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Direct MessagesDate/Time: Fri, 03 May 2024 06:27:29 +0000
LEVEL 2
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| [2015-05-27 17:50:12] |
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Based on feedback, Sierra Chart does not receive any equities market depth data from Interactive Brokers. No other options available. 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 |
| [2015-05-27 20:48:09] |
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Yes this is correct. The Sierra Chart Exchange Data Feed only provides the best bid and ask prices for US stocks. It is only for futures that market depth data is available. 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 |
| [2015-06-05 22:20:06] |
| TraderTom - Posts: 25 |
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Can I look at the same data from Interactive Brokers I use in their charts in Sierra Charts? I would like to use SC tools with stock data from IB.
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| [2015-06-08 17:51:59] |
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Yes. Follow the instructions here: https://www.sierrachart.com/index.php?page=doc/IB.php 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 |
| [2015-07-11 13:45:55] |
| trader1 - Posts: 128 |
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Hi, Can you please tell us what the feedback was that has made you decide not to provide level 2 information from IB? Thanks. |
| [2015-07-11 22:26:16] |
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There is a misunderstanding. Sierra Chart does support the Level 2 data from Interactive Brokers TWS but based on our testing and user feedback , the data is not being sent from TWS. Either that or there is something about the data which is not compatible with how it is being processed by Sierra Chart. Although it is not really clear if that could even be the case based upon the API documentation. 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: 2015-07-11 22:27:21
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| [2015-07-13 16:41:58] |
| trader1 - Posts: 128 |
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What would I use to pull up the level 2 data on sierracharts?
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| [2015-07-13 17:06:10] |
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You can use the market depth window: https://www.sierrachart.com/index.php?page=doc/doc_FileMenu.html#OpenMarketDepthWindow 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 |
| [2015-09-23 15:55:31] |
| trader1 - Posts: 128 |
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Hi, When I use this window, all I get is the top level. In IB I am seeing dozens of levels. Can you tell me how to get those in Sierra Charts? Thanks. |
| [2015-09-23 18:08:38] |
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For what symbol are you referring to?
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 |
| [2015-09-23 19:15:23] |
| trader1 - Posts: 128 |
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Any nasdaq stock. Take AAPL for instance.
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| [2015-09-23 19:17:41] |
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For reasons which we do not know, the level 2 data for stocks is not being sent through the TWS API. We have looked at this many times and we do not see how we can help with 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 |
| [2015-11-30 00:35:01] |
| User553714 - Posts: 184 |
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Hi, I am located in Australia and my plan was to test SC during the trial period and determine whether it fits my requirements. One of the key objectives was to be able to see ASX/US equities LEVEL 2 data in SC when linked to an IB account (not yet opened). It would seem this is NOT possible as confirmed multiple times in this thread. I know that you have stated that this has been looked at multiple times and that a solution has not been found; is this were this issue currently remains or is a solution being looked for? I am sure there are a lot of people like myself who would really need to view level-2 for equities via IB, which in Australia is one of the few brokers available to us who is compatible with SC and offers equities. Thanks for any assistance you may offer. |
| [2015-11-30 08:24:18] |
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We really need access to a user's account that provides the ASX/US equities LEVEL 2 data so we can test it. If you would be willing to give us access to your paper trading account temporarily when you have one, then we could see what the problem is and try to get this working. Let us know if that is agreeable when you have access to one. We cannot use the account that Interactive Brokers makes available for us. It does not provide any level 2 data last time we tried. And it is not actual data anyway. 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 |
| [2016-01-11 12:24:09] |
