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Date/Time: Sun, 16 Mar 2025 16:26:30 +0000



Unable to Download Intraday Data - Permission Denied

View Count: 628

[2022-08-16 23:46:17]
tradertrader - Posts: 7
Hi Guys,

I haven't been able to consistently download intraday data since signing up with Sierra, activating Denali, and connecting to my Rhithmic account. I either get gaps between days or now I just get a permission denied message when I connect. I'm still able to place trades but yea, no intraday historical data.

Message Log:

Software version: 2422 64-bit | 2022-08-16 19:39:24.607
Primary Thread ID: 6200 | 2022-08-16 19:39:24.607
Usage end date: 2022-09-16 | 2022-08-16 19:39:24.607
Enabled for: Advanced Features 2. | 2022-08-16 19:39:24.607
Enabled for: Sierra Chart Historical Data Service. | 2022-08-16 19:39:24.607
Enabled for: Denali Real-Time Exchange Data Feed. | 2022-08-16 19:39:24.607
Enabled for: Delayed Denali Exchange Data Feed. | 2022-08-16 19:39:24.607
Enabled for exchange2: CME | 2022-08-16 19:39:24.607
Enabled for exchange2: fairx_exchange.data | 2022-08-16 19:39:24.607
Allow Support for Sierra Chart Data Feeds is enabled. | 2022-08-16 19:39:24.607
Current selected Data/Trading service: Rithmic Direct - DTC | 2022-08-16 19:39:24.607
Custom symbol settings values: disabled | 2022-08-16 19:39:24.607
Chart Update Interval: 500 | 2022-08-16 19:39:24.607
Intraday Data Storage Time Unit: 0 | 2022-08-16 19:39:24.607
Time Zone: -04:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2022-08-16 19:39:24.607
2022-08-16 23:39:24 Local computer time in UTC | 2022-08-16 19:39:24.608
2022-08-16 19:39:24 Local computer time in SC Time Zone | 2022-08-16 19:39:24.608
2022-08-16 23:25:05 Server time in UTC | 2022-08-16 19:39:24.608
Local computer UTC time and Server UTC time difference: 0 seconds. | 2022-08-16 19:39:24.608
Program path: C:\SierraChart\ | 2022-08-16 19:39:24.608
Data Files path: C:\SierraChart\Data\ | 2022-08-16 19:39:24.608
OS Version Number: 10.0 | 2022-08-16 19:39:24.612
Locale Setting: C | 2022-08-16 19:39:24.612
DLLs: UserContributedStudies_64.dll | 2022-08-16 19:39:24.613
Allowed protected custom studies: | 2022-08-16 19:39:24.613
Crash reporter started: true | 2022-08-16 19:39:24.613

File >> Disconnect selected. | 2022-08-16 19:39:30.928
Rithmic Direct - DTC (Data) | Waiting for socket receive thread to end | 2022-08-16 19:39:30.928
DTC Client socket (2) | CloseSocket call. | 2022-08-16 19:39:30.929
Rithmic Direct - DTC (Data) | Disconnected from the server. | 2022-08-16 19:39:30.929
DTC Client socket (2) | Shutdown started. Waiting for graceful close. | 2022-08-16 19:39:30.930
Rithmic Direct - DTC | Waiting for socket receive thread to end | 2022-08-16 19:39:30.952
DTC Client socket (1) | CloseSocket call. | 2022-08-16 19:39:30.953
DTC Client socket (1) | Shutdown started. Waiting for graceful close. | 2022-08-16 19:39:30.953
Rithmic Direct - DTC | Disconnected. | 2022-08-16 19:39:30.954
DTC Client socket (2) | Socket gracefully closed by remote side. | 2022-08-16 19:39:30.976
DTC Client socket (2) | Closed. | 2022-08-16 19:39:30.976
DTC Client socket (1) | Socket gracefully closed by remote side. | 2022-08-16 19:39:31.004
DTC Client socket (1) | Closed. | 2022-08-16 19:39:31.004

