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Direct MessagesDate/Time: Tue, 07 May 2024 11:35:56 +0000
Post From: non-stop errors
| [2021-07-01 15:33:24] |
| ejtrader - Posts: 688 |
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SC Team - Could you please suggest is this the way to use going forward? Mainly interested in sharing the VXX data between 2 instances(equities & futures order routing) and would prefer a native way for equities using Sierra Exchange data rather than sharing it through rather than through another sierra instance. Hoping the upcoming NASDAQ feed through Denali would resolve this issue as Denali allows 2 connections from same machine rather than the current limitation of a single connection with Sierra Exchange data for equities. Now I am in a situation - unable to get the ES CME data through instance sharing in IB instance(As support for Sierra Exchange data is disabled in IB instance). Tried various options. Could you please provide the custom symbol settings I need to use in IB instance. Here is what I have tried so far. <settings>
<symbol>ES-######-GLOBEX</symbol> <historical-chart-symbol>ES?##-CME</historical-chart-symbol> <underlying-symbol>ES?##-CME</underlying-symbol> <time-zone>CST-06CDT+01,M3.2.0/02:00,M11.1.0/02:00</time-zone> <intraday-start-time>17:00:00</intraday-start-time> <intraday-stop-time>15:59:59</intraday-stop-time> <use-evening-session-times>false</use-evening-session-times> <start-new-daily-bar-at-start-time>true</start-new-daily-bar-at-start-time> <new-daily-bar-start-time>17:00:00</new-daily-bar-start-time> <rt-commission>4</rt-commission> <sc-data-symbol>ES?##-CME</sc-data-symbol> <generic-sub-client-server-address>127.0.0.1:12000</generic-sub-client-server-address> <historical-data-server>127.0.0.1:13000</historical-data-server> <historical-daily-data-source>SC_DTC_HISTORICAL_DATA_SERVER</historical-daily-data-source> <realtime-data-client>Generic_Sub_Clients</realtime-data-client> </settings> Thanks Date Time Of Last Edit: 2021-07-01 16:04:06
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