Support Board
Date/Time: Tue, 25 Nov 2025 20:12:55 +0000
Historical intra-day volume data with IBKR
View Count: 34
| [2025-11-25 15:16:01] |
| User266678 - Posts: 21 |
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When using IBKR as data provider, and open a ticker like MES, I don't get historical intra-day volume. Studies like numbers bar will only show split bid/ask profile after the connection started but not before (screenshot attached). What am I missing? It used to work in the free trial. Additionally, data does only seem to live-update whilst a certain zoom level is achieved. Below said zoom level the live feed is like "paused". Where is the relevant setting for this? Thanks in advance |
 Screenshot 2025-11-25 at 16.09.29.png / V - Attached On 2025-11-25 15:15:51 UTC - Size: 265.92 KB - 6 views |
| [2025-11-25 15:32:20] |
| John - SC Support - Posts: 43177 |
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During the trial you were getting your data from our Denali Exchange Data Feed. What you are seeing now is how the historical Interactive Brokers data is. The solution is to get your data from our Denali Exchange Data Feed. Follow the instructions at the following link to setup the data for the CME Group: Denali Exchange Data Feed: *Setup Instructions: CME/CBOT/NYMEX/COMEX Exchanges* As to the zoom level, there is no such thing as the system pausing based on this. It sounds like you are just not able to view the changes in the data at that level. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-11-25 16:02:39] |
| User266678 - Posts: 21 |
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So IBKR historical intraday data does not include volume information, but Denali does? In this case can I still maintain the IBKR connection for tickers not supported by Denali (like LSE) and have, in another chartbook, CME data like MES provided by the Denali? Basically Denali+IBKR on at the same time |
| [2025-11-25 17:03:27] |
| John - SC Support - Posts: 43177 |
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In this case can I still maintain the IBKR connection for tickers not supported by Denali (like LSE) and have, in another chartbook, CME data like MES provided by the Denali? Basically Denali+IBKR on at the same time
Yes, you can do this. Sierra Chart is specifically setup to allow this kind of situation. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-11-25 17:24:14] |
| User266678 - Posts: 21 |
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Thanks John, but just to make sure, this is not because I have NBBO data only with IBKR, right? If I subscribe to the Denali "CME non-professional top-of-book" I should be able to correctly download all historical intraday data, inclusive of volume, without limitation, correct?
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| [2025-11-25 17:36:30] |
| John - SC Support - Posts: 43177 |
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this is not because I have NBBO data only with IBKR, right?
We are not certain of what you are asking in this question. What you are seeing with the data from Interactive Brokers is normal for their historical data. If I subscribe to the Denali "CME non-professional top-of-book" I should be able to correctly download all historical intraday data, inclusive of volume, without limitation, correct?
With the Denali data, you have access to all of our historical data. Refer to the following: Sierra Chart Historical Data Service: What is Included 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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