Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Sat, 04 May 2024 07:15:26 +0000
IB intraday data download not optimized.
View Count: 889
| [2015-09-24 10:03:29] |
| User675548 - Posts: 4 |
|
1. I see that SC download 1 min data per request one day, that not optimal and very slow. 1 year data on 1 ticker, download 1 hours, this unreal ! For example Amibroker download 5 days 1 min data per request. 2. SC not can download more than 1 year intraday data, but IB have 2 year intraday data, you incorrect limit datafeed. |
| [2015-09-24 10:18:38] |
| User675548 - Posts: 4 |
|
If ticker have Stock or Index identifier, may be download more days than one per request ? All stock and index have 390 - 550 bars with 1 minute. Date Time Of Last Edit: 2015-09-24 10:21:36
|
| [2015-09-24 17:37:29] |
| |
|
1. We will look into this, but Sierra Chart downloads data in 30 second units from Interactive Brokers so we do not think it is possible to request more than one day at a time. To avoid "pacing violations" from Interactive Brokers there has to be a delay between requests and this delay is made larger when 1 year of data is being downloaded. You can use the Sierra Chart Historical Data service for dramatically better performance. This will be hundreds of times faster. Refer to the instructions here: https://www.sierrachart.com/index.php?page=doc/IB.php#UsingSierraChartHistoricalData 2. This data is not available through their API. 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 |
| [2015-09-24 19:58:03] |
| User675548 - Posts: 4 |
|
1. This info true. NJ simple download 6-7 month intraday 1min data, before have pacing violation, this is more 1-2 days per request, AMI too. Sierra Chart Historical Data not have European and Asian stock exchange, I recommend test this for more performance and data quality. Next moment, if SC download 2 days per request, and rewrite previous day, database have 100% clear quality history from IB data server, without lost performance, and trader not need redownload data. 2. See picture, I now download SWKS|ISLAND in NJ clear tickers, without other datafeed, first record 03 jun 2013 Date Time Of Last Edit: 2015-09-24 20:08:27
|
 IBDATA.PNG / V - Attached On 2015-09-24 19:57:49 UTC - Size: 38.45 KB - 266 views |
| [2015-09-24 20:13:19] |
| |
|
1. We will look into this. 2. OK so they removed the restriction. We will allow for this in the next release. 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 |
| [2015-09-24 20:43:41] |
| User675548 - Posts: 4 |
|
2. Please test max period for download data, this may be 4-5 years intraday data, I see that IB give more history than 2 years. This is really good for traders, and not need buy extended history in other datafeed. Ps. In US and Germany stock's I see history from 2009 year. Date Time Of Last Edit: 2015-09-24 23:16:11
|
To post a message in this thread, you need to log in with your Sierra Chart account: