Support Board
Date/Time: Thu, 28 Nov 2024 18:41:21 +0000
Futures Options Data Issue
View Count: 477
| [2023-04-05 17:30:05] |
| User_Alby - Posts: 2 |
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Hello. We are having an issue viewing futures options data within Sierra Chart, using the CQG connection for order routing and the Denali feed for market data. Regular futures contracts are working perfectly fine, the issue is only with futures options. I've copied a portion of the message log below where I see error messages listed when trying to pull in the data, but I am not able to identify the solution. Can you please take a look and let me know any suggestions you may have? CQG WebAPI | Connecting to server api.cqg.com | 2023-04-04 17:32:24.526 CQG WebSocket | Connecting to WebSocket server api.cqg.com:443 | 2023-04-04 17:32:24.526 CQG WebSocket socket (4) | Creating socket. Using TLS 1.2. | 2023-04-04 17:32:24.529 CQG WebSocket socket (4) | New receive buffer size: 5242880 | 2023-04-04 17:32:24.530 CQG WebSocket socket (4) | Connecting to IP: 208.48.16.17. | 2023-04-04 17:32:24.530 CQG WebSocket | Opening WebSocket. | 2023-04-04 17:32:24.567 CQG WebSocket | Sending WebSocket handshake. | 2023-04-04 17:32:24.567 CQG WebSocket | Server header | HTTP/1.1 101 Switching Protocols | 2023-04-04 17:32:24.700 CQG WebSocket | Server header | Connection: upgrade | 2023-04-04 17:32:24.700 CQG WebSocket | Server header | Sec-WebSocket-Accept: H/D4lXVjFcwwYBkIRja1mFrHI48= | 2023-04-04 17:32:24.700 CQG WebSocket | Server header | Server: WebSocket++/0.7.0 | 2023-04-04 17:32:24.700 CQG WebSocket | Server header | Upgrade: websocket | 2023-04-04 17:32:24.700 CQG WebSocket | Server header | | 2023-04-04 17:32:24.700 CQG WebSocket | Web socket state is now open. | 2023-04-04 17:32:24.700 CQG WebAPI | WebSocket connected. | 2023-04-04 17:32:24.700 CQG WebAPI | Sending market data logon message. | 2023-04-04 17:32:24.701 CQG WebAPI | Base Time: 2023-03-18T06:14:50. 2023-03-18 06:14:50 | 2023-04-04 17:32:24.777 CQG WebAPI | Logon successful. Session Token = FZMKDZr+b3121c4QRL5YJMl5x7JWpFyRHUrvzPa2JHMDMm8PtmkEzn6qr5hTtpJCwMH6kIQtUco | 2023-04-04 17:32:24.777 CQG WebAPI | Connected to server complete. | 2023-04-04 17:32:24.777 Triggering next historical data download in queue. | 2023-04-04 17:32:24.778 Triggering next historical data download in queue. | 2023-04-04 17:32:24.778 Triggering next historical data download in queue. | 2023-04-04 17:32:24.778 Triggering next historical data download in queue. | 2023-04-04 17:32:24.778 Updated verified funded futures trading account ending date to: 2023-05-04 22:32:24 | 2023-04-04 17:32:24.778 CQG WebAPI | Sending Trade Accounts request message. | 2023-04-04 17:32:24.778 No download requests in the queue to start downloads for. | 2023-04-04 17:32:24.778 No download requests in the queue to start downloads for. | 2023-04-04 17:32:24.778 No download requests in the queue to start downloads for. | 2023-04-04 17:32:24.778 CQG WebAPI | Brokerage name: Dorman Trading. Account Name: xxxxxxx | 2023-04-04 17:32:24.868 Updated verified funded futures trading account ending date to: 2023-05-04 22:32:24 | 2023-04-04 17:32:24.868 CQG WebAPI | Sending collateral subscribe request. | 2023-04-04 17:32:24.868 Using symbol data fast lookup vector | 2023-04-04 17:32:24.890 CQG WebAPI | Starting real-time market data updates for: C.US.GCE11K232100. ID: 1 | 2023-04-04 17:32:24.890 CQG WebAPI | Sending symbol resolution request for C.US.GCE11K232100. ID: 411325 | 2023-04-04 