Support Board
Date/Time: Thu, 28 Nov 2024 08:43:09 +0000
Enabling Realtime Futures Exchange Data
View Count: 439
| [2023-05-11 02:10:29] |
| jj554 - Posts: 20 |
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My AMP account was switched over to the Teton routing system earlier today and I activated the CME exchange data without market depth for non-professionals but I am still only receiving delayed data. The exchange agreements were signed in 2021. My current test symbol is the mini wheat contract XWN23 listed on the CBOT. From reading other posts on the support board I found the most common error is failure to connect the live account. My live AMP account seems to be connected because the account balance is accurate in Sierra Chart and I turned off SIM trading briefly. What else do I need to do? This is the message log after reconnecting to the Teton routing service: Teton CME Order Routing | Firm: AMP | 2023-05-10 22:03:01.662 Teton CME Order Routing | Connecting to the server futurestrading14.sierracharts.com. Port 11067 | 2023-05-10 22:03:01.662 DTC Client socket (1) | Creating socket. Using TLS 1.2. | 2023-05-10 22:03:01.662 DTC Client socket (1) | New receive buffer size: 5242880 | 2023-05-10 22:03:01.662 DTC Client socket (1) | Connecting to IP: 208.185.224.130. | 2023-05-10 22:03:01.662 Teton CME Order Routing | Network connection to server complete. | 2023-05-10 22:03:01.712 Teton CME Order Routing | Starting socket receive thread. | 2023-05-10 22:03:01.712 Teton CME Order Routing | Sending encoding request to server: Binary VLS. Compression: none | 2023-05-10 22:03:01.712 Teton CME Order Routing | Setting DTC encoding to Binary VLS | 2023-05-10 22:03:01.889 Teton CME Order Routing | Sending logon request message. | 2023-05-10 22:03:01.889 Teton CME Order Routing | Received logon response. | 2023-05-10 22:03:02.428 Teton CME Order Routing | Server Name: SC DTC Server. Build=45618. | 2023-05-10 22:03:02.428 Teton CME Order Routing | Server protocol version: 8. Client protocol version: 8 | 2023-05-10 22:03:02.428 Teton CME Order Routing | Successfully connected. Connected to SC DTC Protocol server. Service=cme_ilink.trading|SymbolSettings=cme_ilink_live.trading. | 2023-05-10 22:03:02.428 Teton CME Order Routing | Trading is supported. | 2023-05-10 22:03:02.428 Teton CME Order Routing | Order cancel and replace is supported. | 2023-05-10 22:03:02.428 Teton CME Order Routing | OCO Orders supported. | 2023-05-10 22:03:02.428 Teton CME Order Routing | Bracket Orders supported. | 2023-05-10 22:03:02.428 Teton CME Order Routing | Connected to server complete. | 2023-05-10 22:03:02.428 Triggering next historical data download in queue. | 2023-05-10 22:03:02.428 Triggering next historical data download in queue. | 2023-05-10 22:03:02.428 Triggering next historical data download in queue. | 2023-05-10 22:03:02.428 Triggering next historical data download in queue. | 2023-05-10 22:03:02.428 Updated verified funded futures trading account ending date to: 2023-06-10 02:03:02 | 2023-05-10 22:03:02.428 Teton CME Order Routing | Performing query for most recent Order Activity Date-Time. | 2023-05-10 22:03:02.431 No download requests in the queue to start downloads for. | 2023-05-10 22:03:02.431 No download requests in the queue to start downloads for. | 2023-05-10 22:03:02.431 No download requests in the queue to start downloads for. | 2023-05-10 22:03:02.431 No download requests in the queue to start downloads for. | 2023-05-10 22:03:02.431 Teton CME Order Routing | Requesting historical order activity from server. Start date-time UTC: 2023-05-10 23:45:27.697611 | 2023-05-10 22:03:02.432 Updated verified funded futures trading account ending date to: 2023-06-10 02:03:02 | 2023-05-10 22:03:02.486 Teton CME Order Routing | Received final trade activity snapshot. Count=1. No