Rithmic Direct - DTC | Using server connection: Rithmic Paper Trading-Chicago Area-Non-Aggregated | 2022-08-16 19:39:35.795
Rithmic Direct - DTC | Connecting to the server rsc.rithmic.com. Port 50500 | 2022-08-16 19:39:35.797
DTC Client socket (1) | Creating socket. Using TLS 1.2. | 2022-08-16 19:39:35.804
DTC Client socket (1) | New receive buffer size: 5242880 | 2022-08-16 19:39:35.804
DTC Client socket (1) | Connecting to IP: 216.57.156.163. | 2022-08-16 19:39:35.804
Rithmic Direct - DTC | Network connection to server complete. | 2022-08-16 19:39:35.846
Rithmic Direct - DTC | Starting socket receive thread. | 2022-08-16 19:39:35.846
Rithmic Direct - DTC | Setting DTC encoding to Binary | 2022-08-16 19:39:35.846
Rithmic Direct - DTC | Sending logon request message. | 2022-08-16 19:39:35.846
Rithmic Direct - DTC | Received logon response. | 2022-08-16 19:39:35.986
Rithmic Direct - DTC | Server Name: . | 2022-08-16 19:39:35.986
Rithmic Direct - DTC | Server protocol version: 8. Client protocol version: 8 | 2022-08-16 19:39:35.986
Rithmic Direct - DTC | Successfully connected. | 2022-08-16 19:39:35.986
Rithmic Direct - DTC | Trading is supported. | 2022-08-16 19:39:35.986
Rithmic Direct - DTC | Order cancel and replace is supported. | 2022-08-16 19:39:35.986
Rithmic Direct - DTC | OCO Orders supported. | 2022-08-16 19:39:35.986
Rithmic Direct - DTC | Symbol and Exchange Delimiter: . | 2022-08-16 19:39:35.986
Rithmic Direct - DTC | Connected to server complete. | 2022-08-16 19:39:35.986
Triggering next historical data download in queue. | 2022-08-16 19:39:35.987
Triggering next historical data download in queue. | 2022-08-16 19:39:35.987
Triggering next historical data download in queue. | 2022-08-16 19:39:35.987
Triggering next historical data download in queue. | 2022-08-16 19:39:35.987
Notice: Not connected to Live trading account to receive CME realtime futures data at non-professional fees. | 2022-08-16 19:39:35.987
No download requests in the queue to start downloads for. | 2022-08-16 19:39:35.989
No download requests in the queue to start downloads for. | 2022-08-16 19:39:35.989
No download requests in the queue to start downloads for. | 2022-08-16 19:39:35.989
No download requests in the queue to start downloads for. | 2022-08-16 19:39:35.989
Using symbol data fast lookup vector | 2022-08-16 19:39:35.990
Rithmic Direct - DTC | Starting real-time market data updates for: MESU2.CME. ID: 1 Service code: rithmic.trading | 2022-08-16 19:39:35.990
Rithmic Direct - DTC (Data) | Connecting to the server rsc.rithmic.com. Port 50501 | 2022-08-16 19:39:35.990
DTC Client socket (2) | Creating socket. Using TLS 1.2. | 2022-08-16 19:39:35.991
DTC Client socket (2) | New receive buffer size: 5242880 | 2022-08-16 19:39:35.991
DTC Client socket (2) | Connecting to IP: 216.57.156.163. | 2022-08-16 19:39:35.991
Rithmic Direct - DTC | Requesting security definition data for: MESU2.CME. ID: 1 | 2022-08-16 19:39:35.991
Rithmic Direct - DTC | Starting real-time market data updates for: ESU2.CME. ID: 2 Service code: rithmic.trading | 2022-08-16 19:39:35.992
Rithmic Direct - DTC | Requesting security definition data for: ESU2.CME. ID: 2 | 2022-08-16 19:39:35.992
Added historical Intraday data request for ESU2.CME to the queue. | 2022-08-16 19:39:35.992
Intraday data recording state for symbol ESU2.CME is set to download 'Pending'. | 2022-08-16 19:39:35.992
Triggering next historical data download in queue. | 2022-08-16 19:39:35.992
Delaying start of download for ESU2.CME. | 2022-08-16 19:39:35.994
Rithmic Direct - DTC (Data) | Network connection to server complete. | 2022-08-16 19:39:36.063
Rithmic Direct - DTC (Data) | Starting socket receive thread. | 2022-08-16 19:39:36.063
Rithmic Direct - DTC (Data) | Setting DTC encoding to Binary | 2022-08-16 19:39:36.063
Rithmic Direct - DTC (Data) | Sending logon request message. | 2022-08-16 19:39:36.063
Rithmic Direct - DTC (Data) | Received logon response. | 2022-08-16 19:39:36.208
Rithmic Direct - DTC (Data) | Server Name: . | 2022-08-16 19:39:36.208
Rithmic Direct - DTC (Data) | Server protocol version: 8. Client protocol version: 8 | 2022-08-16 19:39:36.208
Rithmic Direct - DTC (Data) | Successfully connected. | 2022-08-16 19:39:36.208
Rithmic Direct - DTC (Data) | Trading is not supported. | 2022-08-16 19:39:36.208
Rithmic Direct - DTC (Data) | Symbol and Exchange Delimiter: . | 2022-08-16 19:39:36.208
Rithmic Direct - DTC (Data) | Restarting real-time data updates for symbol: ESU2.CME | 2022-08-16 19:39:36.208
Rithmic Direct - DTC (Data) | Restarting real-time data updates for symbol: MESU2.CME | 2022-08-16 19:39:36.208
Added historical Intraday data request for MESU2.CME to the queue. | 2022-08-16 19:39:36.246
Intraday data recording state for symbol MESU2.CME is set to download 'Pending'. | 2022-08-16 19:39:36.246
Triggering next historical data download in queue. | 2022-08-16 19:39:36.246
Requesting market depth updates for: MESU2.CME if supported. | 2022-08-16 19:39:40.991
Rithmic Direct - DTC (Data) | Market Depth data has been rejected for symbol: MESU2.CME. permission denied | 2022-08-16 19:39:41.052
HD Request # 23 | Downloading Intraday chart data for ESU2.CME to the file ESU2.CME.scid. Service: rithmic.trading | 2022-08-16 19:39:52.242
HD Request # 23 | Download start date-time: 2022-08-16 19:32:29.000000. File last date-time: 2022-08-16 19:32:29.000001 | 2022-08-16 19:39:52.243
HD Request # 23 | Using server: rsc.rithmic.com port 50502. Use encryption. | 2022-08-16 19:39:52.243
Socket (3) | Creating socket. Using TLS 1.2. | 2022-08-16 19:39:52.244
Socket (3) | New receive buffer size: 5242880 | 2022-08-16 19:39:52.245
Socket (3) | Connecting to IP: 216.57.156.163. | 2022-08-16 19:39:52.245
HD Request # 23 | Sending historical data logon request message. | 2022-08-16 19:39:52.288
HD Request # 23 | Requesting Intraday data. Start date-time: 2022-08-16 19:32:29. Record interval: 0. Symbol: ESU2.CME | 2022-08-16 19:39:52.425
Socket (3) | CloseSocket call. | 2022-08-16 19:39:52.464
HD Request # 23 | Error downloading historical Intraday data for ESU2.CME. permission denied | 2022-08-16 19:39:52.464
Socket (3) | Shutdown started. Waiting for graceful close. | 2022-08-16 19:39:52.464
Historical data download thread signaled to stop. | 2022-08-16 19:39:52.464
HD Request # 23 | Received 0 Intraday data records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds) and wrote 0 records for ESU2.CME | 2022-08-16 19:39:52.464
HD Request # 23 | Add time&sales data | Remembered last file record date-time: 2022-08-16 23:32:29.000001 | 2022-08-16 19:39:52.464
HD Request # 23 | Completion time: 0s. | 2022-08-16 19:39:52.464
HD Request # 23 | Intraday data download complete for ESU2.CME. Unique request ID: 23 | 2022-08-16 19:39:52.465
Removing historical data download ID 23. | 2022-08-16 19:39:52.465
Real-time Intraday chart data file updates started for ESU2.CME | 2022-08-16 19:39:52.465
Intraday chart data file opened for ESU2.CME | 2022-08-16 19:39:52.465
HD Request # 23 | Enabling Intraday chart updating for symbol. | 2022-08-16 19:39:52.465

