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[Locked] - IB stock option symbols?
View Count: 1727
| [2018-11-05 00:20:03] |
| User389493 - Posts: 16 |
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I'm using Interactive Brokers data. I can't seem to find the correct symbols for stock options. For instance, can anyone tell me the correct symbol for the GE Nov'18 11 call? Also, how can I see whether my data is coming from IB or from Sierra Chart? Thanks. |
| [2018-11-05 20:10:36] |
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Refer to the options format here: Interactive Brokers Symbols: Stock Format When it comes to stock options the data is always going to come from Interactive Brokers when Sierra Chart is connected to 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 |
| [2018-11-05 20:46:51] |
| User389493 - Posts: 16 |
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Thanks for your reply. One more question --- Is there a way to toggle SierraChart back and forth between IB data and Sierra data? Right now, I am set up to use IB data. But if I don't want to run IB, can I do some simple switch to use the Sierra data, without having to change my Global Settings back to Sierra data? I ask this, because I like the simplicity and reliability of Sierra data, and I only sometimes need IB data for stock options. |
| [2018-11-06 20:48:34] |
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You need to install a separate copy of Sierra Chart: Using Multiple Data and Trading Services at the Same Time 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 |
| [2019-11-14 20:29:23] |
| U536222 - Posts: 40 |
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Hello I've done the above and connected to IB, using an option string as explained here https://www.sierrachart.com/index.php?page=doc/IBSymbols.html#Option. Data is showing in the Quoteboard so the connection is fine. For example: NEM-OPT-20200117-36.12-C-SMART-100-USD In TWS I can see chart bars back several months on an intraday chart. But SC I can not see more than 21 days. Please advise how to get the all the chart data as I spoke with IB API support and they said the same data charted in TWS is transmitted via API. Thanks |
| [2019-11-14 22:00:20] |
| U536222 - Posts: 40 |
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Also, forgot to mention, that the SC option intraday chart window also displays a message "Symbol settings not found for current service" and "Downloading Historical Data. Bars may not appear till done." After long time eventually either displays the bars for a month - or displays nothing.
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| [2019-11-15 23:22:20] |
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You can safely ignore "Symbol settings not found for current service". We have written up this documentation about this: Global Symbol Settings: Symbol Settings Not Found Message To download more historical data, refer to: Interactive Brokers Trading Service: Downloading More Days of Historical Data Directly from 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 Date Time Of Last Edit: 2019-11-15 23:22:41
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| [2019-11-18 18:50:42] |
| U536222 - Posts: 40 |
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hello I tried your link to set more download of historical data and it made no difference. I already had it set to 181 days. Only get a few days in SC vs several months in TWS as I wrote. thanks |
| [2019-11-18 20:04:04] |
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If you look closely at the Sierra Chart Message Log during the historical data download you can see each of the requests being made to TWS and can verify the data is requested.
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 |
| [2019-11-18 20:22:57] |
| U536222 - Posts: 40 |
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It looks like it was requested as below, but no chart shows. So if it was requested, why is it not charting? Triggering next historical data download in queue. | 2019-11-18 20:18:59.693 NEM-OPT-20200117-36.12-C-SMART-100-USD 15 Min #2 | Reloading chart. | 2019-11-18 20:20:00.014 NEM-OPT-20200117-36.12-C-SMART-100-USD 15 Min #2 | Currently no data in file to display. Will start historical data download and real-time updates. File: F:\VB_tx\SierraChart_ib\Data\NEM-OPT-20200117-36.12-C-SMART-100-USD.scid | 2019-11-18 20:20:00.033 Interactive Brokers | Using primary service for historical data for NEM-OPT-20200117-36.12-C-SMART-100-USD | 2019-11-18 20:20:00.504 Added historical Intraday data request for NEM-OPT-20200117-36.12-C-SMART-100-USD to the queue. | 2019-11-18 20:20:00.504 Intraday data recording state for symbol NEM-OPT-20200117-36.12-C-SMART-100-USD is set to download 'Pending'. | 2019-11-18 20:20:00.504 Triggering next historical data download in queue. | 2019-11-18 20:20:00.504 HD Request # 9 | Downloading Intraday chart data for NEM-OPT-20200117-36.12-C-SMART-100-USD to the file NEM-OPT-20200117-36.12-C-SMART-100-USD.scid. Service: interactive_brokers.trading | 2019-11-18 20:20:00.507 HD Request # 9 | Download start date-time: 2019-11-15 20:59:30.000 | 2019-11-18 20:20:00.508 HD Request # 9 | Requesting a total of 3 days and 2430 seconds. | 2019-11-18 20:20:00.508 HD Request # 9 | IB Backfill - Seconds requested: 86400. Seconds Remaining: 175230. | 2019-11-18 20:20:00.508 HD Request # 9 | Requesting 1 Day of data at 30 secs with ending date-time at 2019-11-16 20:49:30 for NEM-OPT-20200117-36.12-C-SMART-100-USD. PriceType: TRADES | 2019-11-18 20:20:00.508 HD Request # 9 | Processing historical data message from TWS | 2019-11-18 20:20:00.882 HD Request # 9 | Receiving Intraday data for NEM-OPT-20200117-36.12-C-SMART-100-USD starting at 2019-11-15 20:50:00 | 2019-11-18 20:20:00.882 HD Request # 9 | Timestamp of first Intraday data file record written: 2019-11-15 20:59:30 | 2019-11-18 20:20:00.883 HD Request # 9 | Received 1710 records and wrote 1 records