Support Board
Date/Time: Thu, 21 Nov 2024 09:39:20 +0000
Missing data, unknown request and few minutes delay at the open
View Count: 25
| [2024-11-20 19:34:09] |
| User366051 - Posts: 3 |
|
Hello, I have been trading with Sierra for years now without any issues (I use Denali but I trade Apex account via Rithmic). However, over the past few days, I’ve been unable to download data properly. It takes dozens minutes and often data is missing. Additionally, at market open, there is often a lag of a few minutes between the displayed data and the actual time. I should mention that everything was working perfectly, and I haven’t changed any settings. Please find below what I ve found in the Log, and attached a screenshot of the messages : 2024-11-20 20:29:33.346 | Rithmic Direct - DTC (Data) | Waiting for socket receive thread to end 2024-11-20 20:29:33.346 | DTC Client socket (2) | CloseSocket call. 2024-11-20 20:29:33.346 | Rithmic Direct - DTC (Data) | Disconnected from the server. 2024-11-20 20:29:33.346 | DTC Client socket (2) | Shutdown started. Waiting for graceful close. 2024-11-20 20:29:33.405 | Rithmic Direct - DTC | Waiting for socket receive thread to end 2024-11-20 20:29:33.405 | DTC Client socket (1) | CloseSocket call. 2024-11-20 20:29:33.405 | Rithmic Direct - DTC | Disconnected. 2024-11-20 20:29:33.405 | HD Request # 5 | Active download canceled. 2024-11-20 20:29:33.406 | DTC Client socket (1) | Shutdown started. Waiting for graceful close. 2024-11-20 20:29:33.406 | Historical data download thread signaled to stop. 2024-11-20 20:29:33.406 | Socket (3) | CloseSocket call. 2024-11-20 20:29:33.406 | Socket (3) | Shutdown started. Waiting for graceful close. 2024-11-20 20:29:33.406 | HD Request # 5 | Timestamp of first Intraday data file record written: 2024-11-20 20:21:14.310000. 2024-11-20 20:29:33.406 | HD Request # 5 | Received 1083 Intraday data records from 2024-11-20 20:21:14.299000 to 2024-11-20 20:22:04.652013 (50.4 seconds. Delay: 7.5 minutes) and wrote 1058 records for ESZ4.CME 2024-11-20 20:29:33.406 | HD Request # 5 | Completion time: 7m 30s. 2024-11-20 20:29:33.406 | HD Request # 5 | Intraday data download complete for ESZ4.CME. Unique request ID: 6 2024-11-20 20:29:33.406 | Removing historical data download ID 6. 2024-11-20 20:29:33.406 | HD Request # 5 | Enabling Intraday chart updating for symbol. 2024-11-20 20:29:33.406 | 2024-11-20 20:29:33.406 | No download requests in the queue to start downloads for. 2024-11-20 20:29:33.408 | Will reconnect to the server in 4.0 seconds. Select 'File >> Disconnect' to prevent further connection attempts. 2024-11-20 20:29:33.466 | DTC Client socket (2) | Socket gracefully closed by remote side. 2024-11-20 20:29:33.466 | DTC Client socket (2) | Closed. 2024-11-20 20:29:33.525 | Socket (3) | Socket gracefully closed by remote side. 2024-11-20 20:29:33.525 | Socket (3) | Closed. 2024-11-20 20:29:33.525 | DTC Client socket (1) | Socket gracefully closed by remote side. 2024-11-20 20:29:33.525 | DTC Client socket (1) | Closed. 2024-11-20 20:29:34.284 | Chart #3 has tagged chart #19 for full recalculation. Chartbook: SP500 Chart 201124.cht 2024-11-20 20:29:34.592 | ESZ4.CME [CBV] 200 Trades #19 | Performing a full recalculation because it has been tagged. Chartbook: SP500 Chart 201124.cht 2024-11-20 20:29:37.610 | 2024-11-20 20:29:37.610 | Rithmic Direct - DTC | Using server connection: Apex-Chicago Area-Non-Aggregated 2024-11-20 20:29:37.610 | Rithmic Direct - DTC | Trading server address/port: rsc.rithmic.com:50528 2024-11-20 20:29:37.610 | Rithmic Direct - DTC | Connecting to the server rsc.rithmic.com. Port 50528 2024-11-20 20:29:37.724 | DTC Client socket (1) | Creating socket. Using TLS 1.2. 