Support Board
Date/Time: Mon, 25 Nov 2024 08:34:36 +0000
No longer receiving Market By Order data
View Count: 263
| [2024-03-15 19:12:52] |
| User701807 - Posts: 2 |
|
Hi I've recently noticed that I've stopped receiving (delayed) MBO data (on CME symbols: ES, NQ) when it was working fine a few days ago. I am connected to "SC Data - All Services". The delayed intraday data seems to be OK (but there seems to be an error message in the Message Log that says ("2024-03-15 13:33:09.098 | Delayed Data Feed | Logon error received from server: Data service (sc_delayed_exchange.datafeed) is disabled or unsupported. A software update may be necessary."). The Message Log shows repeating errors on connecting to the "Delayed Data Feed (Market Orders Data)" server which looks like a login issue: EITHER "2024-03-15 13:33:21.636 | Delayed Data Feed (Market Orders Data) | Logon error received from server: Invalid login data." OR "2024-03-15 13:33:24.004 | Delayed Data Feed (Market Orders Data) | Logon error received from server: Data service (sc_delayed_exchange.datafeed) is disabled or unsupported. A software update may be necessary.". I have included a selection of the Message Log from the top of the log. I can provide the full log if required. Many thanks MESSAGE LOG: 2024-03-15 13:32:37.399 | Trade activity files set size: 78 2024-03-15 13:32:37.534 | Created the DTC Protocol server. 2024-03-15 13:32:37.534 | DTC Protocol Server listening on port 11099. 2024-03-15 13:32:37.534 | Reading Internal Order ID file. 2024-03-15 13:32:37.563 | Reading Trade Orders file. 2024-03-15 13:32:37.566 | Reading Trade Positions file. 2024-03-15 13:32:37.569 | Reading Trade Account Data files. 2024-03-15 13:32:37.569 | Software version: 2611 64-bit 2024-03-15 13:32:37.569 | Primary Thread ID: 13192 2024-03-15 13:32:37.569 | Usage end date: 2024-05-31 2024-03-15 13:32:37.569 | Enabled for: Advanced Features 2. 2024-03-15 13:32:37.569 | Enabled for: Sierra Chart Historical Data Service. 2024-03-15 13:32:37.569 | Enabled for: Denali Real-Time Exchange Data Feed. 2024-03-15 13:32:37.569 | Enabled for: Delayed Denali Exchange Data Feed. 2024-03-15 13:32:37.569 | Allow Support for Sierra Chart Data Feeds is enabled. 2024-03-15 13:32:37.569 | Current selected Data/Trading service: SC Data - All Services 2024-03-15 13:32:37.570 | Custom symbol settings values: enabled 2024-03-15 13:32:37.570 | Chart Update Interval: 500 2024-03-15 13:32:37.570 | Intraday Data Storage Time Unit: 0 2024-03-15 13:32:37.570 | Time Zone: -05:00:00 (CST-06CDT+01,M3.2.0/02:00,M11.1.0/02:00) 2024-03-15 13:32:37.570 | 2024-03-15 18:32:37 Local computer time in UTC 2024-03-15 13:32:37.570 | 2024-03-15 13:32:37 Local computer time in SC Time Zone 2024-03-15 13:32:37.570 | 2024-03-15 18:32:35 Server time in UTC 2024-03-15 13:32:37.570 | Local computer UTC time and Server UTC time difference: 2 seconds. 2024-03-15 13:32:37.570 | Program path: C:\SierraChart\ 2024-03-15 13:32:37.570 | Data Files path: C:\SierraChart\Data\ 2024-03-15 13:32:37.570 | OS Version Number: 10.0 2024-03-15 13:32:37.570 | Locale Setting: C 2024-03-15 13:32:37.576 | DLLs: UserContributedStudies_64.dll 2024-03-15 13:32:37.576 | Allowed protected custom studies: 2024-03-15 13:32:37.576 | Crash reporter started: true 2024-03-15 13:32:37.576 | 2024-03-15 13:32:37.583 | Created the DTC Protocol historical data server. 2024-03-15 13:32:37.583 | HD Server Manager | Listening on port 11098. 2024-03-15 13:32:37.584 | Checking for new symbol settings. Requested symbol settings MD5 for service code scdataallservices. Request ID: 1. 2024-03-15 13:32:37.588 | HTTPS connection ID:1 to login.sierrachart.com:443 for request ID:1 (1) | Shutdown started. Waiting for graceful close. 