data. TradeAccount=137131 | 2023-05-10 22:03:02.487 Mapping XWN23_FUT_CME to XWN23. Service code: cbot | 2023-05-10 22:03:02.520 Using symbol data fast lookup vector | 2023-05-10 22:03:02.520 SC DTC Delayed Exchange Data | Starting real-time market data updates for: XWN23_FUT_CME (XWN23). ID: 1 Service code: cbot | 2023-05-10 22:03:02.520 SC DTC Delayed Exchange Data | Connecting to the server ds23.sierracharts.com. Port 10043 | 2023-05-10 22:03:02.520 SC DTC Delayed Exchange Data | Requesting security definition data for: XWN23_FUT_CME (XWN23). ID: 1 | 2023-05-10 22:03:02.520 DTC Client socket (2) | Creating socket. | 2023-05-10 22:03:02.520 DTC Client socket (2) | New receive buffer size: 5242880 | 2023-05-10 22:03:02.520 DTC Client socket (2) | Connecting to IP: 142.215.17.190. | 2023-05-10 22:03:02.520 Added historical Intraday data request for XWN23_FUT_CME to the queue. | 2023-05-10 22:03:02.572 Intraday data recording state for symbol XWN23_FUT_CME is set to download 'Pending'. | 2023-05-10 22:03:02.572 Triggering next historical data download in queue. | 2023-05-10 22:03:02.572 Delaying start of download for XWN23_FUT_CME. | 2023-05-10 22:03:02.575 SC DTC Delayed Exchange Data | Network connection to server complete. | 2023-05-10 22:03:02.579 SC DTC Delayed Exchange Data | Starting socket receive thread. | 2023-05-10 22:03:02.579 SC DTC Delayed Exchange Data | Sending encoding request to server: Binary VLS. Compression: standard | 2023-05-10 22:03:02.579 SC DTC Delayed Exchange Data | Setting DTC encoding to Binary VLS | 2023-05-10 22:03:02.673 SC DTC Delayed Exchange Data | Sending logon request message. | 2023-05-10 22:03:02.673 SC DTC Delayed Exchange Data | Received logon response. | 2023-05-10 22:03:03.385 SC DTC Delayed Exchange Data | Server Name: SC Realtime Server. | 2023-05-10 22:03:03.385 SC DTC Delayed Exchange Data | Server protocol version: 8. Client protocol version: 8 | 2023-05-10 22:03:03.385 SC DTC Delayed Exchange Data | Successfully connected. | 2023-05-10 22:03:03.385 SC DTC Delayed Exchange Data | Trading is not supported. | 2023-05-10 22:03:03.385 SC DTC Delayed Exchange Data | Restarting real-time data updates for symbol: XWN23_FUT_CME -> XWN23 | 2023-05-10 22:03:03.385 SC DTC Delayed Exchange Data | Received security definition for symbol XWN23_FUT_CME | 2023-05-10 22:03:03.541 HD Request # 17 | Downloading Intraday chart data for XWN23_FUT_CME to the file XWN23_FUT_CME.scid. Service: cbot | 2023-05-10 22:03:08.510 HD Request # 17 | Download start date-time: 2023-05-10 21:47:40.000000. File last date-time: 2023-05-10 21:47:40.032005 | 2023-05-10 22:03:08.510 HD Request # 17 | Using server: ds28.sierracharts.com port 10150 | 2023-05-10 22:03:08.510 Socket (3) | Creating socket. | 2023-05-10 22:03:08.510 Socket (3) | New receive buffer size: 5242880 | 2023-05-10 22:03:08.510 Socket (3) | Connecting to IP: 142.215.18.147. | 2023-05-10 22:03:08.510 HD Request # 17 | Setting DTC encoding to Binary VLS | 2023-05-10 22:03:08.609 HD Request # 17 | Sending historical data logon request message. | 2023-05-10 22:03:08.609 HD Request # 17 | Requesting Intraday data. Start date-time: 2023-05-10 21:47:40. Record interval: 0. Symbol: XWN23 | 2023-05-10 22:03:09.180 HD Request # 17 | Decompressing data. | 2023-05-10 22:03:09.226 HD Request # 17 | Receiving Intraday data for XWN23_FUT_CME starting at 2023-05-10 21:47:40.032000 | 2023-05-10 22:03:09.227 Socket (3) | CloseSocket call. | 2023-05-10 22:03:09.227 Socket (3) | Shutdown started. Waiting for graceful close. | 2023-05-10 22:03:09.227 Historical data download thread signaled to stop. | 2023-05-10 22:03:09.227 HD Request # 17 | Timestamp of first Intraday data file record written: 2023-05-10 21:56:50.452000. | 2023-05-10 22:03:09.227 HD Request # 17 | Received 4 Intraday data records from 2023-05-10 21:47:40.032000 