Support Board
Date/Time: Tue, 12 May 2026 00:44:20 +0000
Post From: Trading Interactive Brokers through 3rd party feed
| [2026-05-11 18:26:21] |
| EverEdge - Posts: 19 |
|
I had done this with Sierra Chart before and would like to again, but how data feeds work change, so I'm opening this ticket to find out the current conditions / best practice. What I'm trying to accomplish is to trade US Equities at an Interactive Brokers account through Sierra. The strategy is very short time-frame, so speed is of the essence. To make Sierra as responsive as possible, I'm thinking I start a new instance for this strategy, where, to keep it as lightweight as possible, only what's absolutely necessary for execution runs. No analysis. I don't believe it can be a sub-instance because that would inherit the data feed of the parent, correct? To be as fast as possible, the new instance would only have one chartbook with a couple of DOMs and T&S and a trigger chart of the market I'm trading. I'll follow your CPU use reduction recommendations. Anything else I can do speed up a new instance? I would then select IB under global settings / data/trade service settings; it defaults to 127.0.0.1 (loopback) port 7496 so if TWS is running on the same machine, it connects via IB's API where I follow the instructions on both sites to make it work. But IB's own data is aggregated and very unreliable, so I'd like to use one of your feeds. I have package 12 and Denali as well as US Equities Consolidated Tape and NASDAQ TotalView. I assume I can set the symbol to SC's symbol and the 'trade and current quote symbol' IB's equivalent symbol to see the data based on SC's feed in the chart or DOM and send orders to exchanges through IB. Would that be sufficient to make it work? And if so, which SC symbol? Consolidated tape or TotalView? Presumably, I'd need to enter the symbol with the _MBO suffix to get the MBO data for NASDAQ, but am I then missing the consolidated tape price and volume? Thanks in advance. |