Triggering next historical data download in queue. | 2022-08-16 19:39:52.465
HD Request # 24 | Downloading Intraday chart data for MESU2.CME to the file MESU2.CME.scid. Service: rithmic.trading | 2022-08-16 19:39:52.465
HD Request # 24 | Download start date-time: 2022-08-16 19:32:37.000000. File last date-time: 2022-08-16 19:32:37.000000 | 2022-08-16 19:39:52.465
HD Request # 24 | Using server: rsc.rithmic.com port 50502. Use encryption. | 2022-08-16 19:39:52.465
Socket (4) | Creating socket. Using TLS 1.2. | 2022-08-16 19:39:52.465
Socket (4) | New receive buffer size: 5242880 | 2022-08-16 19:39:52.466
Socket (4) | Connecting to IP: 216.57.156.163. | 2022-08-16 19:39:52.466
HD Request # 24 | Sending historical data logon request message. | 2022-08-16 19:39:52.505
Socket (3) | Socket gracefully closed by remote side. | 2022-08-16 19:39:52.507
Socket (3) | Closed. | 2022-08-16 19:39:52.507
HD Request # 24 | Requesting Intraday data. Start date-time: 2022-08-16 19:32:37. Record interval: 0. Symbol: MESU2.CME | 2022-08-16 19:39:52.643
Socket (4) | CloseSocket call. | 2022-08-16 19:39:52.682
Socket (4) | Shutdown started. Waiting for graceful close. | 2022-08-16 19:39:52.682
HD Request # 24 | Error downloading historical Intraday data for MESU2.CME. permission denied | 2022-08-16 19:39:52.682
Historical data download thread signaled to stop. | 2022-08-16 19:39:52.682
HD Request # 24 | Received 0 Intraday data records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds) and wrote 0 records for MESU2.CME | 2022-08-16 19:39:52.682
HD Request # 24 | Add time&sales data | Remembered last file record date-time: 2022-08-16 23:32:37.000000 | 2022-08-16 19:39:52.683
HD Request # 24 | Completion time: 0s. | 2022-08-16 19:39:52.683
HD Request # 24 | Intraday data download complete for MESU2.CME. Unique request ID: 24 | 2022-08-16 19:39:52.683
Removing historical data download ID 24. | 2022-08-16 19:39:52.683
Real-time Intraday chart data file updates started for MESU2.CME | 2022-08-16 19:39:52.683
Intraday chart data file opened for MESU2.CME | 2022-08-16 19:39:52.683
HD Request # 24 | Enabling Intraday chart updating for symbol. | 2022-08-16 19:39:52.683

