Support Board
Date/Time: Wed, 27 Nov 2024 15:52:32 +0000
No market data when contracts rollover
View Count: 1003
| [2014-09-11 13:46:56] |
| User106915 - Posts: 3 |
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I've never had this issue before-- I rolled the contracts over to the front month for U.S Treasuries (DEC 14= Z)and there are no bids or offers showing. And although the chart bars are visible, they don't update in real-time... only when I open the software. I haven't been able to figure this out. Any ideas what the problem is?
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| [2014-09-11 16:45:22] |
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We see you are using CTS. Restart Sierra Chart and open a chart for that symbol and provide a copy of the Message Log by following these instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#log 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2014-09-11 19:25:05] |
| User106915 - Posts: 3 |
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Message log below. I think you'll find the newly opened charts beginning with "HD request #8". I opened Historical, Intraday, and Trading DOM, but none of them have bid/ask data. HTTP connection to www.sierrachart.com:80 (1816) | Closed. No error. | 2014-09-11 12:15:01 HTTP connection to www.sierrachart.com:80 (1816) | Shutdown and closed. | 2014-09-11 12:15:01 CTS FIX: Requesting Open Orders for account: 73* | 2014-09-11 12:15:02 Requesting market depth updates for: ZB.CME_20140600_ZBM4.CME_F if supported. | 2014-09-11 12:15:02 Requesting market depth updates for: ZF.CME_20141200_ZFZ4.CME_F if supported. | 2014-09-11 12:15:02 Requesting market depth updates for: ZT.CME_20141200_ZTZ4.CME_F if supported. | 2014-09-11 12:15:02 CTS FIX: Received Account List collateral report. | 2014-09-11 12:15:02 Symbol Error - ZT.CME_20141200_ZTZ4.CME_F is unknown, unavailable, or improperly formatted. CTS FIX: Received market data reject: (0) Market is not available | 2014-09-11 12:15:02 CTS FIX Historical Data: Received a Logout message. Text = Chart Data Timeout. No valid chart data requests were received within the chart data interval of 60 seconds | 2014-09-11 12:15:58 CTS FIX Historical Data: Sending a Logout message. Text = Received Logout message. | 2014-09-11 12:15:58 CTS FIX Historical Data socket (2800) | SSL shutdown indicates not able to send 'close notify'. | 2014-09-11 12:15:58 CTS FIX Historical Data socket (2800) | SSL has been shut down. | 2014-09-11 12:15:58 CTS FIX Historical Data socket (2800) | SSL object has been freed. SSL state is now disconnected. | 2014-09-11 12:15:58 CTS FIX Historical Data socket (2800) | Shutdown and closed. | 2014-09-11 12:15:58 CTS FIX Historical Data: Logged out and disconnected. | 2014-09-11 12:15:58 CTS FIX Historical Data: Disconnected. | 2014-09-11 12:15:58 Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\ZNZ14.dly | 2014-09-11 12:18:45 CTS T4 FIX | Starting real-time market data updates for: ZN.20141200.CME_F. ID: 10 | 2014-09-11 12:18:46 HD Request # 8 | Downloading Historical Daily chart data for ZNZ14. Starting date: 1964-09-11. Service: cts | 2014-09-11 12:18:46 Historical data download counter reset. | 2014-09-11 12:18:46 HD Request # 8 | Requesting historical Daily data for ZNZ14 starting at 1964-09-10 | 2014-09-11 12:18:46 HD Request # 8 | Receiving historical Daily data for ZNZ14 starting at 2013-09-19 | 2014-09-11 12:18:46 Writing historical Daily data for ZNZ14 to the file ZNZ14.dly | 2014-09-11 12:18:46 HD Request # 8 | Received 247 records from 2013-09-19 00:00:00 to 2014-09-11 00:00:00 (358.0 days) and wrote 247 records for ZNZ14 | 2014-09-11 12:18:46 HD Request # 8 | Daily download COMPLETE for ZNZ14. Completion time: 0s | 2014-09-11 12:18:46 CTS T4 FIX | Sending security definition request for symbol ZN.20141200.CME_F | 2014-09-11 12:18:46 CTS T4 FIX | Received matching security definition for symbol ZN.20141200.CME_F. Subscribing to data. | 2014-09-11 12:18:46 CTS T4 FIX | Received 1 security definitions for underlying symbol ZN | 2014-09-11 12:18:46 CTS T4 FIX | Starting real-time market data updates for: ZN.CME_20141200_ZNZ4.CME_F. ID: 12 | 2014-09-11 12:19:18 Intraday data recording state for symbol ZN.CME_20141200_ZNZ4.CME_F is set to pending. | 2014-09-11 12:19:18 HD Request # 9 | Downloading Intraday chart data for ZN.CME_20141200_ZNZ4.CME_F to the file ZN.CME_20141200_ZNZ4.CME_F.scid. Service: cbot | 2014-09-11 12:19:18 HD Request # 9 | Download start Date-Time: 2014-08-27 08:21:37.0 | 2014-09-11 12:19:18 HD Request # 9 | Using server: scdf2.sierracharts.com port 10149 | 2014-09-11 12:19:18 Socket (0) | Resolved address ds7.sierracharts.com to IP 8.18.161.133 | 2014-09-11 12:19:18 Symbol Error - ZN.CME_20141200_ZNZ4.CME_F is unknown, unavailable, or improperly