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Date/Time: Thu, 09 May 2024 23:59:13 +0000



Sierra Chart Data Feed Bats Exchange

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[2017-03-23 15:08:37]
enemyspy - Posts: 304
I am trying to get real time equities through the SC Data feed using the Bats exchange.
Using Interactive Brokers for trading account.
Can't get real time data to come through.
Am I supposed to use the interactive brokers symbol definition in this case?

I tried the following symbol definitions:

SPY.BZ
SPY-STK-NYSE
SPY-STK-SMART/NYSE
SPY

I verified that in the Interactive Brokers API I am using "/" for the exchange seperator.
When subscribed to equities data directly with interactive brokers The bottom symbol definitions do work, but can't figure out what needs to be for the SC Data Feed.
Date Time Of Last Edit: 2017-03-23 15:09:27
[2017-03-23 15:31:30]
Sierra Chart - Max - Posts: 5608
1. Refer to the Stock Symbols section here:
Sierra Chart Exchange Data Feed: Stock Symbols

The correct format would be: SPY.BZ

2. If you are still not getting Real-Time data. Provide a copy of the Message Log by following these instructions:
Support Board Posting Information: How to Post Your Message Log (Required In Some Cases)
Sierra Chart Support
[2017-03-23 15:46:42]
enemyspy - Posts: 304
Posted below. I am guessing this is probably in the Log somewhere But just in case not the Box for support sierra chart data feeds is ticked in the Trade Service settings.

Software version: 1527 | 2017-03-23 08:41:56
Uses New Spreadsheets | 2017-03-23 08:41:56
Usage end date: 2017-04-15 | 2017-03-23 08:41:56
Enabled for: Advanced Features. | 2017-03-23 08:41:56
Enabled for: Advanced Features 2. | 2017-03-23 08:41:56
Enabled for: Sierra Chart Historical Data Service. | 2017-03-23 08:41:56
Enabled for: Sierra Chart Real-Time Exchange Data Feed. | 2017-03-23 08:41:56
Enabled for: INDEXES_DATA_BARCHART | 2017-03-23 08:41:56
Enabled for: CME with Market Depth for nonprofessional Trading accounts | 2017-03-23 08:41:56
Enabled for: BATS (NYSE, NASDAQ) | 2017-03-23 08:41:56
Received 1 data feed usernames. | 2017-03-23 08:41:56
Allow Support for Sierra Chart Data Feeds is enabled. | 2017-03-23 08:41:56
Current selected Data/Trading service: Interactive Brokers | 2017-03-23 08:41:56
Chart Update Interval: 200 | 2017-03-23 08:41:56
Time Zone: -07:00:00 (PST-08PDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2017-03-23 08:41:56
2017-03-23 08:41:55 Local computer time | 2017-03-23 08:41:56
2017-03-23 15:41:55 Local computer time in UTC | 2017-03-23 08:41:56
2017-03-23 08:41:55 Local computer time in SC Time Zone | 2017-03-23 08:41:56
2017-03-23 15:40:49 Server time in UTC | 2017-03-23 08:41:56
Local computer UTC time and Server UTC time difference: 45 seconds. | 2017-03-23 08:41:56
Notice: Your computer's clock is off by 45 seconds. For help with this, press the 'Send for Analysis' button. | 2017-03-23 08:41:56
Program path: C:\SC5\ | 2017-03-23 08:41:56
Data Files path: C:\SC5\Data\ | 2017-03-23 08:41:56
OS Version Number: 6.2 | 2017-03-23 08:41:56
Locale Setting: C | 2017-03-23 08:41:56