2024-03-15 13:32:37.743 | HTTPS connection ID:1 to login.sierrachart.com:443 for request ID:1 (1) | Socket gracefully closed by remote side. 2024-03-15 13:32:37.743 | HTTPS connection ID:1 to login.sierrachart.com:443 for request ID:1 (1) | Closed. 2024-03-15 13:32:38.079 | Received 5 login tokens. 2024-03-15 13:32:39.695 | Symbol settings MD5 received. Request ID: 1. 2024-03-15 13:32:39.695 | Symbol settings are up-to-date for scdataallservices. 2024-03-15 13:32:40.070 | Requested user files to download. 2024-03-15 13:32:42.071 | 2024-03-15 13:32:42.071 | SC Data - All Services | Connected to server complete. 2024-03-15 13:32:42.071 | No download requests in the queue to start downloads for. | Number times message added: 3 2024-03-15 13:32:42.071 | Notice: Not connected to Live trading account to receive CME realtime futures data at non-professional fees. 2024-03-15 13:33:08.223 | ESM24-CME [CBV] 5 Min #1 | Reloading chart. 2024-03-15 13:33:08.733 | Mapping ESM24-CME to ESM24. Service code: cme 2024-03-15 13:33:08.733 | Using symbol data fast lookup vector 2024-03-15 13:33:08.734 | Delayed Data Feed | Starting real-time market data updates for: ESM24-CME (ESM24). ID: 1 Service code: cme 2024-03-15 13:33:08.734 | Delayed Data Feed | Connecting to the server ds28.sierracharts.com. Port 10043 2024-03-15 13:33:08.735 | Delayed Data Feed | Requesting security definition data for: ESM24-CME (ESM24). ID: 1 2024-03-15 13:33:08.735 | Starting DelayedDownloadMonitoringTimer 2024-03-15 13:33:08.735 | Starting HDTimeoutTimer 2024-03-15 13:33:08.735 | Added historical Intraday data request for ESM24-CME to the queue. 2024-03-15 13:33:08.735 | Intraday data recording state for symbol ESM24-CME is set to download 'Pending'. 2024-03-15 13:33:08.735 | Triggering next historical data download in queue. 2024-03-15 13:33:08.737 | Delaying start of download for ESM24-CME. 2024-03-15 13:33:08.762 | DTC Client socket (1) | Creating socket. 2024-03-15 13:33:08.762 | DTC Client socket (1) | New receive buffer size: 0 2024-03-15 13:33:08.762 | DTC Client socket (1) | Connecting to IP: 38.103.112.187. 2024-03-15 13:33:08.861 | Delayed Data Feed | Network connection to server complete. 2024-03-15 13:33:08.861 | Delayed Data Feed | Starting socket receive thread. 2024-03-15 13:33:08.861 | Delayed Data Feed | Sending encoding request to server: Binary VLS. Compression: standard 2024-03-15 13:33:08.988 | Delayed Data Feed | Setting DTC encoding to Binary VLS 2024-03-15 13:33:08.988 | Delayed Data Feed | Sending logon request message. 2024-03-15 13:33:09.098 | Delayed Data Feed | Received logon response. 2024-03-15 13:33:09.098 | Delayed Data Feed | Server Name: RealTimeServer. 2024-03-15 13:33:09.098 | Delayed Data Feed | Server protocol version: 8. Client protocol version: 8 2024-03-15 13:33:09.098 | Delayed Data Feed | Logon error received from server: Data service (sc_delayed_exchange.datafeed) is disabled or unsupported. A software update may be necessary. 2024-03-15 13:33:09.098 | Delayed Data Feed | Failed connections: 1 2024-03-15 13:33:09.098 | Delayed Data Feed | Waiting for socket receive thread to end 2024-03-15 13:33:09.098 | DTC Client socket (1) | CloseSocket call. 2024-03-15 13:33:09.098 | DTC Client socket (1) | Shutdown started. Waiting for graceful close. 2024-03-15 13:33:09.098 | Delayed Data Feed | Disconnected from the server. 2024-03-15 13:33:09.098 | Delayed Data Feed | Data feed disconnected. Will reconnect in 2 seconds. 2024-03-15 13:33:09.195 | DTC Client socket (1) | Socket gracefully closed by remote side. 2024-03-15 13:33:09.196 | DTC Client socket (1) | Closed. 