Triggering next historical data download in queue. | 2022-08-16 19:39:52.683
No download requests in the queue to start downloads for. | 2022-08-16 19:39:52.683
Socket (4) | Socket gracefully closed by remote side. | 2022-08-16 19:39:52.722
Socket (4) | Closed. | 2022-08-16 19:39:52.722
HTTPS connection ID:5 to www.rithmic.com:443 for request ID:5 (3) | Creating socket. Using TLS 1.2. | 2022-08-16 19:40:05.806
HTTPS connection ID:5 to www.rithmic.com:443 for request ID:5 (3) | New receive buffer size: 32768 | 2022-08-16 19:40:05.808
HTTPS connection ID:5 to www.rithmic.com:443 for request ID:5 (3) | Connecting to IP: 38.79.0.89. | 2022-08-16 19:40:05.808
HTTPS connection ID:5 to www.rithmic.com:443 for request ID:5 (3) | Socket gracefully closed by remote side. | 2022-08-16 19:40:06.002
HTTPS connection ID:5 to www.rithmic.com:443 for request ID:5 (3) | CloseSocket call. | 2022-08-16 19:40:06.004
HTTPS connection ID:5 to www.rithmic.com:443 for request ID:5 (3) | Graceful close received or receive error. Shutdown complete. Closing socket now. | 2022-08-16 19:40:06.004
HTTPS connection ID:5 to www.rithmic.com:443 for request ID:5 (3) | Closed. | 2022-08-16 19:40:06.004

imagedenied.png / V - Attached On 2022-08-16 23:45:46 UTC - Size: 16.68 KB - 110 views
[2022-08-17 11:46:12]
Sierra_Chart Engineering - Posts: 18797
Even though you have the Denali Data Feed active, you are not using it.

The reason you are not getting CME Group real-time or historical data from the Denali Exchange Data Feed is that you activated the Non-Professional exchange fees, but you have not verified in the last month that you have a live, funded, futures trading account, which the CME needs in order to allow you data at the lower priced fees.

Refer to the following for instructions on how to connect once a month to your *live funded* trading account to qualify for the lower-priced exchange fees:
Real-Time Exchange Data Feeds Available From Sierra Chart: Connecting Only Once a Month to Trading Account to Support CME Group Exchange Fees

If you do not have a funded trading account or one with a supported trading service, then refer to this solution:
Easy Solution to CME Funded Trading Account Requirement

Consider the above solution to avoid this problem in the future.
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
[2022-08-17 14:14:33]
John - SC Support - Posts: 38678
Part of the reason for the problem is that you are connecting to the paper trading servers with Rithmic. You need to connect to a live trading server in order to qualify for the CME Group requirement.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-08-17 17:14:30]
tradertrader - Posts: 7
Thank you, I was able to get my edgeclear account setup and the data is working as expected. For the Rithmic settings, the paper trading server is the one they tell you to use. Not sure why it's that way but I'm able to login and trade through that server.

Anyways, thanks again!

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