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Timeline Display with IB 5-Second Data

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[2013-05-24 20:13:39] #1 [Go To First Post]
TPeirce - Posts: 27
How do I get time line to display timestamps for seconds at 0, 5, 10, 15 and so on? This is IB true-data. Date Time Of Last Edit: 2013-05-24 20:14:49


Time Line.GIF / V - Attached On 2013-05-24 20:13:03 UTC - Size: 14 KB - 599 views

[2013-05-24 23:13:14] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
What is the Start Time in the Chart Settings? As long as the seconds start at :00, then you will have to ask Interactive Brokers about this. 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

[2013-05-25 05:35:11] #3 [Go To First Post]
TPeirce - Posts: 27
The example pictured is from version 967. Yet in version 760 the same data file shows the correct timestamps. In both instances the start time is 00:00:00. Date Time Of Last Edit: 2013-05-25 19:27:51

[2013-06-10 18:21:03] #4 [Go To First Post]
TPeirce - Posts: 27
IB asks for Sierra Chart to write to API@interactivebrokers.com to verify that this is an IB issue. Attached is the data file from the picture above.


TFM3-FUT-NYBOT-TD.scid - Attached On 2013-06-10 18:20:13 UTC - Size: 1.25 MB - 566 views

[2013-06-10 18:24:04] #5 [Go To First Post]
TPeirce - Posts: 27
The person I spoke with hadn't heard of 5-second delayed True Data.

[2013-06-12 02:06:22] #6 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We are going to examine this closely now to see what the problem is. 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

[2013-06-12 22:31:44] #7 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Interactive Brokers calls this something like real-time bars. We have verified that we are processing the timestamp data correctly from IB. 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

[2013-06-13 06:19:54] #8 [Go To First Post]
TPeirce - Posts: 27
In other words the the data from IB contains the wrong timestamps? Are you able to replicate the issue as shown in the picture above?

[2013-06-13 07:23:19] #9 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We cannot test it because the account we have does not provide this true real-time 5 second data. However, we are using the time provided by the Interactive Brokers TWS and we are verifying that it is properly interpreted. There cannot be anything wrong with that. Also, the timestamps really are not necessarily "wrong". This is just what they are sending. 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 Date Time Of Last Edit: 2013-06-13 07:23:36

[2013-06-13 23:09:38] #10 [Go To First Post]
TPeirce - Posts: 27
I think you may be mistaken in your assessment of what IB is sending. The time line appears correctly in an earlier version of Sierra Chart while an offset occurs in a later version with a copy of the same data file. It doesn't matter from which version the data is downloaded. A sample True Data file is provided in post #4. If the data contains the "wrong", non-standard timestamps IB asks for your verification. If the data is good--which it appears to be in the earlier version, than something changed where it no longer appears to be now. Post #3 has the details about the version numbers.

[2013-06-13 23:15:38] #11 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
What you need to do is ask Interactive Brokers to give you an actual sample of the raw real-time bars data and look at the timestamps they are giving and see if they match what Sierra Chart shows. You also should be able to see this data probably in the TWS log file if you set the API log level in the Trader Workstation configuration to the maximum. 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

[2013-06-25 15:19:40] #12 [Go To First Post]
TPeirce - Posts: 27
Tomorrow I should have an activated paper trading account with data subscriptions. With the login information you may observe IB's real-time data that results in the odd 5-second timestamps in newer versions of Sierra Chart. That is the suggestion from IB support.

[2013-06-26 23:06:08] #13 [Go To First Post]
TPeirce - Posts: 27
The paper trading account is operational. Where may I email the login information? For some reason feeds for the equity index futures aren't available. The behavior can be observed in real time with the currency pairs. For example: EUR.USD-CASH-IDEALPRO

[2013-06-26 23:20:27] #14 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Support_AT_Sierra Chart.com. We can test a Forex symbol. This will be fine. 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

[2013-06-28 03:56:20] #15 [Go To First Post]
TPeirce - Posts: 27
Emailed your support with the login for the paper account. Tested between versions 760 and 982. The check box for "Download 5 Seconds Historical Intraday Data (Not Recommended)" is checked. The Data directories are separate. Tested with the symbol: EUR.USD-CASH-IDEALPRO Date Time Of Last Edit: 2013-06-28 04:08:41

[2013-06-28 15:33:27] #16 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We got the information. Thank you. Here is a chart using 5 seconds data: http://www.sierrachart.com/image.php?l=1372433541339.png Timestamps are to times which are a multiple of 5. 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

[2013-06-28 15:36:14] #17 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Not sure this matters but remove the -TD suffix from the symbol and make sure Global Settings >> Data/Trade Service Settings >> More Interactive Brokers Settings >> Record True Real-Time Data in Intraday Charts is enabled. This is what we are using. We see a new bar appear every 5 seconds. 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 Date Time Of Last Edit: 2013-06-28 21:01:04

[2013-06-28 19:48:28] #18 [Go To First Post]
TPeirce - Posts: 27
Attached is a screen capture from 982 with data settings panels. The timeline can appear to be good in one portion of the day and bad in another. Have you scrolled to other times of the day? I would be interested to review the file myself if posted here. The earlier version of Sierra Chart (760) that is working here does not have the option in post #17. Also have removed the -TD extension.


982 EUR.USD-CASH-IDEALPRO.png / V - Attached On 2013-06-28 19:48:22 UTC - Size: 104.26 KB - 534 views

[2013-06-30 00:42:50] #19 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We can collect data for a day and give you the file. We will do this in the coming week. Even though you see the timestamps a certain way in the prior version and not in the current version does not mean that the something has changed within Sierra Chart. Probably the older version is using a different TWS protocol version. Mainly the only changes with the protocol are with the version numbers. So that really should not matter but we have no idea since we do not know how TWS internally works. 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

[2013-07-01 06:26:32] #20 [Go To First Post]
TPeirce - Posts: 27
Look forward to reviewing the sample. Will it make a difference if the bars for the day are received in real time (every 5 seconds) or by downloading blocks from previous hours/days? If your data really is good through a day then I want to duplicate the success by installing the same versions of Sierra Chart and TWS and if necessary synchronizing the system clock to TWS.

[2013-07-01 06:38:13] #21 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We are going to do about one day of data collection for the EURUSD currency pair in real-time. 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

[2013-07-01 06:56:03] #22 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
For the record we are running TWS 936.9 f 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

[2013-07-03 02:01:55] #23 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The data file is attached. 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


EUR.USD-CASH-IDEALPRO.zip - Attached On 2013-07-03 02:01:52 UTC - Size: 54.1 KB - 494 views

[2013-07-03 14:41:24] #24 [Go To First Post]
TPeirce - Posts: 27
Will look at the data file. Was attempting to download data in real time (at every 5-seconds) for 24-hour period here; however TWS closes down automatically before finishing. Data accumulated here in real time looks good so far. Historical intra-day data may be introducing the the problem.

[2013-07-03 20:17:16] #25 [Go To First Post]
TPeirce - Posts: 27
To view the same thing on screen would like to know: 1) the Time Zone setting and 2) the beginning and end dates/times in the time line

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