Support Board
Date/Time: Wed, 10 Dec 2025 08:30:50 +0000
IBKR Data Feed Sufficient For Backtesting
View Count: 31
| [2025-12-09 17:39:28] |
| Rich_B - Posts: 36 |
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I have used Sierra Chart exclusively for many years to trade futures via Advantage Futures. I recently switched my focus to Options and transfered my funds to IBKR, closing my Advantage Futures account in the process. Having been frustrated with IBKR's native and significantly inferior charting package, it dawned on me after several weeks that I can simply route my IBKR data feed to Sierra Chart and continue using Sierra Chart for analysis and backtesting. My question is ... Is the IBKR data feed sufficient for backtesting and analysis or do I need the Denali feed? I intend to execute via the IBKR platform as I believe Sierra Chart does not support options trading (please correct me if I am wrong) Thank you in advance |
| [2025-12-09 20:00:29] |
| John - SC Support - Posts: 43381 |
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If you are referring to Stock Options, then we do not have this data, and you would need to get it from Interactive Brokers. If you are referring to Futures Options (particularly the CME Group), then we do have this data. Refer to the following: Denali Exchange Data Feed: Denali Futures Options Data with Other Trading Services The one thing we can tell you about the Interactive Brokers data is that the historical data does not have Bid/Ask information. So if you need this, then you will have an issue with their data. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-12-09 20:30:59] |
| Rich_B - Posts: 36 |
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Thanks for the response John. It's more just the spot equity data that I'd need in Sierra Chart to run analysis and backtesting. I'd be executing via IBKR's options chain on their platform. I don't need detailed Bid/Ask data. What I meant to ask is ... is the IBKR data suitable for backtesting stock equity data? |
| [2025-12-09 21:29:08] |
| John - SC Support - Posts: 43381 |
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The main issue with the IB data is the lack of Bid/Ask information in their historical data. If that is not an issue for you, then you probably will not have a problem with their data. But we really can not say as we do not have enough information on what you are wanting to do during the Backtesting. We have set this thread as a "User Discussion" as other people that use the Interactive Brokers data may be able to give you better information. 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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