2024-03-15 13:33:10.147 | ESM24-CME [CBV][M] 5 Min #1 | Chart data loading complete. 2024-03-15 13:33:11.100 | Delayed Data Feed | Connecting to the server ds28.sierracharts.com. Port 10043 2024-03-15 13:33:11.100 | DTC Client socket (1) | Creating socket. 2024-03-15 13:33:11.100 | DTC Client socket (1) | New receive buffer size: 0 2024-03-15 13:33:11.100 | DTC Client socket (1) | Connecting to IP: 38.103.112.187. 2024-03-15 13:33:11.198 | Delayed Data Feed | Network connection to server complete. 2024-03-15 13:33:11.198 | Delayed Data Feed | Starting socket receive thread. 2024-03-15 13:33:11.198 | Delayed Data Feed | Sending encoding request to server: Binary VLS. Compression: standard 2024-03-15 13:33:11.310 | Delayed Data Feed | Setting DTC encoding to Binary VLS 2024-03-15 13:33:11.310 | Delayed Data Feed | Sending logon request message. 2024-03-15 13:33:11.420 | Delayed Data Feed | Received logon response. 2024-03-15 13:33:11.420 | Delayed Data Feed | Server Name: RealTimeServer. 2024-03-15 13:33:11.420 | Delayed Data Feed | Server protocol version: 8. Client protocol version: 8 2024-03-15 13:33:11.420 | Delayed Data Feed | Logon error received from server: Data service (sc_delayed_exchange.datafeed) is disabled or unsupported. A software update may be necessary. 2024-03-15 13:33:11.420 | Delayed Data Feed | Failed connections: 2 2024-03-15 13:33:11.420 | Delayed Data Feed | Waiting for socket receive thread to end 2024-03-15 13:33:11.420 | DTC Client socket (1) | CloseSocket call. 2024-03-15 13:33:11.420 | Delayed Data Feed | Disconnected from the server. 2024-03-15 13:33:11.420 | Delayed Data Feed | Data feed disconnected. Will reconnect in 2 seconds. 2024-03-15 13:33:11.420 | DTC Client socket (1) | Shutdown started. Waiting for graceful close. 2024-03-15 13:33:11.518 | DTC Client socket (1) | Socket gracefully closed by remote side. 2024-03-15 13:33:11.518 | DTC Client socket (1) | Closed. 2024-03-15 13:33:12.075 | Requesting market depth updates for: ESM24-CME if supported. NumLevels=1400 2024-03-15 13:33:12.076 | Starting DelayedDownloadMonitoringTimer 2024-03-15 13:33:12.076 | Starting HDTimeoutTimer 2024-03-15 13:33:12.076 | Added historical Market depth data request for ESM24-CME to the queue. 2024-03-15 13:33:12.076 | Market depth data recording state for symbol ESM24-CME is set to download 'Pending'. 2024-03-15 13:33:12.077 | Triggering next historical data download in queue. 2024-03-15 13:33:12.077 | HD Request # 1 | Downloading Market depth data for ESM24-CME. Service: cme.marketdepth. 2024-03-15 13:33:12.085 | HD Request # 1 | Download start date-time: 2024-03-15 13:21:04.600669. 2024-03-15 13:33:12.085 | HD Request # 1 | Using server: ds26.sierracharts.com port 10149 2024-03-15 13:33:12.109 | Socket (1) | Creating socket. 2024-03-15 13:33:12.109 | Socket (1) | New receive buffer size: 0 2024-03-15 13:33:12.109 | Socket (1) | Connecting to IP: 38.103.112.197. 2024-03-15 13:33:12.314 | HD Request # 1 | Setting DTC encoding to Binary VLS 2024-03-15 13:33:12.314 | HD Request # 1 | Sending historical data logon request message. 2024-03-15 13:33:12.685 | HD Request # 1 | Requesting market depth data. Start date-time: 2024-03-15 13:21:04. Symbol: ESM24 2024-03-15 13:33:12.783 | HD Request # 1 | Decompressing data. 2024-03-15 13:33:12.898 | HD Request # 1 | Receiving market depth data for ESM24-CME starting at 2024-03-15 13:21:04.614000 2024-03-15 13:33:13.106 | Socket (1) | CloseSocket call. 2024-03-15 13:33:13.106 | Socket (1) | Shutdown started. Waiting for graceful close. 2024-03-15 13:33:13.106 | Historical data download thread signaled to stop. 2024-03-15 13:33:13.106 | HD Request # 1 | Timestamp of first market depth data file record written: 2024-03-15 13:21:04.614000. 