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Direct MessagesDate/Time: Sun, 19 May 2024 02:34:03 +0000
Historical bid-ask data from IB
View Count: 1090
| [2018-12-16 17:21:45] |
| User754985 - Posts: 109 |
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IB provides historical bid-ask data for all instruments. Is there a way in SC to download these data? |
| [2018-12-17 05:46:20] |
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Did you want the midpoint of the bid and ask? Can you tell us the specific TWS API code that you want when requesting historical data and we will look up under what condition that is used. 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 |
| [2018-12-17 13:39:03] |
| User754985 - Posts: 109 |
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WhatToShow=3(Bid) and 4(Ask), but as I think of it, probably, MidPoint(=2) will do as well.
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| [2018-12-19 17:35:09] |
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If you use the data recording suffix that records the bid and ask average, then midpoint historical data will be downloaded from Interactive Brokers: Data Recording Modes 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 |
| [2018-12-19 18:24:13] |
| User754985 - Posts: 109 |
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OK, thank you. Can this be obtained somehow via DTC? |
| [2018-12-19 18:41:36] |
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Yes. You can certainly use the DTC historical data server to access this data as well.
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 |
| [2018-12-19 19:47:02] |
| User754985 - Posts: 109 |
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Should this suffix be appended to the Symbol string in HISTORICAL_PRICE_DATA_REQUEST?
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| [2018-12-19 22:00:26] |
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Yes.
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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