Support Board
Date/Time: Tue, 26 Aug 2025 13:29:00 +0000
SPI/AUS200 via IB
View Count: 296
| [2025-06-04 23:48:30] |
| Jud - Posts: 4 |
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Hey Team, i've just setup my account and got it connected to IB. i've noticed however that the volume looks to be quite off, i'm wondering if i'm missing some setting somewhere that is excluding certain types of trades or if there is another issue at play? attached some volume direct from an IB chart, and another connected to Sierra for reference, showing the values are quite different. Sierra: https://www.sierrachart.com/image.php?Image=1749080814126.png IB: https://imgur.com/a/oYYxSKh can see the volume bars around 6am are at like 100 where in sierra it is showing like 20 i did note in the documentation that it does state some issues with volume and price data "Incomplete price and volume data ( Completely normal and routine. Happens all the time.)" so may just be that... |
Attachment Deleted.  SPI_IB.png / V - Attached On 2025-06-04 23:34:23 UTC - Size: 70.32 KB - 97 views |
| [2025-06-05 14:01:21] |
| John - SC Support - Posts: 41470 |
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The data is coming from Interactive Brokers, as we do not have the data for the SPI Index. Therefore, we can not say why there would be a difference in the data. That is what we are getting from Interactive Brokers.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-06-05 14:03:56] |
| John - SC Support - Posts: 41470 |
|
The data is coming from Interactive Brokers, as we do not have the data for the SPI Index. Therefore, we can not say why there would be a difference in the data. This is what we are getting from Interactive Brokers.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-06-11 12:39:36] |
| Jud - Posts: 4 |
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I've actually just spent some time analysing this issue, and comparing to an API i use and its actually different. i'm using rec.historical for the API. i've exported some API data column D and sierra column F, and comparing the two in G can see the variance or delta. this doesnt persist into all history. see column i is from last monday last week 02/06/2025 using DD/MM/YYY convention and its exactly the same. it looks like midway through 04/06/2025 is when the data becomes anomalous from Sierra. i've also cross checked manually vs what is showing directly in TWS and it appears to align with rec.historical for the sample periods shown. this is looking at 1 min chart data date time shown is sydney 9:50am which is market RTH open. |
| SPI_sierra_variance.png / V - Attached On 2025-06-11 12:05:16 UTC - Size: 78.54 KB - 63 views |
| [2025-06-11 14:40:00] |
| John - SC Support - Posts: 41470 |
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You need to ask Interactive Brokers about this. We just display what they give us.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-06-11 23:03:18] |
| Jud - Posts: 4 |
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following the documentation: Interactive Brokers Trading Service: Historical and Real-time Stock/Equities Data Volume Differences actually seemed to fix this issue for me. checking for upgraded version and deleting chart data and reloading it. |
| [2025-06-17 11:35:06] |
| Jud - Posts: 4 |
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Hey Team, would it be possible to share what API call you are using to display this volume data for the live feed specifically? It seems the more I look into it, that the historical request data is exact, just the live feed that is anomalous. orderbook data also appears exact per IB orderbook, just quoted volume when drawn live. this will help with my support ticket with IB. thanks |
| [2025-06-19 08:59:11] |
| Sierra_Chart Engineering - Posts: 20734 |
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You are not going to get any help from Interactive Brokers on this. We would think this is just a waste of time asking them about this. The real-time feed is just simply providing less data. The particular message the trades come from is TICK_PRICE
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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