Hi On a client instance, I would like to trade using CQG WebAPI, while accessing Denali data feed from DTC Server instance. On the client instance, I updated Global symbol settings for MES, but it's not working; I didn't update Global symbol settings for MCL, but it's working. I have only 2 instances - 1 DTC server + 1 DTC client - of Sierra Chart on my computer. Maybe MCL is using Denali directly instead of via DTC server. How do I rectify, so that both MES and MCL use Denali data feed from DTC server. Because, I might open another client instance for another trade service. Please find below the log: Software version: 2409 64-bit | 2022-07-11 21:25:12.406 Primary Thread ID: 21856 | 2022-07-11 21:25:12.406 Usage end date: 2022-08-11 | 2022-07-11 21:25:12.406 Enabled for: Advanced Features 2. | 2022-07-11 21:25:12.406 Enabled for: Sierra Chart Historical Data Service. | 2022-07-11 21:25:12.406 Enabled for: Denali Real-Time Exchange Data Feed. | 2022-07-11 21:25:12.406 Enabled for: Delayed Denali Exchange Data Feed. | 2022-07-11 21:25:12.406 Enabled for exchange2: CME (Trading Account Required) | 2022-07-11 21:25:12.406 Enabled for exchange2: CBOT (Trading Account Required) | 2022-07-11 21:25:12.406 Enabled for exchange2: COMEX (Trading Account Required) | 2022-07-11 21:25:12.406 Enabled for exchange2: NYMEX (Trading Account Required) | 2022-07-11 21:25:12.406 Enabled for exchange2: fairx_exchange.data | 2022-07-11 21:25:12.406 Allow Support for Sierra Chart Data Feeds is enabled. | 2022-07-11 21:25:12.406 Current selected Data/Trading service: CQG WebAPI | 2022-07-11 21:25:12.406 Custom symbol settings values: enabled | 2022-07-11 21:25:12.406 Chart Update Interval: 500 | 2022-07-11 21:25:12.406 Intraday Data Storage Time Unit: 1 | 2022-07-11 21:25:12.406 Time Zone: +00:00:00 (UTC+00) | 2022-07-11 21:25:12.406 2022-07-11 21:25:12 Local computer time in UTC | 2022-07-11 21:25:12.406 2022-07-11 21:25:12 Local computer time in SC Time Zone | 2022-07-11 21:25:12.406 2022-07-11 20:13:39 Server time in UTC | 2022-07-11 21:25:12.406 Local computer UTC time and Server UTC time difference: 0 seconds. | 2022-07-11 21:25:12.406 Program path: D:\Programs\SierraChart\Europe\PC\ | 2022-07-11 21:25:12.406 Data Files path: D:\Programs\SierraChart\Europe\PC\Data\ | 2022-07-11 21:25:12.406 OS Version Number: 10.0 | 2022-07-11 21:25:12.407 Locale Setting: C | 2022-07-11 21:25:12.407 DLLs: UserContributedStudies_64.dll | 2022-07-11 21:25:12.407 Allowed protected custom studies: | 2022-07-11 21:25:12.407 Crash reporter started: true | 2022-07-11 21:25:12.407 CQG WebAPI | Connecting to server api.cqg.com | 2022-07-11 21:25:17.061 CQG WebSocket | Connecting to WebSocket server api.cqg.com:443 | 2022-07-11 21:25:17.061 CQG WebSocket socket (1) | Creating socket. Using TLS 1.2. | 2022-07-11 21:25:17.178 CQG WebSocket socket (1) | New receive buffer size: 5242880 | 2022-07-11 21:25:17.178 CQG WebSocket socket (1) | Connecting to IP: 195.166.124.165. | 2022-07-11 21:25:17.178 CQG WebSocket | Opening WebSocket. | 2022-07-11 21:25:17.200 CQG WebSocket | Sending WebSocket handshake. | 2022-07-11 21:25:17.200 CQG WebSocket | Server header | HTTP/1.1 101 Switching Protocols | 2022-07-11 21:25:18.355 CQG WebSocket | Server header | Connection: upgrade | 2022-07-11 21:25:18.355 CQG WebSocket | Server header | Sec-WebSocket-Accept: 4ZWGWQxqOg8xn0WVXdR6r8D4aPI= | 2022-07-11 21:25:18.355 CQG WebSocket | Server header | Server: WebSocket++/0.7.0 | 2022-07-11 21:25:18.355 CQG WebSocket | Server header | Upgrade: websocket | 2022-07-11 21:25:18.355 CQG WebSocket | Server header | | 2022-07-11 21:25:18.355 CQG WebSocket | Web socket state is now open. | 2022-07-11 21:25:18.355 CQG WebAPI | WebSocket connected. | 2022-07-11 21:25:18.355 CQG WebAPI | Sending market data logon message. | 2022-07-11 21:25:18.355 CQG WebAPI | Base Time: 2022-06-18T07:21:15. 2022-06-18 07:21:15 | 2022-07-11 21:25:18.931 CQG WebAPI | Logon successful. Session Token = UytJ0ItwxbJkRUyFbii+T8sKluUFYzmzI94V/PnfFCIrTudBK5IwKGIwUIaqWn9jzbwSl5cjPCN | 2022-07-11 21:25:18.931 CQG WebAPI | Connected to server complete. | 2022-07-11 21:25:18.931 Triggering next historical data download in queue. | 2022-07-11 21:25:18.932 Triggering next historical data download in queue. | 2022-07-11 21:25:18.932 Triggering next historical data download in queue. | 2022-07-11 21:25:18.932 Triggering next historical data download in queue. | 2022-07-11 21:25:18.932 Updated verified funded futures trading account ending date to: 2022-08-10 21:25:18 | 2022-07-11 21:25:18.932 CQG WebAPI | Sending Trade Accounts request message. | 2022-07-11 21:25:18.933 No download requests in the queue to start downloads for. | 2022-07-11 21:25:18.933 No download requests in the queue to start downloads for. | 2022-07-11 21:25:18.933 No download requests in the queue to start downloads for. | 2022-07-11 21:25:18.933 No download requests in the queue to start downloads for. | 2022-07-11 21:25:18.934 CQG WebAPI | Brokerage name: XXXXXX. Account Name: XXXXXXXXXXXXXX | 2022-07-11 21:25:19.002 Updated verified funded futures trading account ending date to: 2022-08-10 21:25:19 | 2022-07-11 21:25:19.002 CQG WebAPI | Sending collateral subscribe request. | 2022-07-11 21:25:19.002 Mapping F.US.MCLEQ22 to MCLQ22. Service code: nymex | 2022-07-11 21:25:19.379 Using symbol data fast lookup vector | 2022-07-11 21:25:19.379 SC Data - All Services | Starting real-time market data updates for: F.US.MCLEQ22 (MCLQ22). ID: 1 Service code: nymex | 2022-07-11 21:25:19.379 SC Data - All Services | Connecting to the server ds23.sierracharts.com. Port 443 | 2022-07-11 21:25:19.379 CQG WebAPI | Sending symbol resolution request for F.US.MCLEQ22. ID: 504200 | 2022-07-11 21:25:19.379 SC Data - All Services | Requesting security definition data for: F.US.MCLEQ22 (MCLQ22). ID: 1 | 2022-07-11 21:25:19.379 Added historical Intraday data request for F.US.MCLEQ22 to the queue. | 2022-07-11 21:25:19.379 Intraday data recording state for symbol F.US.MCLEQ22 is set to download 'Pending'. | 2022-07-11 21:25:19.379 Triggering next historical data download in queue. | 2022-07-11 21:25:19.379 DTC Client socket (3) | Creating socket. | 2022-07-11 21:25:19.379 DTC Client socket (3) | New receive buffer size: 5242880 | 2022-07-11 21:25:19.379 DTC Client socket (3) | Connecting to IP: 216.1.90.130. | 2022-07-11 21:25:19.379 Delaying start of download for F.US.MCLEQ22. | 2022-07-11 21:25:19.383 Generic Client (127.0.0.1:11099) | Real-time market data only supported with Sierra Chart data feed for symbol: F.US.MESU22 (MESU22-CME). ID: 2 | 2022-07-11 21:25:19.383 Symbol Error - F.US.MESU22 is unknown, unavailable, or