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Date/Time: Sun, 28 Apr 2024 23:24:28 +0000

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Post From: Snapshot data

[2015-09-02 04:36:36]
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User713273 - Posts: 409
Yes, I think we are recieving bid/ask data from IB through SC. Does SC provide trade price data? The reason we moved to Sc was due to IB providing inaccuracies during market hrs. The reasoning behind being so specific is we have custom studies that are tied in to certain data feeds. If need be we can provide tick data as a reference.

Right now we are requesting IB "Trade" 5 sec snapshot. How do I configure sierra chart to pull that data from IB?

Here is the snippet of C++ code calling IB C++ API:
reqid is unique tag for stock symbol
you can ignore temp_tv since it is for future functionality in IB.

static TagValueListSPtr temp_tv;
m_pClient->reqRealTimeBars(tick_container_.GetTickAccum(tick)->req_id,
temp_tick->contract, 5 /* 5 sec only */,
"TRADES", true /*Real Trading Hours*/, temp_tv);

Thank you for your help.