Support Board
Date/Time: Sun, 11 May 2025 19:21:19 +0000
no Market Depth data from Interactive Brokers
View Count: 1784
| [2014-11-10 02:25:51] |
| User74568 - Posts: 13 |
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I can see market depth (10 levels) in TWS Booktrader and Market Depth Trader but when I open a trading DOM in Sierra Charts (or new Market Depth window) there is no market depth data. Error message in Log: Market Depth data has been rejected for symbol: ES-201412-Globex. Not authorized for market depth. |
| [2014-11-10 18:16:58] |
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This is because you are using the Sierra Chart Exchange Data Feed and the CME exchange fee you are paying does not include market depth. In which case the Interactive Brokers market depth will not be used.
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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2014-11-10 18:36:31] |
| User74568 - Posts: 13 |
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So do I need to use a 2nd instance of Sierra Chart that uses only Interactive Brokers to get the market depth? Is there an option to get market depth for US Stocks through Sierra Charts Data Feed?
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| [2014-11-10 18:46:10] |
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You can install a second copy of Sierra Chart that is set to not use the Sierra Chart Exchange Data feed and get market depth data from Interactive Brokers. The Sierra Chart data feed does not provide market depth data for stocks. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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