improperly formatted. Real-time market data only supported with Sierra Chart data feed for symbol: F.US.MESU22 (MESU22-CME). ID: 2 | 2022-07-11 21:25:19.383 No historical data client is currently set to download historical Intraday data for F.US.MESU22. | 2022-07-11 21:25:19.383 Real-time Intraday chart data file updates started for F.US.MESU22 | 2022-07-11 21:25:19.383 Opened cached Intraday file: D:\Programs\SierraChart\Europe\PC\Data\F.US.MESU22.scid. Thread ID: 21856 | 2022-07-11 21:25:19.383 Intraday chart data file opened for F.US.MESU22 | 2022-07-11 21:25:19.383 CQG WebAPI | Received symbol resolution report for symbol F.US.MCLEQ22. Search Symbol: F.US.MCLEQ22. Request ID: 504200. Contract ID: 1. | 2022-07-11 21:25:19.402 SC Data - All Services | Network connection to server complete. | 2022-07-11 21:25:19.486 SC Data - All Services | Starting socket receive thread. | 2022-07-11 21:25:19.486 SC Data - All Services | Sending encoding request to server: Binary VLS. Compression: standard | 2022-07-11 21:25:19.486 SC Data - All Services | Setting DTC encoding to Binary VLS | 2022-07-11 21:25:19.605 SC Data - All Services | Sending logon request message. | 2022-07-11 21:25:19.605 SC Data - All Services | Received logon response. | 2022-07-11 21:25:20.454 SC Data - All Services | Server Name: SC Realtime Server. | 2022-07-11 21:25:20.454 SC Data - All Services | Server protocol version: 8. Client protocol version: 8 | 2022-07-11 21:25:20.454 SC Data - All Services | Successfully connected. | 2022-07-11 21:25:20.454 SC Data - All Services | Trading is not supported. | 2022-07-11 21:25:20.454 SC Data - All Services | Restarting real-time data updates for symbol: F.US.MCLEQ22 -> MCLQ22 | 2022-07-11 21:25:20.454 SC Data - All Services | Received security definition for symbol F.US.MCLEQ22 | 2022-07-11 21:25:21.061 CQG WebAPI | Sending positions subscribe request. RequestID: 504201 | 2022-07-11 21:25:21.923 CQG WebAPI | Sending orders subscribe request. RequestID: 504202 | 2022-07-11 21:25:21.923 Requesting market depth updates for: F.US.MCLEQ22 if supported. | 2022-07-11 21:25:23.921 Requesting market depth updates for: F.US.MESU22 if supported. | 2022-07-11 21:25:23.921 Generic Client (127.0.0.1:11099) | Real-time market data only supported with Sierra Chart data feed for symbol: F.US.MESU22 | 2022-07-11 21:25:23.921 SC Data - All Services | Clearing market depth for F.US.MCLEQ22 | 2022-07-11 21:25:24.113 HD Request # 20 | Downloading Intraday chart data for F.US.MCLEQ22 to the file F.US.MCLEQ22.scid. Service: nymex | 2022-07-11 21:25:26.083 HD Request # 20 | Download start date-time: 2022-07-11 20:59:59.000000. File last date-time: 2022-07-11 20:59:59.673000 | 2022-07-11 21:25:26.084 HD Request # 20 | Using server: ds21.sierracharts.com port 10150 | 2022-07-11 21:25:26.084 Socket (4) | Creating socket. | 2022-07-11 21:25:26.085 Socket (4) | New receive buffer size: 5242880 | 2022-07-11 21:25:26.086 Socket (4) | Connecting to IP: 216.1.90.129. | 2022-07-11 21:25:26.086 HD Request # 20 | Setting DTC encoding to Binary VLS | 2022-07-11 21:25:26.309 HD Request # 20 | Sending historical data logon request message. | 2022-07-11 21:25:26.309 HD Request # 20 | Requesting Intraday data. Start date-time: 2022-07-11 20:59:59. Record interval: 1. Symbol: MCLQ22 | 2022-07-11 21:25:26.977 