| User553714 - Posts: 184 |
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Hi There SC Engineers, Please refer to posts 16/17 above. I now have an IB account and have the IB ASX (Australian stocks) live data feed working with SC but I am having the same issue with Level-2 data with only a single line of market depth (best Bid / best offer) displayed for ASX equities in SC market depth window although 4-lines of bids/offers are being displayed in the IB depth window. Other than market depth the IB API seems to be talking to SC fine with live prices and paper trades going through fine and similarly displayed in both IB and SC displays.. I spent a fair bit of time searching the support board and have a good feeling of the frustration SC has with the IB API but like a lot of other users here I am really stuck with IB (especially in Australia) if I insist on using SC and I do like your SC software! I am sort of hoping that I have missed a simple setting or something easy but I don't think so? I have played around with the both the IB API settings and the SC Global Settings > SC Data/Trade Service settings / IB Data & other settings but without success. The changes I made are as described in the SC documentation. I have attached the market depth windows I am seeing and my log file albeit in after hours mode without the live feed working; let me know if you require a log of when the IB data feed is working. Can you send me a private email on what you meant by gaining access to my paper trading account, which on a temporary basis I would be happy with? NB: please note the time difference if you intend on using the IB ASX live feed. Thanks Chris |
 IB ASX market depth window.jpg / V - Attached On 2016-01-11 12:21:45 UTC - Size: 82.75 KB - 986 views SC Market depth window.jpg / V - Attached On 2016-01-11 12:22:05 UTC - Size: 18.42 KB - 738 views Private File |
| [2016-01-11 22:20:10] |
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We will do our best with this. It would be best if you give us the login information at the time we can look at this. We will have time next week. So you could give us the information on your Monday. At that time Start an Account Support Ticket and provide us the paper trading account Username and Password: https://www.sierrachart.com/usercp.php?page=SupportTickets We apologize for the delay but this is the best we can do right now. 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 |
| [2016-01-18 11:27:33] |
| User553714 - Posts: 184 |
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Hi there again, In response to SC post #19 - I have now provided the requested details through the support ticket portal. Thanks Chris |
| [2016-01-18 19:52:47] |
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Thank you. We will be checking on 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 |
| [2016-02-12 08:03:54] |
| Neo - Posts: 198 |
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The ASX level 2 that IB provides is incomplete. It's only 5 levels of depth, where is the rest? SC are better off natively supporting the ASX and forgetting about IB. The issue with the IB API and market depth probably has something to do with IB's SMART routing. |
| [2016-02-12 10:21:08] |
| User553714 - Posts: 184 |
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I have the same issues with IB, 5-levels and no response from IB yet as to why, not really expecting one either but I will follow up. Prior to SC release 1358 there was only best bid-offer for ASX stocks displayed in SC DOM although SC1358 resolved this for stocks. I still only get best bid/offer for tradable IB CFD symbols which is what I trade. The DOM issue is with IB I.e. as you say, due to the SMART routing which I don't believe can be turned off (?), there are order routing options in IB TWS settings but all variations on SMART routing. After some trial an error this is what I found with the following ASX Symbols; CODE-CFD-ASX-AUD - 5-DOM levels - TWS does NOT accept trades from this symbol CODE-CFD-ASX - 5-DOM levels - TWS does NOT accept trades from this symbol CODE-CFD-SMART-AUD - NO DOM - only best Bid/Offer - TWS accepts trades from this symbol CODE-CFD-SMART - NO DOM - only best Bid/Offer - TWS accepts trades from this symbol CODE-STK-ASX - 5-DOM levels - TWS accepts trades from this symbol My last response from SC was that a new SC feature in a yet to be released SC version will address this issue; "Chart >> Chart Settings >> Trade and Current Quote Symbol" to function as a Trade Only symbol which will solve this problem. |
| [2016-02-15 19:07:40] |
| Neo - Posts: 198 |
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Yeah I've mentioned it to IB, of course they couldn't see what the issue was. Compared to what i get from IRESS the ASX data that IB provides is a Joke. Are you day trading ASX equities? Re the Dom, I don't use the Dom in SC, I watch the order book via VeloxPros Book Map and execute directly from TWS. Thanks for the info re ASX symbols codes. |
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