17:32:24.890 CQG WebAPI | Requesting security definition data for: C.US.GCE11K232100. ID: 1 | 2023-04-04 17:32:24.890 CQG WebAPI | Using primary service for historical data for C.US.GCE11K232100 | 2023-04-04 17:32:24.890 Added historical Intraday data request for C.US.GCE11K232100 to the queue. | 2023-04-04 17:32:24.891 Intraday data recording state for symbol C.US.GCE11K232100 is set to download 'Pending'. | 2023-04-04 17:32:24.891 Triggering next historical data download in queue. | 2023-04-04 17:32:24.891 Delaying start of download for C.US.GCE11K232100. | 2023-04-04 17:32:24.892 Mapping F.US.CLEK23 to CLK23. Service code: nymex | 2023-04-04 17:32:24.904 Denali Data Feed | Starting real-time market data updates for: F.US.CLEK23 (CLK23). ID: 2 Service code: nymex | 2023-04-04 17:32:24.904 Denali Data Feed | Connecting to the server ds28-2.sierracharts.com. Port 10048 | 2023-04-04 17:32:24.904 CQG WebAPI | Sending symbol resolution request for F.US.CLEK23. ID: 411326 | 2023-04-04 17:32:24.904 Denali Data Feed | Requesting security definition data for: F.US.CLEK23 (CLK23). ID: 2 | 2023-04-04 17:32:24.904 DTC Client socket (5) | Creating socket. | 2023-04-04 17:32:24.904 DTC Client socket (5) | New receive buffer size: 5242880 | 2023-04-04 17:32:24.904 DTC Client socket (5) | Connecting to IP: 142.215.18.148. | 2023-04-04 17:32:24.904 CQG WebAPI | Received symbol resolution report for symbol C.US.GCE11K232100. Search Symbol: C.US.GCE11K232100. Request ID: 411325. Contract ID: 1. | 2023-04-04 17:32:24.926 CQG WebAPI | Requesting market data for C.US.GCE11K232100 | 2023-04-04 17:32:24.926 Denali Data Feed | Network connection to server complete. | 2023-04-04 17:32:24.945 Denali Data Feed | Starting socket receive thread. | 2023-04-04 17:32:24.945 Denali Data Feed | Sending encoding request to server: Binary VLS. Compression: standard | 2023-04-04 17:32:24.945 CQG WebAPI | Starting real-time market data updates for: P.US.GCEK231870. ID: 3 | 2023-04-04 17:32:24.952 CQG WebAPI | Sending symbol resolution request for P.US.GCEK231870. ID: 411327 | 2023-04-04 17:32:24.952 CQG WebAPI | Requesting security definition data for: P.US.GCEK231870. ID: 3 | 2023-04-04 17:32:24.952 CQG WebAPI | Using primary service for historical data for P.US.GCEK231870 | 2023-04-04 17:32:24.952 Added historical Intraday data request for P.US.GCEK231870 to the queue. | 2023-04-04 17:32:24.952 Intraday data recording state for symbol P.US.GCEK231870 is set to download 'Pending'. | 2023-04-04 17:32:24.952 Triggering next historical data download in queue. | 2023-04-04 17:32:24.952 CQG WebAPI | Received symbol resolution report for symbol F.US.CLEK23. Search Symbol: F.US.CLEK23. Request ID: 411326. Contract ID: 2. | 2023-04-04 17:32:24.966 CQG WebAPI | Received symbol resolution report for symbol P.US.GCEK231870. Search Symbol: P.US.GCEK231870. Request ID: 411327. Contract ID: 3. | 2023-04-04 17:32:24.987 CQG WebAPI | Requesting market data for P.US.GCEK231870 | 2023-04-04 17:32:24.987 CQG WebAPI | Market data subscription for C.US.GCE11K232100 was unsuccessful. Text: Real-time data subscription for instrument C.US.GCE11 (corresponding to ID = 1) is not enabled. | 2023-04-04 17:32:24.987 Symbol Error - C.US.GCE11K232100 is unknown, unavailable, or improperly formatted. Real-time data subscription for instrument C.US.GCE11 (corresponding to ID = 1) is not enabled. | 2023-04-04 17:32:24.987 Denali Data Feed | Setting DTC encoding to Binary VLS | 2023-04-04 17:32:25.006 Denali Data Feed | Sending logon request