Support Board
Date/Time: Mon, 25 Nov 2024 02:55:21 +0000
Not getting Market Depth - Denali Exchange Data Feed NASDAQ TotalView Exchange [ACTIVE]
View Count: 333
| [2024-04-04 02:16:24] |
| rc_camilo - Posts: 5 |
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Hi, I am not sure if I am doing something wrong. I am trying to get the depth of market on my chart, however I can not get it to work. I have activated Denali Total View today. It works fine for CME futures. I tried _MBO and -NQTV LOG - When Deleting and Downloading the data. 2024-04-03 22:12:21.466 | Software version: 2626 64-bit 2024-04-03 22:12:21.466 | Primary Thread ID: 60724 2024-04-03 22:12:21.466 | Usage end date: 2024-04-18 2024-04-03 22:12:21.466 | Enabled for: Advanced Features 2. 2024-04-03 22:12:21.466 | Enabled for: Sierra Chart Historical Data Service. 2024-04-03 22:12:21.466 | Enabled for: Denali Real-Time Exchange Data Feed. 2024-04-03 22:12:21.466 | Enabled for: Delayed Denali Exchange Data Feed. 2024-04-03 22:12:21.466 | Enabled for exchange2: CME 2024-04-03 22:12:21.466 | Enabled for exchange2: NASDAQ TotalView US stock data 2024-04-03 22:12:21.466 | Allow Support for Sierra Chart Data Feeds is enabled. 2024-04-03 22:12:21.466 | Current selected Data/Trading service: Interactive Brokers 2024-04-03 22:12:21.466 | Custom symbol settings values: disabled 2024-04-03 22:12:21.466 | Chart Update Interval: 20 2024-04-03 22:12:21.466 | Intraday Data Storage Time Unit: 0 2024-04-03 22:12:21.466 | Time Zone: -04:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) 2024-04-03 22:12:21.466 | 2024-04-04 02:12:21 Local computer time in UTC 2024-04-03 22:12:21.466 | 2024-04-03 22:12:21 Local computer time in SC Time Zone 2024-04-03 22:12:21.466 | 2024-04-04 01:43:22 Server time in UTC 2024-04-03 22:12:21.466 | Local computer UTC time and Server UTC time difference: 0 seconds. 2024-04-03 22:12:21.466 | Program path: C:\SierraChart\ 2024-04-03 22:12:21.466 | Data Files path: C:\SierraChart\Data\ 2024-04-03 22:12:21.466 | OS Version Number: 10.0 2024-04-03 22:12:21.466 | Locale Setting: C 2024-04-03 22:12:21.469 | DLLs: 01-FirstTest_64.dll, 02-TradingTest_64.dll, FairValueGap-Collection_64.dll, FVG_and_News.dll, rod01-FFT_Study_64.dll, rod02-AutoAdjustQuantity_64.dll, rod03-ImpulseCandle_64.dll, rod04-AnalysisStudy_64.dll, rod05-AskBidDiffCum_64.dll, rod08-IndustrySectorsIndicator_64.dll, rod09-IndustrySectorsIndicatorV2_64.dll, rod10-DOMIndicator_64.dll, rod11-BigCandles_64.dll, rod13-AutoTradingEMA_64.dll, rod14-AutoTradingRenkoMACross_64.dll, rod15-StatisticsPriceLevels_64.dll, rod16-AutoTradingRenkoMACrossAndSteps_64.dll 2024-04-03 22:12:21.469 | Allowed protected custom studies: SST_FreeBundle, zyp_app 2024-04-03 22:12:21.469 | Crash reporter started: true 2024-04-03 22:12:21.469 | 2024-04-03 22:12:31.216 | Added historical Intraday data request for TSLA_MBO to the queue. 2024-04-03 22:12:31.216 | Intraday data recording state for symbol TSLA_MBO is set to download 'Pending'. 2024-04-03 22:12:31.216 | Triggering next historical data download in queue. 2024-04-03 22:12:31.216 | HD Request # 20 | Downloading Intraday chart data for TSLA_MBO to the file TSLA_MBO.scid. Service: us_equities_with_depth.data 2024-04-03 22:12:32.706 | Reloading all charts with filename: TSLA_MBO.scid 2024-04-03 22:12:32.708 | HD Request # 20 | Download start date-time: 2024-03-04 21:12:32.000000. File last date-time: 00:00:00.000000 2024-04-03 22:12:32.708 | HD Request # 20 | Using server: ds30.sierracharts.com port 10149 2024-04-03 22:12:32.708 | Socket (5) | Creating socket. 2024-04-03 22:12:32.708 | Socket (5) | New receive buffer size: 0 2024-04-03 22:12:32.708 | Socket (5) | Connecting to IP: 38.103.112.195. 2024-04-03 22:12:32.773 | HD Request # 20 | Setting DTC encoding to Binary VLS 2024-04-03 22:12:32.773 | HD Request # 20 | Sending historical data logon request message. 