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Date/Time: Wed, 19 Mar 2025 02:36:33 +0000



Level 2 data not loading despite subscriptions

View Count: 63

[2025-03-07 15:11:52]
AntoineOpala - Posts: 77
My service package reactivated automatically today.

I am subscribed to Denali US Equities Consolidated Tape and NASDAQ TotalView, yet market data isn't loading on a DOM.

I updated my symbols. I created a new chartbook. I took out any symbol from the intraday file update list.

Note: I have recently added a second instance of Sierra Chart, copying the pre-existing settings from the first. So maybe this is the root cause. Though the problem persists when only the main instance is being used.

It looks like Sierra Charts wants to reach out to IB for market depth updates, instead of relying on itself. I'm getting level 1 data in real time. I even have footprint charts working.

Here is what the message log says:

My 2025-03-07 09:59:58.426 | NVDA_MBO[M]/NVDA-STK-SMART-USD 1 Min #1 | Reloading chart.
2025-03-07 09:59:58.921 | Interactive Brokers | Starting real-time market data updates for: NVDA-STK-SMART-USD. ID: 7
2025-03-07 09:59:58.921 | Interactive Brokers | Subscribing to Symbol: NVDA, SecurityType: STK, Expiration: , Exchange: SMART, Primary Exchange: , Currency: USD, Multiplier: , CallPut: , Strike: , LocalSymbol: , TradingClass:
2025-03-07 09:59:58.921 | Interactive Brokers | Requesting security definition data for: NVDA-STK-SMART-USD. ID: 7
2025-03-07 09:59:58.921 | Mapping NVDA_MBO to NVDA_MBO. Service code: us_equities_with_depth.data
2025-03-07 09:59:58.921 | Denali Data Feed | Starting real-time market data updates for: NVDA_MBO (NVDA_MBO). ID: 8 Service code: us_equities_with_depth.data
2025-03-07 09:59:58.921 | Denali Data Feed | Requesting security definition data for: NVDA_MBO (NVDA_MBO). ID: 8
2025-03-07 09:59:58.921 | Added historical Intraday data request for NVDA_MBO to the queue.
2025-03-07 09:59:58.921 | Intraday data recording state for symbol NVDA_MBO is set to download 'Pending'.
2025-03-07 09:59:58.921 | Triggering next historical data download in queue.
2025-03-07 09:59:58.921 | Delaying start of download for NVDA_MBO.
2025-03-07 09:59:59.126 | Denali Data Feed | Setting external service identifier for symbol NVDA_MBO to 507
2025-03-07 09:59:59.126 | Denali Data Feed | Received security definition for symbol NVDA_MBO
2025-03-07 09:59:59.209 | Message from IB: Requested market data requires additional subscription for API. See link in 'Market Data Connections' dialog for more details.Delayed market data is available.NVDA NASDAQ.NMS/TOP/ALL. IB Error Code: 10089. Request ID: 7. Symbol: NVDA-STK-SMART-USD
2025-03-07 10:00:00.130 | NVDA_MBO[M]/NVDA-STK-SMART-USD 1 Min #1 | StartDateTimeForLoadingOrderFills: 2024-02-29 00:00:00
2025-03-07 10:00:00.140 | NVDA_MBO[M]/NVDA-STK-SMART-USD 1 Min #1 | Chart data loading complete.
2025-03-07 10:00:02.138 | Unsubscribed from market depth data for AMD-STK-SMART-USD
2025-03-07 10:00:02.138 | Requesting market depth updates for: NVDA-STK-SMART-USD if supported. NumLevels=100
2025-03-07 10:00:03.118 | Message from IB: Exchanges - Top: IBEOS; OVERNIGHT; Need additional market data permissions - Depth: BATS; NASDAQ; ARCA; BEX; NYSE; IEX; Top: BYX; AMEX; PEARL; CHX; NYSENAT; PSX; MEMX; EDGEA; LTSE; ISE; DRCTEDGE; . IB Error Code: 2152. Request ID: 100007.
2025-03-07 10:00:04.238 | HD Request # 31 | Downloading Intraday chart data for NVDA_MBO to the file NVDA_MBO.scid. Service: us_equities_with_depth.data
2025-03-07 10:00:04.238 | HD Request # 31 | Download start date-time: 2025-03-07 09:53:27.000000. File last date-time: 2025-03-07 09:53:27.537000
2025-03-07 10:00:04.239 | HD Request # 31 | Using server: ds31.sierracharts.com port 10150
2025-03-07 10:00:04.239 | Socket (3) | Creating socket.
2025-03-07 10:00:04.239 | Socket (3) | New receive buffer size: 0
2025-03-07 10:00:04.239 | Socket (3) | Connecting to IP: 69.39.70.247.
2025-03-07 10:00:04.478 | HD Request # 31 | Setting DTC encoding to Binary VLS
2025-03-07 10:00:04.478 | HD Request # 31 | Sending historical data logon request message.
2025-03-07 10:00:04.648 | HD Request # 31 | Requesting Intraday data. Start date-time: 2025-03-07 09:53:27. Record interval: 0. Symbol: NVDA_MBO
2025-03-07 10:00:04.767 | HD Request # 31 | Decompressing data.
2025-03-07 10:00:05.144 | HD Request # 31 | Receiving Intraday data for NVDA_MBO starting at 2025-03-07 09:53:27.006000
2025-03-07 10:00:06.697 | Socket (3) | CloseSocket call.
2025-03-07 10:00:06.697 | Historical data download thread signaled to stop.
2025-03-07 10:00:06.697 | Socket (3) | Shutdown started. Waiting for graceful close.
2025-03-07 10:00:06.698 | HD Request # 31 | Timestamp of first Intraday data file record written: 2025-03-07 09:53:27.708000.
2025-03-07 10:00:06.698 | HD Request # 31 | Received 62894 Intraday data records from 2025-03-07 09:53:27.006000 to 2025-03-07 10:00:01.319000 (6.6 minutes. Delay: 5.4 seconds) and wrote 22600 records for NVDA_MBO
2025-03-07 10:00:06.698 | HD Request # 31 | Completion time: 2s.
2025-03-07 10:00:06.698 | HD Request # 31 | Intraday data download complete for NVDA_MBO. Unique request ID: 31
2025-03-07 10:00:06.698 | Removing historical data download ID 31.
2025-03-07 10:00:06.698 | Real-time Intraday chart data file updates started for NVDA_MBO
2025-03-07 10:00:06.698 | Intraday chart data file opened for NVDA_MBO
2025-03-07 10:00:06.698 | HD Request # 31 | Enabling Intraday chart updating for symbol.
Date Time Of Last Edit: 2025-03-07 15:54:14
[2025-03-07 16:29:29]
John - SC Support - Posts: 38782
You are using a "Trade and Current Quote Symbol" in order to have the "Interactive Brokers symbol specified, but you also need to enable the option for "Use as Trade Only Symbol", otherwise you get what you are seeing. Refer to the following:
Chart Settings: Use as Trade Only Symbol (Chart >> Chart Settings >> Symbol >> Symbol menu)
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-03-07 16:42:35]
AntoineOpala - Posts: 77
Thank you. It turns out I created a new DOM from scratch.
I had not activated "Use as trade only symbol" within this new DOM.

Thank you

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