Support Board
Date/Time: Mon, 11 May 2026 23:40:19 +0000
Trading Interactive Brokers through 3rd party feed
View Count: 32
| [2026-05-11 18:26:21] |
| EverEdge - Posts: 19 |
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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. |
| [2026-05-11 19:04:52] |
| John - SC Support - Posts: 46072 |
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Would that be sufficient to make it work?
Everything you have explained will work fine and is the way to do what you are wanting. 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.
It depends on what you want to view. - A standard ticker symbol (NVDA) will get you the price and volume data from our U.S. Equities Consolidated Tape, but there is no Market Depth data. - A symbol with the suffix of -NQTV (NVDA-NQTV) will get you the price and volume data from our NASDAQ ToalView exchange along with the Market Depth data. - A symbol with the suffix of _MBO (NVDA_MBO) will get you the price and volume data from the U.S. Equities Consolidated Tape with the Market Depth data from the NASDAQ TotalView. Refer to the following: US Stock/Equities Consolidated Tape Data Feed Denali Exchange Data Feed: Nasdaq TotalView Data Feed Notes Denali Exchange Data Feed: U.S. Equities Consolidated Tape with NASDAQ TotalView For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-05-11 19:25:55] |
| EverEdge - Posts: 19 |
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Thanks very much for the quick reply. I will read through the feed details. As far maximizing the speed / responsiveness of a brand-new instance, what can I do in addition to having as few items in a chartbook as possible, enabling openGL, using an SSD, limiting days to load (I would literally use 2 days for this scalping practice), possibly setting intraday data storage time limit to 1 sec (though that will disadvantage my tick chart and number bars), increasing tick size in volume profile and maybe playing with chart update interval? I will also follow the instructions here High CPU Usage | Inactive User Interface | Poor Performance | Long Time to Load Chart Data | Charts Reloading Often and here? Chart Trading and the Chart DOM: Improving Performance Of Chart / Trade DOM . I am aware of all of the above but don't have a good sense as to where the best bang for the buck is and whether I'm missing something obvious. I need to see CME data as close to the exchange print as possible. I'm using an overclocked special-built desktop and a very low-latency / jitter connection with a 6 ms ping to Chicago. The rest is going to have to come from optimizing a new Sierra Chart instance for speed.
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| [2026-05-11 21:57:29] |
| John - SC Support - Posts: 46072 |
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The two links you reference are all the information we know about how to improve performance. It sounds like you have done the majority of the items, so we are not sure you are going to get a lot more improvement. But go through everything, as there may still be something you have not already done that could be helpful.
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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