2024-11-20 20:29:37.724 | DTC Client socket (1) | New receive buffer size: 0 2024-11-20 20:29:37.724 | DTC Client socket (1) | Connecting to IP: 216.57.156.163. 2024-11-20 20:29:37.854 | Rithmic Direct - DTC | Network connection to server complete. 2024-11-20 20:29:37.854 | Rithmic Direct - DTC | Starting socket receive thread. 2024-11-20 20:29:37.854 | Rithmic Direct - DTC | Setting DTC encoding to Binary 2024-11-20 20:29:37.854 | Rithmic Direct - DTC | Sending logon request message. 2024-11-20 20:29:38.223 | Rithmic Direct - DTC | Received logon response. 2024-11-20 20:29:38.223 | Rithmic Direct - DTC | Server Name: . 2024-11-20 20:29:38.223 | Rithmic Direct - DTC | Server protocol version: 8. Client protocol version: 8 2024-11-20 20:29:38.223 | Rithmic Direct - DTC | Successfully connected. 2024-11-20 20:29:38.223 | Rithmic Direct - DTC | Trading is supported. 2024-11-20 20:29:38.223 | Rithmic Direct - DTC | Order cancel and replace is supported. 2024-11-20 20:29:38.223 | Rithmic Direct - DTC | OCO Orders supported. 2024-11-20 20:29:38.223 | Rithmic Direct - DTC | Symbol and Exchange Delimiter: . 2024-11-20 20:29:38.223 | Rithmic Direct - DTC | MarketDepthIsSupported: 0 2024-11-20 20:29:38.223 | Rithmic Direct - DTC | Connected to server complete. 2024-11-20 20:29:38.224 | No download requests in the queue to start downloads for. | Number times message added: 3 2024-11-20 20:29:38.224 | Using symbol data fast lookup vector 2024-11-20 20:29:38.224 | Rithmic Direct - DTC | Starting real-time market data updates for: ESZ4.CME. ID: 1 Service code: rithmic.trading 2024-11-20 20:29:38.226 | Rithmic Direct - DTC (Data) | Connecting to the server rsc.rithmic.com. Port 50529 2024-11-20 20:29:38.226 | DTC Client socket (2) | Creating socket. Using TLS 1.2. 2024-11-20 20:29:38.226 | DTC Client socket (2) | New receive buffer size: 0 2024-11-20 20:29:38.226 | DTC Client socket (2) | Connecting to IP: 216.57.156.163. 2024-11-20 20:29:38.227 | Rithmic Direct - DTC | Requesting security definition data for: ESZ4.CME. ID: 1 2024-11-20 20:29:38.227 | Added historical Intraday data request for ESZ4.CME to the queue. 2024-11-20 20:29:38.227 | Intraday data recording state for symbol ESZ4.CME is set to download 'Pending'. 2024-11-20 20:29:38.227 | Triggering next historical data download in queue. 2024-11-20 20:29:38.290 | Delaying start of download for ESZ4.CME. 2024-11-20 20:29:38.401 | Rithmic Direct - DTC (Data) | Network connection to server complete. 2024-11-20 20:29:38.401 | Rithmic Direct - DTC (Data) | Starting socket receive thread. 2024-11-20 20:29:38.401 | Rithmic Direct - DTC (Data) | Setting DTC encoding to Binary 2024-11-20 20:29:38.401 | Rithmic Direct - DTC (Data) | Sending logon request message. 2024-11-20 20:29:38.729 | Requesting market depth updates for: ESZ4.CME if supported. NumLevels=100 2024-11-20 20:29:38.729 | Separate subscription for market depth updates not supported. ESZ4.CME 2024-11-20 20:29:38.969 | Rithmic Direct - DTC (Data) | Received logon response. 2024-11-20 20:29:38.969 | Rithmic Direct - DTC (Data) | Server Name: . 2024-11-20 20:29:38.969 | Rithmic Direct - DTC (Data) | Server protocol version: 8. Client protocol version: 8 2024-11-20 20:29:38.969 | Rithmic Direct - DTC (Data) | Successfully connected. 