Support Board
Date/Time: Sat, 10 May 2025 05:56:05 +0000
[User Discussion] - True Data IB
View Count: 3617
| [2013-07-05 19:55:46] |
| crossiman - Posts: 29 |
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I looked through this forum concerning IB True Data. To not only wait until the next bar to be closed to really get the complete bar I saw that there was a custom study from Kiwi which combines the true data with the live data of the actual bar. What I realized is that this is not working with the new SC versions. How could this be setup again that it will work ? I think we all have the need to get best quality high/lows of any interval. Any hints and tipps ?
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| [2013-07-05 22:23:05] |
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This is marked as a user discussion. This is outside the scope of our support.
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 |
| [2013-07-06 23:57:12] |
| Kiwi - Posts: 375 |
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I've just switched from 949 (where it was working) to 993 which I'll test tomorrow. What version of truelive are you using? (What does it say in the study name and the DLLName.FunctionName field?) http://i.imgur.com/6wutotV.png Make sure that in Data Trade Service Settings >> More Interactive Brokers Settings >> you do not have "Record True Real-Time ..." ticked. Date Time Of Last Edit: 2013-07-06 23:59:38
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| [2013-07-08 02:00:33] |
| Kiwi - Posts: 375 |
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There don't seem to be any problems running it on 993. Can you describe how you set up truelive and what isn't working properly as well? http://i.imgur.com/fQcFUcp.png Attached is a version of kiwi12 compiled under Sierra Chart version 993 in case changes in the SC functions have caused an issue. Date Time Of Last Edit: 2013-07-08 02:06:24
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 kiwi12.dll - Attached On 2013-07-08 02:04:02 UTC - Size: 141 KB - 871 views |
| [2013-07-08 20:37:45] |
| xroads - Posts: 5 |
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I have tried setting up Truelive, unsuccessfully, as follows... -using sierra version 993 -record "true real-time data in intra-day charts" is unchecked -intra-day storage unit is set to 1 tick -your most recent kiwi12.dll is in the Sierra Chart data folder -created a new 30 second chart (with no studies) which is to be referenced -in an already existing 30 second chart with studies, a) I add truelive from the custom studies to my existing studies, b)in the settings for truelive, I change the true data chart number to reference the new 30 second chart mentioned above, c) I place a check mark in "use chart graphics settings for subgraph colours" -by the way, in the DLLName.FunctionName field, it simply says 'user contributed studies' -furthermore, I do not know if version 993 is ".net" or " non.net/clr" version...I generally use the non.net version and have no idea whether in updating, if it automatically picks up on that or if it is relevant at all. cheers |
| [2013-07-08 22:00:21] |
| Kiwi - Posts: 375 |
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Like most things, when a problem occurs some step in set-up was missed. So I'll describe exactly a setup. Do it exactly in a new empty chartbook. open a non true data chart ... open the true data version of the same symbol as the second chart ... open the non true data again .. press tile vertically so you have xx #3, xx-td #2 and xx #1 i wanted 3 open so you can see how it works we're going to put td on the left most chart, xx #3 make sure the dll above (so we have the exact same setup) is in your data directory and you have no extra copies of kiwi12.dll in your SC directory or sub-directories. add the study to chart number 3 >> analysis >> studies >> add custom study >> kiwi's stuff 2012 >> TrueLive 2012c adjust the study so that it gets true data from chart 2 Thats all folks. Now go live. Chart 1 will occaisionally miss a high or a low or get a close or open a tick wrong. Chart 2 will be correct but only updates every 5 seconds and the new bar waits 5 secs to start. Chart 3 will be as quick as Chart 1 and will be corrected for any errors as soon as Chart 2 updates. True Live :) LiveTrue works on a truedata chart pointing at a live chart to get its data ... but get this one working right first. Picture: http://www.sierrachart.com/Download.php?Folder=SupportBoard&download=785 Edit: Note that in that picture I had two june charts and one july charts. Fixed that and you now get this picture ... with very wrong colours ... but it does show I have true live on the left most chart ... http://www.sierrachart.com/Download.php?Folder=SupportBoard&download=786 So I opened the study again and changed the colours for ohlc and changed it from candlestick to ohlc bars to match my other charts. Well, the blue avoids confusion. http://www.sierrachart.com/Download.php?Folder=SupportBoard&download=787 Date Time Of Last Edit: 2013-07-08 22:10:10
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| [2013-07-08 22:17:50] |
| Kiwi - Posts: 375 |