2024-03-15 13:33:13.107 | HD Request # 1 | Received 25493 Market depth data records from 2024-03-15 13:21:04.614000 to 2024-03-15 13:23:10.979000 (2.1 minutes. Delay: 10.0 minutes) and wrote 25493 records for ESM24-CME 2024-03-15 13:33:13.107 | HD Request # 1 | Completion time: 1s. 2024-03-15 13:33:13.107 | HD Request # 1 | Market depth data download complete for ESM24-CME. Unique request ID: 2 2024-03-15 13:33:13.107 | Removing historical data download ID 2. 2024-03-15 13:33:13.107 | Real-time market depth file updates started for ESM24-CME 2024-03-15 13:33:13.114 | Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\ESM24-CME.2024-03-15.depth 2024-03-15 13:33:13.114 | ESM24-CME [CBV][M] 5 Min #1 | Flagging to reload Intraday data on market depth download completion. 2024-03-15 13:33:13.114 | 2024-03-15 13:33:13.114 | No download requests in the queue to start downloads for. 2024-03-15 13:33:13.204 | Socket (1) | Socket gracefully closed by remote side. 2024-03-15 13:33:13.204 | Socket (1) | Closed. 2024-03-15 13:33:13.297 | ESM24-CME [CBV][M] 5 Min #1 | Reloading chart. 2024-03-15 13:33:13.418 | Delayed Data Feed | Connecting to the server ds32.sierracharts.com. Port 10043 2024-03-15 13:33:13.442 | DTC Client socket (1) | Creating socket. 2024-03-15 13:33:13.442 | DTC Client socket (1) | New receive buffer size: 0 2024-03-15 13:33:13.442 | DTC Client socket (1) | Connecting to IP: 38.120.62.83. 2024-03-15 13:33:13.536 | Delayed Data Feed | Network connection to server complete. 2024-03-15 13:33:13.536 | Delayed Data Feed | Starting socket receive thread. 2024-03-15 13:33:13.536 | Delayed Data Feed | Sending encoding request to server: Binary VLS. Compression: standard 2024-03-15 13:33:13.726 | Delayed Data Feed | Setting DTC encoding to Binary VLS 2024-03-15 13:33:13.726 | Delayed Data Feed | Sending logon request message. 2024-03-15 13:33:14.313 | Delayed Data Feed | Received logon response. 2024-03-15 13:33:14.313 | Delayed Data Feed | Server Name: SC Realtime Server. 2024-03-15 13:33:14.313 | Delayed Data Feed | Server protocol version: 8. Client protocol version: 8 2024-03-15 13:33:14.313 | Delayed Data Feed | Successfully connected. 2024-03-15 13:33:14.313 | Delayed Data Feed | Trading is not supported. 2024-03-15 13:33:14.313 | Delayed Data Feed | MarketDepthIsSupported: 1 2024-03-15 13:33:14.313 | Delayed Data Feed (Market Orders Data) | Connecting to the server ds32.sierracharts.com. Port 10042 2024-03-15 13:33:14.314 | DTC Client socket (2) | Creating socket. 2024-03-15 13:33:14.314 | DTC Client socket (2) | New receive buffer size: 0 2024-03-15 13:33:14.314 | DTC Client socket (2) | Connecting to IP: 38.120.62.83. 2024-03-15 13:33:14.314 | Delayed Data Feed | Restarting real-time data updates for symbol: ESM24-CME -> ESM24. Market Depth data restarted. 2024-03-15 13:33:14.408 | Delayed Data Feed (Market Orders Data) | Network connection to server complete. 2024-03-15 13:33:14.408 | Delayed Data Feed (Market Orders Data) | Starting socket receive thread. 2024-03-15 13:33:14.409 | Delayed Data Feed (Market Orders Data) | Sending encoding request to server: Binary VLS. Compression: standard 2024-03-15 13:33:14.491 | ESM24-CME [CBV][M] 5 Min #1 | Chart data loading complete. 2024-03-15 13:33:14.517 | Delayed Data Feed (Market Orders Data) | Setting DTC encoding to Binary VLS 2024-03-15 13:33:14.517 | Delayed Data Feed (Market Orders Data) | Sending logon request message. 