message. | 2023-04-04 17:32:25.006 CQG WebAPI | Sending positions subscribe request. RequestID: 411328 | 2023-04-04 17:32:25.030 CQG WebAPI | Sending orders subscribe request. RequestID: 411329 | 2023-04-04 17:32:25.030 CQG WebAPI | Market data subscription for P.US.GCEK231870 was unsuccessful. Text: Real-time data subscription for instrument P.US.GCE (corresponding to ID = 3) is not enabled. | 2023-04-04 17:32:25.068 Symbol Error - P.US.GCEK231870 is unknown, unavailable, or improperly formatted. Real-time data subscription for instrument P.US.GCE (corresponding to ID = 3) is not enabled. | 2023-04-04 17:32:25.068 HD Request # 44 | Downloading Intraday chart data for C.US.GCE11K232100 to the file C.US.GCE11K232100.scid. Service: cqg | 2023-04-04 17:32:25.125 HD Request # 44 | Performing multistage download. Downloading Minute data first. | 2023-04-04 17:32:25.125 HD Request # 44 | Download start date-time: 2022-09-30 17:32:25.000000. File last date-time: 00:00:00.000000 | 2023-04-04 17:32:25.125 HD Request # 44 | Disabling Intraday chart updating for symbol. | 2023-04-04 17:32:25.125 HD Request # 44 | Requesting historical Minute data. | 2023-04-04 17:32:25.125 HD Request # 44 | Error downloading historical Intraday data for C.US.GCE11K232100. Instrument C.US.GCE11 (corresponding to ID 1) is not allowed. | 2023-04-04 17:32:25.226 HD Request # 44 | Received 0 Intraday data records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds) and wrote 0 records for C.US.GCE11K232100 | 2023-04-04 17:32:25.226 HD Request # 44 | Completion time: 0s. | 2023-04-04 17:32:25.226 HD Request # 44 | Intraday data download complete for C.US.GCE11K232100. Unique request ID: 38 | 2023-04-04 17:32:25.226 Added historical Intraday data request for C.US.GCE11K232100 to the queue. | 2023-04-04 17:32:25.226 Triggering next historical data download in queue. | 2023-04-04 17:32:25.226 HD Request # 45 | Downloading Intraday chart data for C.US.GCE11K232100 to the file C.US.GCE11K232100.scid. Service: cqg | 2023-04-04 17:32:25.226 HD Request # 45 | Rounding start date-time down to the minute: 2022-09-30 17:32:00.000 | 2023-04-04 17:32:25.226 HD Request # 45 | Download start date-time: 2022-09-30 17:32:00.000000. File last date-time: 00:00:00.000000 | 2023-04-04 17:32:25.226 HD Request # 45 | Requesting historical Tick data. | 2023-04-04 17:32:25.226 HD Request # 45 | Error downloading historical Intraday data for C.US.GCE11K232100. Instrument C.US.GCE11 (corresponding to ID 1) is not allowed. Result=103. Num Quotes=0 | 2023-04-04 17:32:25.311 HD Request # 45 | Received 0 Intraday data records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds) and wrote 0 records for C.US.GCE11K232100 | 2023-04-04 17:32:25.311 HD Request # 45 | Add time&sales data | Remembered last file record date-time: 00:00:00.000000 | 2023-04-04 17:32:25.312 HD Request # 45 | Completion time: 0s. | 2023-04-04 17:32:25.312 HD Request # 45 | Intraday data download complete for C.US.GCE11K232100. Unique request ID: 38 | 2023-04-04 17:32:25.312 Removing historical data download ID 38. | 2023-04-04 17:32:25.312 Real-time Intraday chart data file updates started for C.US.GCE11K232100 | 2023-04-04 17:32:25.312 Opened cached Intraday file: C:\SierraChart\Data\C.US.GCE11K232100.scid. Thread ID: 14972 | 2023-04-04 17:32:25.312 Intraday chart data file opened for C.US.GCE11K232100 | 2023-04-04 17:32:25.312 HD Request # 45 | Enabling Intraday chart updating for symbol. | 2023-04-04 17:32:25.312 Triggering next historical data download in queue. | 