HD Request # 20 | Decompressing data. | 2022-07-11 21:25:27.086 HD Request # 20 | Receiving Intraday data for F.US.MCLEQ22 starting at 2022-07-11 20:59:59.673000 | 2022-07-11 21:25:27.089 Socket (4) | CloseSocket call. | 2022-07-11 21:25:27.089 Historical data download thread signaled to stop. | 2022-07-11 21:25:27.089 Socket (4) | Shutdown started. Waiting for graceful close. | 2022-07-11 21:25:27.089 HD Request # 20 | Timestamp of first Intraday data file record written: 2022-07-11 20:59:59.673000. | 2022-07-11 21:25:27.089 HD Request # 20 | Received 1 Intraday data record from 2022-07-11 20:59:59.673000 to 2022-07-11 20:59:59.673000 (0.0 seconds) and wrote 1 record for F.US.MCLEQ22 | 2022-07-11 21:25:27.089 HD Request # 20 | Add time&sales data | Remembered last file record date-time: 2022-07-11 20:59:59.673000 | 2022-07-11 21:25:27.089 HD Request # 20 | Completion time: 1s. | 2022-07-11 21:25:27.089 HD Request # 20 | Intraday data download complete for F.US.MCLEQ22. Unique request ID: 13 | 2022-07-11 21:25:27.089 Removing historical data download ID 13. | 2022-07-11 21:25:27.089 Real-time Intraday chart data file updates started for F.US.MCLEQ22 | 2022-07-11 21:25:27.089 Opened cached Intraday file: D:\Programs\SierraChart\Europe\PC\Data\F.US.MCLEQ22.scid. Thread ID: 21856 | 2022-07-11 21:25:27.090 Intraday chart data file opened for F.US.MCLEQ22 | 2022-07-11 21:25:27.090 HD Request # 20 | Enabling Intraday chart updating for symbol. | 2022-07-11 21:25:27.090 Triggering next historical data download in queue. | 2022-07-11 21:25:27.090 No download requests in the queue to start downloads for. | 2022-07-11 21:25:27.090 Socket (4) | Socket gracefully closed by remote side. | 2022-07-11 21:25:27.193 Socket (4) | Closed. | 2022-07-11 21:25:27.193 Saved Chartbook: Stock.Cht. Time: 0.0662 seconds. | 2022-07-11 21:25:39.021 Thanks Date Time Of Last Edit: 2022-07-12 05:14:53
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[2022-07-11 21:47:41] |
John - SC Support - Posts: 38678 |
You can not access the real-time market data through DTC. The exchanges do not allow this. The following message in your log is a reflection of this: Generic Client (127.0.0.1:11099) | Real-time market data only supported with Sierra Chart data feed for symbol: F.US.MESU22 | 2022-07-11 21:25:23.921
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
[2022-07-12 06:52:34] |
user08187 - Posts: 15 |
Hi My understanding was that Denali real-time market data feed cannot be accessed directly in more than 2 instances of Sierra Chart. So, if I need real-time market data feed to populate DOM for trading using at least 3 different trading services, then how to do it. Thanks |
[2022-07-12 08:36:54] |
|
You can actually do this on the same computer: So, if I need real-time market data feed to populate DOM for trading using at least 3 different trading services, then how to do it.
Follow the instructions here: Real-Time Exchange Data Feeds Available From Sierra Chart: Integration with Trading Services All instances must be on the same computer. 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 |
[2022-07-12 17:23:31] |
user08187 - Posts: 15 |
All instances are on the same computer, and they're working fine by accessing Denali data feed directly. Thanks. |
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