2024-03-15 13:33:14.584 | Delayed Data Feed | Clearing market depth for ESM24-CME 2024-03-15 13:33:14.584 | Delayed Data Feed | Received security definition for symbol ESM24-CME 2024-03-15 13:33:14.592 | Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\ESM24-CME.2024-03-15.depth 2024-03-15 13:33:14.627 | Delayed Data Feed (Market Orders Data) | Received logon response. 2024-03-15 13:33:14.627 | Delayed Data Feed (Market Orders Data) | Server Name: RealTimeServer. 2024-03-15 13:33:14.627 | Delayed Data Feed (Market Orders Data) | Server protocol version: 8. Client protocol version: 8 2024-03-15 13:33:14.627 | Delayed Data Feed (Market Orders Data) | Logon error received from server: Invalid login data. 2024-03-15 13:33:14.627 | Delayed Data Feed (Market Orders Data) | Failed connections: 1 2024-03-15 13:33:14.627 | Delayed Data Feed (Market Orders Data) | Waiting for socket receive thread to end 2024-03-15 13:33:14.627 | DTC Client socket (2) | CloseSocket call. 2024-03-15 13:33:14.627 | Delayed Data Feed (Market Orders Data) | Disconnected from the server. 2024-03-15 13:33:14.627 | Delayed Data Feed (Market Orders Data) | Data feed disconnected. Will reconnect in 2 seconds. 2024-03-15 13:33:14.628 | DTC Client socket (2) | Shutdown started. Waiting for graceful close. 2024-03-15 13:33:14.721 | DTC Client socket (2) | Socket gracefully closed by remote side. 2024-03-15 13:33:14.722 | DTC Client socket (2) | Closed. 2024-03-15 13:33:16.624 | Delayed Data Feed (Market Orders Data) | Connecting to the server ds28-2.sierracharts.com. Port 10042 2024-03-15 13:33:16.654 | DTC Client socket (2) | Creating socket. 2024-03-15 13:33:16.654 | DTC Client socket (2) | New receive buffer size: 0 2024-03-15 13:33:16.654 | DTC Client socket (2) | Connecting to IP: 38.103.112.188. 2024-03-15 13:33:16.753 | Delayed Data Feed (Market Orders Data) | Network connection to server complete. 2024-03-15 13:33:16.753 | Delayed Data Feed (Market Orders Data) | Starting socket receive thread. 2024-03-15 13:33:16.753 | Delayed Data Feed (Market Orders Data) | Sending encoding request to server: Binary VLS. Compression: standard 2024-03-15 13:33:16.863 | Delayed Data Feed (Market Orders Data) | Setting DTC encoding to Binary VLS 2024-03-15 13:33:16.863 | Delayed Data Feed (Market Orders Data) | Sending logon request message. 2024-03-15 13:33:16.973 | Delayed Data Feed (Market Orders Data) | Received logon response. 2024-03-15 13:33:16.973 | Delayed Data Feed (Market Orders Data) | Server Name: RealTimeServer. 2024-03-15 13:33:16.973 | Delayed Data Feed (Market Orders Data) | Server protocol version: 8. Client protocol version: 8 2024-03-15 13:33:16.973 | Delayed Data Feed (Market Orders Data) | Logon error received from server: Data service (sc_delayed_exchange.datafeed) is disabled or unsupported. A software update may be necessary. 2024-03-15 13:33:16.973 | Delayed Data Feed (Market Orders Data) | Failed connections: 2 2024-03-15 13:33:16.973 | Delayed Data Feed (Market Orders Data) | Waiting for socket receive thread to end 2024-03-15 13:33:16.974 | DTC Client socket (2) | CloseSocket call. 2024-03-15 13:33:16.974 | Delayed Data Feed (Market Orders Data) | Disconnected from the server. 2024-03-15 13:33:16.974 | Delayed Data Feed (Market Orders Data) | Data feed disconnected. Will reconnect in 2 seconds. 2024-03-15 13:33:16.974 | DTC Client socket (2) | Shutdown started. Waiting for graceful close. 2024-03-15 13:33:17.071 | DTC Client socket (2) | Socket gracefully closed by remote side. 2024-03-15 13:33:17.072 | DTC Client socket (2) | Closed. |
| [2024-03-15 19:46:30] |
| User701807 - Posts: 2 |
|
The issue has been fixed by updating to version 2615. Sorry for posting, I thought I had updated to the latest version. Many thanks |
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