2024-11-20 20:29:38.969 | Rithmic Direct - DTC (Data) | Trading is not supported. 2024-11-20 20:29:38.969 | Rithmic Direct - DTC (Data) | Symbol and Exchange Delimiter: . 2024-11-20 20:29:38.969 | Rithmic Direct - DTC (Data) | MarketDepthIsSupported: 1 2024-11-20 20:29:38.969 | Rithmic Direct - DTC (Data) | Restarting real-time data updates for symbol: ESZ4.CME. Market Depth data restarted. 2024-11-20 20:29:39.091 | Rithmic Direct - DTC (Data) | Market Depth data has been rejected for symbol: ESZ4.CME. permission denied 2024-11-20 20:29:39.091 | Symbol Error | ESZ4.CME is unknown, unavailable, or improperly formatted. unknown request 2024-11-20 20:29:39.091 | Rithmic Direct - DTC (Data) | Security Definition request has been rejected. Reason: unknown request. ID = 1 2024-11-20 20:29:40.000 | HD Request # 6 | Downloading Intraday chart data for ESZ4.CME to the file ESZ4.CME.scid. Service: rithmic.trading 2024-11-20 20:29:40.001 | HD Request # 6 | Download start date-time: 2024-11-20 20:22:04.000000. File last date-time: 2024-11-20 20:22:04.652013 2024-11-20 20:29:40.001 | HD Request # 6 | Using server: rsc.rithmic.com port 50530. Use encryption. 2024-11-20 20:29:40.001 | Socket (3) | Creating socket. Using TLS 1.2. 2024-11-20 20:29:40.001 | Socket (3) | New receive buffer size: 0 2024-11-20 20:29:40.001 | Socket (3) | Connecting to IP: 216.57.156.163. 2024-11-20 20:29:40.121 | HD Request # 6 | Sending historical data logon request message. 2024-11-20 20:29:40.483 | HD Request # 6 | Requesting Intraday data. Start date-time: 2024-11-20 20:22:04. Record interval: 0. Symbol: ESZ4.CME 2024-11-20 20:29:40.607 | HD Request # 6 | Receiving Intraday data for ESZ4.CME starting at 2024-11-20 20:22:04.652000 2024-11-20 20:29:58.061 | HTTPS connection ID:6 to downloads.rithmic.com:443 for request ID:6 (4) | Creating socket. Using TLS 1.2. 2024-11-20 20:29:58.061 | HTTPS connection ID:6 to downloads.rithmic.com:443 for request ID:6 (4) | New receive buffer size: 0 2024-11-20 20:29:58.061 | HTTPS connection ID:6 to downloads.rithmic.com:443 for request ID:6 (4) | Connecting to IP: 216.66.0.130. 2024-11-20 20:29:58.945 | Rithmic Direct - DTC | Wrote file: C:\SierraChart\RithmicConnections.json. Size: 81131 2024-11-20 20:29:58.945 | Rithmic Direct - DTC | Processed connection points. Count: 347 2024-11-20 20:29:59.453 | HTTPS connection ID:6 to downloads.rithmic.com:443 for request ID:6 (4) | CloseSocket call. 2024-11-20 20:29:59.453 | HTTPS connection ID:6 to downloads.rithmic.com:443 for request ID:6 (4) | Shutdown started. Waiting for graceful close. 2024-11-20 20:29:59.557 | HTTPS connection ID:6 to downloads.rithmic.com:443 for request ID:6 (4) | Socket gracefully closed by remote side. 2024-11-20 20:29:59.557 | HTTPS connection ID:6 to downloads.rithmic.com:443 for request ID:6 (4) | Closed. |
 SierraChart_64_qxdnP4Tg4o.png / V - Attached On 2024-11-20 19:33:05 UTC - Size: 141.77 KB - 5 views |
| [2024-11-20 21:40:26] |
| John - SC Support - Posts: 36174 |
|
You are setup to get your data from Rithmic and they are having an issue with their data today. Note that you did get your data from our Denali Exchange Data Feed at one point in time, but it has not renewed since August 1, 2024. So your data is coming from Rithmic at this time. 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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