Support Board
Date/Time: Mon, 25 Nov 2024 11:23:45 +0000
Eurex problem downloading market depth data
View Count: 244
| [2024-03-05 12:27:04] |
| LLBB59 - Posts: 7 |
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Hi, I have issue regarding the downloading of market depth of prior contracts of FGBL - Eurex. I can download the last 6 months of market depth but when I try the month of August i get this message. I'll let the log below. If you have a solution. Cordially, 2024-03-05 12:21:05.810 | No download requests in the queue to start downloads for. 2024-03-05 12:21:05.838 | Socket (2) | Socket gracefully closed by remote side. 2024-03-05 12:21:05.838 | Socket (2) | Closed. 2024-03-05 12:21:16.473 | Added historical Market depth data request for FGBLH23-EUREX to the queue. 2024-03-05 12:21:16.473 | Market depth data recording state for symbol FGBLH23-EUREX is set to download 'Pending'. 2024-03-05 12:21:16.473 | Triggering next historical data download in queue. 2024-03-05 12:21:16.473 | HD Request # 38 | Downloading Market depth data for FGBLH23-EUREX. Service: eurex.marketdepth. 2024-03-05 12:21:16.477 | HD Request # 38 | Download start date-time: 2023-03-06 13:24:00.000000. 2024-03-05 12:21:16.477 | HD Request # 38 | Using server: ds14.sierracharts.com port 10149 2024-03-05 12:21:16.477 | Socket (2) | Creating socket. 2024-03-05 12:21:16.477 | Socket (2) | New receive buffer size: 0 2024-03-05 12:21:16.477 | Socket (2) | Connecting to IP: 176.9.9.252. 2024-03-05 12:21:16.531 | HD Request # 38 | Setting DTC encoding to Binary VLS 2024-03-05 12:21:16.531 | HD Request # 38 | Sending historical data logon request message. 2024-03-05 12:21:17.213 | HD Request # 38 | Requesting market depth data. Start date-time: 2023-03-06 13:24:00. Symbol: FGBL202303_FUT_EUREX 2024-03-05 12:21:17.243 | Socket (2) | CloseSocket call. 2024-03-05 12:21:17.243 | HD Request # 38 | Error downloading historical Market Depth data for FGBLH23-EUREX. No market depth data files found. Path: E:\EUREX_Exchange.data\MarketDepthData/ 2024-03-05 12:21:17.243 | Socket (2) | Shutdown started. Waiting for graceful close. 2024-03-05 12:21:17.243 | Historical data download thread signaled to stop. 2024-03-05 12:21:17.243 | HD Request # 38 | Received 0 Market depth data records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds and wrote 0 records for FGBLH23-EUREX 2024-03-05 12:21:17.243 | HD Request # 38 | Completion time: 1s. 2024-03-05 12:21:17.243 | HD Request # 38 | Market depth data download complete for FGBLH23-EUREX. Unique request ID: 46 2024-03-05 12:21:17.243 | Removing historical data download ID 46. 2024-03-05 12:21:17.243 | Real-time market depth file updates started for FGBLH23-EUREX 2024-03-05 12:21:17.244 | Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\FGBLH23-EUREX.2024-03-05.depth Date Time Of Last Edit: 2024-03-05 12:50:24
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| [2024-03-05 13:56:50] |
| Sierra_Chart Engineering - Posts: 17172 |
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The market depth data does not exist. Market depth data is not maintained that far back. Also there is no August contract . Not sure why August is being mentioned. 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 Date Time Of Last Edit: 2024-03-06 06:43:20
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| [2024-03-06 04:37:55] |
| LLBB59 - Posts: 7 |
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Okay, and is there any services within sierra chart plateform that provide this type of data even 1 year earlier. I was mentionning the month of August in the FGBLU23-EUREX. Thanks for the quick reply |
| [2024-03-06 17:42:55] |
| John - SC Support - Posts: 36238 |
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We only have historical market depth data for 6 months.
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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