Support Board
Date/Time: Wed, 30 Apr 2025 07:48:41 +0000
Post From: Using a different data source than primary, for equity options only
| [2025-04-29 15:18:34] |
| bozo_j - Posts: 14 |
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Yeah, you are right, data display is working, it just takes a long time for IB to send the historical data to be shown in the chart and I have to modify the symbol, which creates some important issues. Walkthrough: I bought an option in IB TWS first to make sure the symbol is correct, and I see SPY-OPT-20250430-533.0-P--100-USD in the Trade Positions. This did not work to load data in the DOM/chart and I had to add the SMART into the symbol as per IB options symbol format, so the symbol was modified to SPY-OPT-20250430-533.0-P-SMART-100-USD After a while it all loaded fine. So far so good. Then I sold the option in IB TWS to have a clear playing field, went to Sierra and bought the same option. It worked, order shows and executes in IB TWS. But here is where I experienced several problems and I think they all have the same cause - mismatch of the modified symbol for the option (with SMART added) and the one IB TWS is sending back to Sierra. 1. My P/L position in the DOM and Trading window just disappeared maybe after a few seconds of entering it, before which it showed the correct position and P/L amounts. 2. Sierra still sees the open position (with the symbol SPY-OPT-20250430-533.0-P--100-USD), but it does not show this position in the DOM/trading window/chart. 3. I tried to add SPY-OPT-20250430-533.0-P--100-USD as a Trade and Quote symbol in the DOM/chart, but no luck, DOM/chart do not show the position and P/L. UPDATE: I have seen Sierra using also SPY-OPT-20250430-547-P-SAPPHIRE-100-USD for this same option (when I created the option buy order in Sierra). Notice that here the strike price does not have .0 in the price, and that the exchange is not SMART but SAPPHIRE. None of these combinations (of strike price format and exchange name) showed me position and P/L after I entered them as a Trade and Quote symbol for the option - while at the same time the history and realtime data for this option works fine. This is obviously not your problem but problem with IB, but do you have any idea how to elegantly solve this mismatch between the symbol you get from IB (shown in Trade Positions) and the symbol I have to use in order to get the data from IB (with SMART exchange part added manually) and for the position (before it disappears) to show in DOM/chart, as I think this is the root cause of the issues? Thank you for your patient assistance! Date Time Of Last Edit: 2025-04-30 07:22:17
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