formatted. CTS FIX: Received market data reject: (0) Market is not available | 2014-09-11 12:19:18 Socket (3528) | Connected. | 2014-09-11 12:19:18 HD Request # 9 | Sending historical data logon request message. | 2014-09-11 12:19:18 HD Request # 9 | Requesting Intraday data. Start Date-Time: 2014-08-27 08:21:37. Record interval: 30. Symbol: ZNZ4 | 2014-09-11 12:19:18 HD Request # 9 | Decompressing data. | 2014-09-11 12:19:19 HD Request # 9 | Receiving Intraday data for ZN.CME_20141200_ZNZ4.CME_F starting at 2014-08-27 08:21:37 | 2014-09-11 12:19:19 HD Request # 9 | Timestamp of first Intraday data file record written: 2014-08-27 08:21:37 | 2014-09-11 12:19:19 Socket (3528) | Shutdown and closed. | 2014-09-11 12:19:19 The network socket for historical data has been closed. | 2014-09-11 12:19:19 HD Request # 9 | Received 23185 records from 2014-08-27 08:21:37 to 2014-09-11 12:09:03 (15.2 days) and wrote 23185 records for ZN.CME_20141200_ZNZ4.CME_F | 2014-09-11 12:19:19 HD Request # 9 | Intraday download COMPLETE for ZN.CME_20141200_ZNZ4.CME_F. Completion time: 0s | 2014-09-11 12:19:19 Real-time Intraday chart data file updates started for ZN.CME_20141200_ZNZ4.CME_F | 2014-09-11 12:19:19 Intraday data recording state for symbol ZN.CME_20141200_ZNZ4.CME_F is set to pending. | 2014-09-11 12:19:19 HD Request # 10 | Downloading Intraday chart data for ZN.CME_20141200_ZNZ4.CME_F to the file ZN.CME_20141200_ZNZ4.CME_F.scid. Service: cts | 2014-09-11 12:19:19 HD Request # 10 | Download start Date-Time: 2014-09-11 12:09:03.0 | 2014-09-11 12:19:19 CTS FIX Historical Data - Connecting to Historical data server fix-chart.t4login.com:10443 | 2014-09-11 12:19:19 CTS FIX Historical Data socket (0) | Resolved address fix-chart.t4login.com to IP 69.44.110.227 | 2014-09-11 12:19:20 CTS FIX Historical Data socket (3592) | Connected. | 2014-09-11 12:19:20 CTS FIX Historical Data socket (3592) | Starting SSL connection. | 2014-09-11 12:19:20 CTS FIX Historical Data socket (3592) | SSL connection established. | 2014-09-11 12:19:20 CTS FIX Historical Data: Sending the Logon message. | 2014-09-11 12:19:20 CTS FIX Historical Data: Connected to Historical data server. | 2014-09-11 12:19:20 HD Request # 10 | Requesting historical Second data for ZN.CME_20141200_ZNZ4.CME_F from 2014-09-11 00:00:00 to 2014-09-11 00:00:00 (US Central Time). | 2014-09-11 12:19:20 HD Request # 10 | Total records received: 0 | 2014-09-11 12:19:20 HD Request # 10 | Requesting historical Second data for ZN.CME_20141200_ZNZ4.CME_F from 2014-09-12 00:00:00 to 2014-09-12 00:00:00 (US Central Time). | 2014-09-11 12:19:20 HD Request # 10 | Total records received: 0 | 2014-09-11 12:19:20 HD Request # 10 | Requesting historical Second data for ZN.CME_20141200_ZNZ4.CME_F from 2014-09-13 00:00:00 to 2014-09-13 00:00:00 (US Central Time). | 2014-09-11 12:19:20 HD Request # 10 | Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for ZN.CME_20141200_ZNZ4.CME_F | 2014-09-11 12:19:20 HD Request # 10 | Intraday download COMPLETE for ZN.CME_20141200_ZNZ4.CME_F. Completion time: 1s | 2014-09-11 12:19:20 Real-time Intraday chart data file updates started for ZN.CME_20141200_ZNZ4.CME_F | 2014-09-11 12:19:20 Requesting market depth updates for: ZN.CME_20141200_ZNZ4.CME_F if supported. | 2014-09-11 12:19:27 Symbol Error - ZN.CME_20141200_ZNZ4.CME_F is unknown, unavailable, or improperly formatted. CTS FIX: Received market data reject: (0) Market is not available | 2014-09-11 12:19:27 Symbol Error - ZN.CME_20141200_ZNZ4.CME_F is unknown, unavailable, or improperly formatted. CTS FIX: Received market data reject: (0) Market is not available | 2014-09-11 12:19:27 CTS FIX Historical Data socket (3592) | Closed. No error. | 2014-09-11 12:20:20 CTS FIX Historical Data socket (3592) | SSL shutdown indicates not able to send 'close notify'. | 2014-09-11 12:20:20 CTS FIX Historical Data socket (3592) | SSL has been shut down. | 2014-09-11 12:20:20 CTS FIX Historical Data socket (3592) | SSL object has been freed. SSL state is now disconnected. | 2014-09-11 12:20:20 CTS FIX Historical Data socket (3592) | Shutdown and closed. | 2014-09-11 12:20:20 CTS FIX Historical Data: Socket connection was closed without any logout messages sent or received. | 2014-09-11 12:20:20 CTS FIX Historical Data: Disconnected. | 2014-09-11 12:20:20 |
| [2014-09-11 22:01:51] |
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The problem is you are using the old CTS symbol format: ZB.CME_20140600_ZBM4.CME_F Refer to this support board posting to update the symbols: Notice: CTS Trading Service Symbols | Post: 27451 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2014-09-17 20:30:34] |
| User106915 - Posts: 3 |
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appears to work now! Thank you!
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