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Notes: Statically this is working. You can see errors on the right most chart (gap around 20530 and loss of highs in consolidation at 20630) that are corrected in the left most chart to match the -td in the middle. I will test it on real time updates when hsi opens. When running live the blue chart will get its bar opening with the first tick of the new minute but the td middle chart won't start until 5 seconds in when the first bar arrives. Where the live data is incorrect it will be corrected as soon as TD "fixes" it. I originally wrote true live, years back, because I care about bar highs and lows and needed to be sure. The Sierra Team have created a correction for data but it can't work perfectly because it is building bars in the .SCID file and the late arrival of TD will result in occasional errors. Its better but it can't be perfect. So the only way to get "perfect" charts is to collect both live and true data then use a function to create a chart that combines them after the td corrections arrive. I also created livetrue so that you could add realtime information to td charts. I did this because the Volume at Price study uses the underlying's data for volume and the -td volume is much more accurate than the live volume. Because the function uses the underlying you must run it on a -td chart to get an "accurate" volume profile. Hence livetrue. But get true live running to your satisfaction before you mess with livetrue. HSI is pretty much the fastest nastiest contract out there and I have never had a problem with IB data representing price action. It has NO lag. It is accurate with live and 5 second data are combined. But if you want "accurate" tick or volume charts then you must invest in another data feed. Personally I find time charts with correct suport and resistance, supply and demand areas, all that you need to trade so I'm more than happy with this. You could create a version of livetrue that ran other chart forms on the -td chart and corrected them for the real time information (last 5 seconds of information) but I've never done that. It actually might be interesting if there is a real interest in it from a number of people. Hmmm :) Date Time Of Last Edit: 2013-07-08 22:26:45
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| [2013-07-08 23:04:38] |
| xroads - Posts: 5 |
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I am surprised at my persistence. Perhaps it's the scintillating attraction of those 5 seconds that 'truelive' has to offer. However, I am at a complete loss at understanding and, hence, executing your initial instructions... ref.open a non true data chart ... open the true data version of the same symbol as the second chart ... open the non true data again .. The only thing that is obvious to me is that, in a new chartbook, I am to open a new intraday file of the symbol that I am following... How do I 'manufacture' a nontrue and, a truedata chart Doubtless, I am missing a link somewhere... Above all, thanks for your patience and assistance. cheers |
| [2013-07-08 23:18:07] |
| Kiwi - Posts: 375 |
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No problem ... we are isolating the issue. If I go >> file >> open intraday chart and type in HSI-201307-HKFE then Sierra will collect the live data feed from IB If I now do the same but instead enter HSI-201307-HKFE-TD Sierra will request the 5 second "true data" feed from IB They are two completely different feeds and you need to open both charts to have both feeds being collected. So, start by getting live data and true data. Then follow the instructions above. Experiment with your -TD and your live charts ... check them out ... Note that when you backfill a live chart you actually get the same data as on a TD chart so there are no errors. To see the difference you must look at live corrected data vs backfilled or TD collected data. Before I built TrueLive I used to backfill my bars every 5 or 10 minutes or at critical points to be sure the bars were correct --- a total p.i.t.a Also note that IB's live data sends a packet every 1/10th second so if there is only one price in 1/10th of a second it will be correct. Its only wrong when 2 or more different prices happen and you only see the error if one of them makes the OHL or C of the bar you are examining. Its funny how often swing highs or daily highs/lows occur on fast action and that critical tick can be missing from live data though. ############ Note: -TD charts will stop updating if there is no data for a period (more than 5 minutes but not sure exactly how long) so with HSI which opens at 11:15 and has a lunch break from 2:00 to 3:00 I make sure I disconnect and reconnect Sierra in the last 5 minutes before the session opens. This shouldn't be necessary for continuously open contracts but if you ever discover your -TD feed isn't updating disconnect and reconnect Sierra ( Ctrl-F11 then F11 ). Date Time Of Last Edit: 2013-07-08 23:25:02
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| [2013-07-09 01:22:36] |
| Kiwi - Posts: 375 |
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OK. Market has opened. Note that live misses swing high by a tick. But td corrects chart #3 so true live works. http://www.sierrachart.com/Download.php?Folder=SupportBoard&download=796 |
| kzis2013-07-09_11:20.png / V - Attached On 2013-07-09 01:22:23 UTC - Size: 54.11 KB - 893 views |
| [2013-07-09 20:10:40] |
| xroads - Posts: 5 |
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I have got it to work... A quick message to thank you for your efforts and assistance. cheers |
| [2013-09-26 12:56:56] |
| timokrates - Posts: 28 |
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A more general question in terms of true data. I'm looking for 5 second historical data for replay and backtesting. Would this be the way to go instead of the usual 30 second IB backfill? Thanks... |
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