Support Board
Date/Time: Sat, 10 May 2025 09:07:04 +0000
Post From: True Data IB
| [2013-07-08 23:18:07] |
| Kiwi - Posts: 375 |
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No problem ... we are isolating the issue. If I go >> file >> open intraday chart and type in HSI-201307-HKFE then Sierra will collect the live data feed from IB If I now do the same but instead enter HSI-201307-HKFE-TD Sierra will request the 5 second "true data" feed from IB They are two completely different feeds and you need to open both charts to have both feeds being collected. So, start by getting live data and true data. Then follow the instructions above. Experiment with your -TD and your live charts ... check them out ... Note that when you backfill a live chart you actually get the same data as on a TD chart so there are no errors. To see the difference you must look at live corrected data vs backfilled or TD collected data. Before I built TrueLive I used to backfill my bars every 5 or 10 minutes or at critical points to be sure the bars were correct --- a total p.i.t.a Also note that IB's live data sends a packet every 1/10th second so if there is only one price in 1/10th of a second it will be correct. Its only wrong when 2 or more different prices happen and you only see the error if one of them makes the OHL or C of the bar you are examining. Its funny how often swing highs or daily highs/lows occur on fast action and that critical tick can be missing from live data though. ############ Note: -TD charts will stop updating if there is no data for a period (more than 5 minutes but not sure exactly how long) so with HSI which opens at 11:15 and has a lunch break from 2:00 to 3:00 I make sure I disconnect and reconnect Sierra in the last 5 minutes before the session opens. This shouldn't be necessary for continuously open contracts but if you ever discover your -TD feed isn't updating disconnect and reconnect Sierra ( Ctrl-F11 then F11 ). Date Time Of Last Edit: 2013-07-08 23:25:02
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