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Date/Time: Fri, 03 May 2024 04:19:47 +0000



Time based Candles continuous contracts

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[2017-06-30 19:58:33]
User683985 - Posts: 2
Hello.

I'm using IB as my data feed provider and from all i've read and experienced there are some limitations with it.
However, i understand that my service package (package 5) comes with historical prices from Sierra. So what i gather is that i'm getting real time from IB (with the limitations) and previous days (historical) directly from sierra. In this sense, i'd like you guys to help me out as to why i'm getting different 30 minute bars in my sierra charts compared with chart is TWS.

I'm experiencing this when building a continuous contract volume based rollover, back asjusted for NG. If I look at the continuous contract in my TWS, 30 minute bars look different between TWS and sierra. I'd think i shouldn't have issues with bars from 5-6 days ago since I believe those come from the sierra historical service. I do have the allow support from sierra feeds option enabled so not sure whether i need to enable/disable something else.

Finally, do you guys know whether there's an improvement in data feed when using IB gateway as opposed to TWS?

Thanks!
[2017-06-30 20:25:40]
User683985 - Posts: 2
Also are there any settings within the data/trade service settings that could enhance the link between sierra and IB?
For instance the simulate trades to match daily volume or record true real tiem data?
Any settings i should enable to make it "less worse"?

Thanks!
[2017-07-03 17:07:37]
Sierra Chart Engineering - Posts: 104368
Make sure you are using the Sierra Chart Historical Data Service:
Interactive Brokers Trading Service: Using Sierra Chart Historical Data

In this sense, i'd like you guys to help me out as to why i'm getting different 30 minute bars in my sierra charts compared with chart is TWS.

I'm experiencing this when building a continuous contract volume based rollover, back asjusted for NG.

We cannot help with this, but if you post an image of your NG Continuous Futures Contract chart, we will compare to what we have and make sure it is correct.

If it is correct, then Interactive Brokers is wrong or different for some unknown reason and that is not within the scope of our support to explain that.

Follow the instructions here to provide a chart image:
https://www.sierrachart.com/index.php?page=PostingInformation.php#Image


Finally, do you guys know whether there's an improvement in data feed when using IB gateway as opposed to TWS?
we would not expect any difference.

For instance the simulate trades to match daily volume or record true real tiem data?
This first option make sure it is on. In regards to the other one, refer to:

Interactive Brokers Trading Service: Using Interactive Brokers True Real-Time Bar Data
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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