2024-04-03 22:12:32.874 | Paused 1.00X: TSLA_MBO[M] 1 Min #1 | Reloading chart. 2024-04-03 22:12:32.877 | Loading market depth data. 2024-04-03 22:12:32.883 | Paused 1.00X: TSLA_MBO[M] 1 Min #1 | Back test processing: NumberOfTimesCalculateCalled (Cumulative) = 46 2024-04-03 22:12:32.884 | TSLA_MBO[M] 1 Min #1 | Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\TSLA_MBO.scid 2024-04-03 22:12:32.889 | TSLA_MBO[M] 1 Min #1 | Chart data loading complete. 2024-04-03 22:12:33.034 | HD Request # 20 | Requesting Intraday data. Start date-time: 2024-03-04 21:12:32. Record interval: 0. Symbol: TSLA_MBO 2024-04-03 22:12:33.061 | HD Request # 20 | Decompressing data. 2024-04-03 22:12:33.124 | HD Request # 20 | Receiving Intraday data for TSLA_MBO starting at 2024-03-05 04:00:00.018000 2024-04-03 22:12:33.195 | HD Request # 20 | Timestamp of first Intraday data file record written: 2024-03-05 04:00:00.018000. 2024-04-03 22:12:33.228 | TSLA_MBO[M] 1 Min #1 | StartDateTimeForLoadingOrderFills: 00:00:00 2024-04-03 22:13:12.438 | Socket (5) | CloseSocket call. 2024-04-03 22:13:12.438 | Socket (5) | Shutdown started. Waiting for graceful close. 2024-04-03 22:13:12.468 | Socket (5) | Socket gracefully closed by remote side. 2024-04-03 22:13:12.468 | Socket (5) | Closed. 2024-04-03 22:13:12.615 | Historical data download thread signaled to stop. 2024-04-03 22:13:12.616 | HD Request # 20 | Received 24027599 Intraday data records from 2024-03-05 04:00:00.018000 to 2024-04-03 19:59:58.476000 (29.6 days. Delay: 2.2 hours) and wrote 24027599 records for TSLA_MBO 2024-04-03 22:13:12.616 | HD Request # 20 | Completion time: 41s. 2024-04-03 22:13:12.616 | HD Request # 20 | Intraday data download complete for TSLA_MBO. Unique request ID: 24 2024-04-03 22:13:12.616 | Removing historical data download ID 24. 2024-04-03 22:13:12.616 | Real-time Intraday chart data file updates started for TSLA_MBO 2024-04-03 22:13:12.616 | Intraday chart data file opened for TSLA_MBO 2024-04-03 22:13:12.616 | HD Request # 20 | Enabling Intraday chart updating for symbol. 2024-04-03 22:13:12.616 | 2024-04-03 22:13:12.616 | No download requests in the queue to start downloads for. |
Attachment Deleted.  Screenshot 2024-04-03 220556.png / V - Attached On 2024-04-04 02:11:54 UTC - Size: 113.7 KB - 64 views |
| [2024-04-04 15:01:11] |
| John - SC Support - Posts: 36238 |
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The symbols with _MBO will not correctly in your situation as you do not have both the "U.S. Equities Consolidated Tape" and the "NASDAQ TotalView" exchanges active. This option only works when both are activated. Therefore, you would need to use the -NQTV suffix in order to get the stock data with the Market Depth for how you are setup. Please open a chart for the symbol TSLA-NQTV and if you are still not getting the correct levels, then please get us an image of what you are seeing. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-04-04 21:38:19] |
| rc_camilo - Posts: 5 |
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Thanks John, I found out that I was using a "Trade/Quote" symbol, and did not have the "Use as a Trade Only symbol" set to "No". Changed to "Yes" and it seems ok now. However I am having issues with filled orders having average price ZERO. I will gather more data and open another request. Rodrigo |
| [2024-04-05 00:26:18] |
| Sierra_Chart Engineering - Posts: 17166 |
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Regarding this issue with the Position Average Price, refer to: Trading Information Windows: How Average Price for Positions Is Calculated and Used 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 |
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