to 2023-05-10 21:56:50.452000 (9.2 minutes. Delay: 6.3 minutes) and wrote 1 record for XWN23_FUT_CME | 2023-05-10 22:03:09.228 HD Request # 17 | Add time&sales data | Remembered last file record date-time: 2023-05-11 01:56:50.452000 | 2023-05-10 22:03:09.228 HD Request # 17 | Completion time: 1s. | 2023-05-10 22:03:09.228 HD Request # 17 | Intraday data download complete for XWN23_FUT_CME. Unique request ID: 17 | 2023-05-10 22:03:09.228 Removing historical data download ID 17. | 2023-05-10 22:03:09.228 Real-time Intraday chart data file updates started for XWN23_FUT_CME | 2023-05-10 22:03:09.228 Intraday chart data file opened for XWN23_FUT_CME | 2023-05-10 22:03:09.228 HD Request # 17 | Enabling Intraday chart updating for symbol. | 2023-05-10 22:03:09.228 Triggering next historical data download in queue. | 2023-05-10 22:03:09.228 No download requests in the queue to start downloads for. | 2023-05-10 22:03:09.228 Socket (3) | Socket gracefully closed by remote side. | 2023-05-10 22:03:09.272 Socket (3) | Closed. | 2023-05-10 22:03:09.272 |
| [2023-05-11 13:59:37] |
| John - SC Support - Posts: 36350 |
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There is nothing showing in your log of any issues. The one thing we want to point out is that this particular instrument is not traded heavily, so it's possible that what you are seeing is simply due to the lack of trading at that time. Please open a chart for ESM23_FUT_CME and let us know if you see delayed data with this particular instrument. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-05-11 17:25:06] |
| jj554 - Posts: 20 |
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I opened the June e-mini contract and it appears to be delayed data based on the computer clock vs the bar time on the right edge bar. I uploaded a screenshot of the SC window where you can see the top header says 'delayed.' Is this normal? I also opened an FXCM forex chart through the 'SC Data - All Services' connection and that chart displayed real-time data. The issue seems to be with the futures exchange. The only thing I can add is that I signed the exchange agreements over a year ago and haven't had a funded futures account for some time until recently so is it necessary to re-submit them? https://www.sierrachart.com/image.php?Image=1683825835535.png |
| [2023-05-11 17:26:52] |
| jj554 - Posts: 20 |
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Here is the main window when connected to the Teton Routing Service. https://www.sierrachart.com/image.php?Image=1683825975839.png |
| [2023-05-11 21:31:53] |
| John - SC Support - Posts: 36350 |
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Please follow these instructions, exactly as they are set out, to get us your Message Log: 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. Tell us about *one* symbol only. 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: Support Board Posting Information: How to Post Your Message Log (Required In Some Cases) 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 |
| [2023-05-12 00:07:57] |
| jj554 - Posts: 20 |
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The test symbol is ESM23_FUT_CME. I sent the log via "Send for Analysis." It appears that I am getting the real-time futures exchange data now and the window header no longer says 'delayed' but I will wait until you guys check the log to confirm that things are working properly.
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| [2023-05-12 13:36:10] |
| John - SC Support - Posts: 36350 |
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Everything looks good in the log you had sent. We do not know what the issue may have been. Let us know if it comes back.
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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