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Direct MessagesDate/Time: Mon, 20 May 2024 16:21:37 +0000
Post From: Accessing Level 2 / Market Depth Data for Stocks - IB
| [2020-08-17 10:26:59] |
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Sierra Chart for at least the last five months or so, does set this to true: SocketAppendData("1"); // SmartDepth So this has been supported all of this time. If it is not working as expected the only thing we can conclude is perhaps the client version number provided, is not being set high enough. We definitely do not see how there could be any type of incorrect Intraday volume. This should not be relevant but make sure you are not using Sierra Chart Historical Data: Interactive Brokers Trading Service: Using Sierra Chart Historical Data And also refer to this section: Chart Data and Chart Data Files: Simulate Trades to Match Daily Volume You also need to update to the latest prerelease: Software Download: Fast Update We noticed that the daily volume number was not being multiplied by the volume multiplier provided by TWS Security definition data for the symbol. This has been resolved in the latest prerelease. 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 Date Time Of Last Edit: 2020-08-17 10:27:54
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