2023-04-04 17:32:25.312 HD Request # 46 | Downloading Intraday chart data for P.US.GCEK231870 to the file P.US.GCEK231870.scid. Service: cqg | 2023-04-04 17:32:25.312 HD Request # 46 | Performing multistage download. Downloading Minute data first. | 2023-04-04 17:32:25.313 HD Request # 46 | Download start date-time: 2022-09-30 17:32:25.000000. File last date-time: 00:00:00.000000 | 2023-04-04 17:32:25.313 HD Request # 46 | Disabling Intraday chart updating for symbol. | 2023-04-04 17:32:25.313 HD Request # 46 | Requesting historical Minute data. | 2023-04-04 17:32:25.313 HD Request # 46 | Error downloading historical Intraday data for P.US.GCEK231870. Instrument P.US.GCE (corresponding to ID 3) is not allowed. | 2023-04-04 17:32:25.397 HD Request # 46 | Received 0 Intraday data records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds) and wrote 0 records for P.US.GCEK231870 | 2023-04-04 17:32:25.397 HD Request # 46 | Completion time: 0s. | 2023-04-04 17:32:25.397 HD Request # 46 | Intraday data download complete for P.US.GCEK231870. Unique request ID: 39 | 2023-04-04 17:32:25.397 Added historical Intraday data request for P.US.GCEK231870 to the queue. | 2023-04-04 17:32:25.397 Triggering next historical data download in queue. | 2023-04-04 17:32:25.397 HD Request # 47 | Downloading Intraday chart data for P.US.GCEK231870 to the file P.US.GCEK231870.scid. Service: cqg | 2023-04-04 17:32:25.397 HD Request # 47 | Rounding start date-time down to the minute: 2022-09-30 17:32:00.000 | 2023-04-04 17:32:25.397 HD Request # 47 | Download start date-time: 2022-09-30 17:32:00.000000. File last date-time: 00:00:00.000000 | 2023-04-04 17:32:25.397 HD Request # 47 | Requesting historical Tick data. | 2023-04-04 17:32:25.397 HD Request # 47 | Error downloading historical Intraday data for P.US.GCEK231870. Instrument P.US.GCE (corresponding to ID 3) is not allowed. Result=103. Num Quotes=0 | 2023-04-04 17:32:25.485 HD Request # 47 | Received 0 Intraday data records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds) and wrote 0 records for P.US.GCEK231870 | 2023-04-04 17:32:25.485 HD Request # 47 | Add time&sales data | Remembered last file record date-time: 00:00:00.000000 | 2023-04-04 17:32:25.486 HD Request # 47 | Completion time: 0s. | 2023-04-04 17:32:25.486 HD Request # 47 | Intraday data download complete for P.US.GCEK231870. Unique request ID: 39 | 2023-04-04 17:32:25.486 Removing historical data download ID 39. | 2023-04-04 17:32:25.486 Real-time Intraday chart data file updates started for P.US.GCEK231870 | 2023-04-04 17:32:25.486 Opened cached Intraday file: C:\SierraChart\Data\P.US.GCEK231870.scid. Thread ID: 14972 | 2023-04-04 17:32:25.486 Intraday chart data file opened for P.US.GCEK231870 | 2023-04-04 17:32:25.486 HD Request # 47 | Enabling Intraday chart updating for symbol. | 2023-04-04 17:32:25.486 |
| [2023-04-05 21:20:49] |
| Sierra_Chart Engineering - Posts: 17204 |
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Refer to the instructions here for this: Denali Exchange Data Feed: Using Denali Futures Options Data with Trading Service 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 |
| [2023-04-05 21:32:14] |
| User_Alby - Posts: 2 |
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Thank you for the information. Are COMEX Gold options available to be traded in this manner? I do not see COMEX as an option under that Futures Options heading in the Find Symbol window, only CME, CBOT, and NYMEX.
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