from 2019-11-12 16:30:00 to 2019-11-15 20:59:30. | 2019-11-18 20:20:00.883 HD Request # 9 | IB Backfill - Seconds requested: 86400. Seconds Remaining: 88830. | 2019-11-18 20:20:00.883 HD Request # 9 | Requesting 1 Day of data at 30 secs with ending date-time at 2019-11-17 20:49:30 for NEM-OPT-20200117-36.12-C-SMART-100-USD. PriceType: TRADES | 2019-11-18 20:20:00.883 HD Request # 9 | Processing historical data message from TWS | 2019-11-18 20:20:06.815 HD Request # 9 | Received 1710 records and wrote 0 records from 2019-11-12 16:30:00 to 2019-11-15 20:59:30. | 2019-11-18 20:20:06.816 HD Request # 9 | IB Backfill - Seconds requested: 86400. Seconds Remaining: 2430. | 2019-11-18 20:20:06.816 HD Request # 9 | Requesting 1 Day of data at 30 secs with ending date-time at 2019-11-18 20:49:30 for NEM-OPT-20200117-36.12-C-SMART-100-USD. PriceType: TRADES | 2019-11-18 20:20:06.816 HD Request # 9 | Processing historical data message from TWS | 2019-11-18 20:20:12.859 HD Request # 9 | Received 1176 records and wrote 153 records from 2019-11-13 16:19:30 to 2019-11-18 20:20:00. | 2019-11-18 20:20:12.860 HD Request # 9 | IB Backfill - Seconds requested: 2430. Seconds Remaining: 0. | 2019-11-18 20:20:12.860 HD Request # 9 | Requesting 2430 Seconds of data at 30 secs with ending date-time at 2019-11-18 21:30:00 for NEM-OPT-20200117-36.12-C-SMART-100-USD. PriceType: TRADES | 2019-11-18 20:20:12.860 HD Request # 9 | Processing historical data message from TWS | 2019-11-18 20:20:13.073 HD Request # 9 | Received 2 records and wrote 0 records from 2019-11-18 20:19:30 to 2019-11-18 20:20:00. | 2019-11-18 20:20:13.073 HD Request # 9 | Received 4598 records from 2019-11-15 20:50:00.000 to 2019-11-18 20:20:00.000 (3.0 days) and wrote 154 records for NEM-OPT-20200117-36.12-C-SMART-100-USD | 2019-11-18 20:20:13.074 HD Request # 9 | Completion time: 13s | 2019-11-18 20:20:13.091 HD Request # 9 | Intraday data download complete for NEM-OPT-20200117-36.12-C-SMART-100-USD. Unique request ID: 8 | 2019-11-18 20:20:13.091 Removing historical data download ID 8. | 2019-11-18 20:20:13.091 Real-time Intraday chart data file updates started for NEM-OPT-20200117-36.12-C-SMART-100-USD | 2019-11-18 20:20:13.091 Opened cached Intraday file: F:\VB_tx\SierraChart_ib\Data\NEM-OPT-20200117-36.12-C-SMART-100-USD.scid | 2019-11-18 20:20:13.092 Intraday chart data file opened for NEM-OPT-20200117-36.12-C-SMART-100-USD | 2019-11-18 20:20:13.092 Triggering next historical data download in queue. | 2019-11-18 20:20:13.092 |
| [2019-11-18 22:25:09] |
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This log only shows about 3 days were requested. Follow the instructions here: Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Downloading/Viewing More Historical Intraday Data And regarding the instructions here, you may not be using the right setting: Interactive Brokers Trading Service: Downloading More Days of Historical Data Directly from Interactive Brokers Be sure to adjust the setting on the left side of the Data/Trade Service Settings window. 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: 2019-11-18 22:26:32
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| [2019-11-18 22:42:10] |
| U536222 - Posts: 40 |
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As far as I can tell, these are already set correctly as per the attached screenshots.
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 2019-11-18 14_36_20-Chart Settings DAYS TO LOAD - NEM-OPT-2.png / V - Attached On 2019-11-18 22:40:05 UTC - Size: 40.08 KB - 238 views 2019-11-18 14_36_01-Data_Trade Service Settings - INTRADAYS.png / V - Attached On 2019-11-18 22:40:22 UTC - Size: 37.14 KB - 231 views Attachment Deleted. |
| [2019-11-19 18:51:02] |
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Yes you do have the correct settings. We cannot provide any further help. We have a very clear support policy on this: Interactive Brokers Trading Service: Support Policy Regarding Interactive Brokers Historical 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 Date Time Of Last Edit: 2019-11-19 18:51:12
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| [2019-11-19 18:59:31] |
| U536222 - Posts: 40 |
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Hello again Re missing IB historical charting data (intra day and daily) for the option contracts, I see it fine in other charting applications connecting to IB via the API, for the same symbol NEM-OPT-20200117-36.12-C-SMART-100-USD, so it doesn't seem to be an IB API issue as in those applications connecting via API, option tickers are charted exactly as in TWS itself. As mentioned, SC shows a blank chart or very little data. Right now, all these option symbol chart windows are completely blank. Even though they show a message "Historical download complete" (and "Symbol settings not found for current service" which you said can be ignored). Also, on the quoteboard, the Open Interest value is not showing up. So on a quote for above option, NEM-OPT-20200117-36.12-C-SMART-100-USD, I get vol, last, daily change, change %, bid, bidsize, ask, etc. but Open Interest is zero. Thanks Date Time Of Last Edit: 2019-11-19 19:01:11
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| [2019-11-21 00:16:57] |
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Make sure you fully re-download the data in the chart: Re-download all the data in the chart by going to the chart and selecting "Edit >> Delete All Data and Download". You just need to do this once per symbol and not for each chart. And use the Bid Ask Average recording suffix: Data Recording Modes This will definitely help to return more data from TWS. We cannot provide further help than this, and if you continue to ask we strongly advise that you switch to another program. You are asking about Interactive Brokers systems which we can just not help with. This thread is now locked. 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: 2019-11-21 03:26:33
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