SPY.BZ 30 Trades #8 | Reloading chart. | 2017-03-23 08:42:16
SPY.BZ 30 Trades #8 | Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SC5\Data\SPY.BZ.scid | 2017-03-23 08:42:16
Starting first historical Intraday data download. When complete another download will be done from the primary service. Symbol: SPY.BZ | 2017-03-23 08:42:16
Intraday data recording state for symbol SPY.BZ is set to download 'Pending'. | 2017-03-23 08:42:16
HD Request # 10 | Downloading Intraday chart data for SPY.BZ to the file SPY.BZ.scid. Service: equities.us | 2017-03-23 08:42:16
HD Request # 10 | Download start date-time: 1995-04-28 08:42:15.000 | 2017-03-23 08:42:16
HD Request # 10 | Using server: ds7.sierracharts.com port 10149 | 2017-03-23 08:42:16
Socket (18) | Creating socket. | 2017-03-23 08:42:16
HD Request # 10 | Setting DTC encoding to Binary VLS | 2017-03-23 08:42:16
HD Request # 10 | Sending historical data logon request message. | 2017-03-23 08:42:16
HD Request # 10 | Requesting Intraday data. Start date-time: 1995-04-28 08:42:15. Record interval: 0. Symbol: SPY.BZ | 2017-03-23 08:42:16
Socket (18) | Initiating close of socket by core. | 2017-03-23 08:42:16
The network socket for historical data has been closed. | 2017-03-23 08:42:16
HD Request # 10 | Error downloading historical Intraday data for SPY.BZ. Historical data file not available for symbol. | 2017-03-23 08:42:16
Socket (18) | Shutdown started. Waiting for graceful close. | 2017-03-23 08:42:16
HD Request # 10 | Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for SPY.BZ | 2017-03-23 08:42:16
HD Request # 10 | Intraday download COMPLETE for SPY.BZ. Completion time: 1s. Unique request ID: 9 | 2017-03-23 08:42:16
Removed historical data download ID 9 | 2017-03-23 08:42:16
Real-time Intraday chart data file updates started for SPY.BZ | 2017-03-23 08:42:16
Intraday chart data file opened for SPY.BZ | 2017-03-23 08:42:16
Interactive Brokers | Using primary service for historical data for SPY.BZ | 2017-03-23 08:42:16
Intraday data recording state for symbol SPY.BZ is set to download 'Pending'. | 2017-03-23 08:42:16

HD Request # 11 | Downloading Intraday chart data for SPY.BZ to the file SPY.BZ.scid. Service: equities.us | 2017-03-23 08:42:16
HD Request # 11 | Download start date-time: 1995-04-28 08:42:16.000 | 2017-03-23 08:42:16
HD Request # 11 | Requesting a total of 21 days and 0 seconds. | 2017-03-23 08:42:16
HD Request # 11 | IB Backfill - Seconds requested: 86400. Seconds Remaining: 1728000. | 2017-03-23 08:42:16
HD Request # 11 | Requesting 1 Day of data at 30 secs with ending date-time at 2017-03-03 08:52:16 for SPY.BZ. PriceType: TRADES | 2017-03-23 08:42:16
Socket (18) | Socket gracefully closed by remote side. | 2017-03-23 08:42:16
Socket (18) | Closed. | 2017-03-23 08:42:16
HD Request # 11 | Message from IB: No security definition has been found for the request. IB Error Code: 200. Request ID: 34. | 2017-03-23 08:42:16
HD Request # 11 | Error downloading historical Intraday data for SPY.BZ. The symbol is unknown to the server. | 2017-03-23 08:42:16
HD Request # 11 | Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for SPY.BZ | 2017-03-23 08:42:16
HD Request # 11 | Intraday download COMPLETE for SPY.BZ. Completion time: 0s. Unique request ID: 10 | 2017-03-23 08:42:16
Removed historical data download ID 10 | 2017-03-23 08:42:16
Real-time Intraday chart data file updates started for SPY.BZ | 2017-03-23 08:42:16
Intraday chart data file opened for SPY.BZ | 2017-03-23 08:42:16

Message from IB: No historical data query found for ticker id:34. IB Error Code: 366. Request ID: 34. | 2017-03-23 08:42:16
Unsubscribed from market depth data for SPY-STK-SMART/BATS | 2017-03-23 08:42:21
Requesting market depth updates for: SPY.BZ if supported. | 2017-03-23 08:42:21
Symbol Error - (unknown symbol with ID 100008) is unknown, unavailable, or improperly formatted. | 2017-03-23 08:42:21
[2017-03-23 17:25:32]
Sierra Chart Engineering - Posts: 104368
Give us about an hour to get this resolved. There is not proper mapping set up for the BATS symbols for Interactive Brokers.
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
[2017-03-23 17:29:58]
Sierra Chart Engineering - Posts: 104368
Actually we set up mapping for this symbol:
SPY-STK-SMART/BATS

Follow the instructions here to update the Symbol Settings:

Global Symbol Settings: Update Symbol Settings


After doing that, use the symbol: SPY-STK-SMART/BATS


Let us know if that works. Be sure to reconnect to the data feed.
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
[2017-03-23 22:24:03]
enemyspy - Posts: 304
yes Thank you this appears to have worked on the symbols I need. It downloaded the data and the spread seems to be reflecting the after market spread.

The only other thing I am wondering is that I noticed the bats exchange feed offers NYSE NASDAQ. Using the the above Symbol Definition is it aggregating the quotes and volume from the 3 exchanges?
if not is this supported?
Date Time Of Last Edit: 2017-03-23 22:25:06
[2017-03-23 22:45:22]
Sierra Chart Engineering - Posts: 104368
BATS is its own exchange. The BATS symbols only provide data from the BATS exchange.
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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