Login Page - Create Account

Support Board


Date/Time: Sat, 20 Apr 2024 13:28:59 +0000



Historical SC/IB Backfill Question

View Count: 889

[2019-01-06 23:54:31]
rwilliams1 - Posts: 339
Interactive Brokers has historical bid, ask and midpoint data available. How do I get SC to have my historical backfill be based on the bid, ask or midpoint from IB? I've tried using the SC symbol suffixes, but only the real time data seems to be affected. The historical prices remain the same. Thanks.
[2019-01-07 08:23:21]
Sierra Chart Engineering - Posts: 104368
In this particular case you need to disable the use of the Sierra Chart Historical Data Service:
Interactive Brokers Trading Service: Using Sierra Chart Historical Data

So you must disable it to be able to access the interactive brokers data and then re-download the data in the chart.

If you run into any problems with Interactive Brokers data be 1,000,000% assured, you will never get a response from us and if you insist on a response we are going to have no mercy!! And we damn well mean that. We have had enough of the god damn interactive brokers problems and the god damn crap we put up with users over that. We are sick and tired of that crap. Don't take a chance with us on this .

You have been warned.

And all of the above, is being quite polite on this matter.
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: 2019-01-07 08:25:33
[2019-01-07 09:22:34]
rwilliams1 - Posts: 339
Does the SC Historical Data Service offer historical bid, ask or midpoint data? Or, is it only Last price data?
[2019-01-07 09:43:39]
Sierra Chart Engineering - Posts: 104368
It is only midpoint data for the cash Forex and CFD data. This would be for symbols like EURUSD. In the case of futures it is always the last trade price 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: 2019-01-07 09:43:51
[2019-01-11 06:18:39]
rwilliams1 - Posts: 339
Do you know of any other data providers that works with SC other than IB that provides bid/ask/mid data?
[2019-01-11 22:47:57]
Sierra Chart Engineering - Posts: 104368
The Sierra Chart historical data does record at each trade the bid and ask prices so you could use this study to see them:
Bid & Ask Prices

But not more often than each trade.

And then you can calculate the average with this study:
Study Subgraphs Average

For more information, refer to:
Using the Basic Arithmetic Studies
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: 2019-01-11 22:48:53
[2019-01-12 00:27:28]
rwilliams1 - Posts: 339
I was trying to track the bid/ask or mid in between trades also so that I can dynamically track where the market is actually at, rather than the Last price that printed. Thanks for pointing out the Average study, that will be useful in the future.
[2019-04-27 12:37:31]
rwilliams1 - Posts: 339
I had an additional question about the Sierra Charts data. You mentioned that the SC Data records the bid/ask data only when a trade is made. However, I wanted to know if in between trades, if the -BID suffix is added to the end of a symbol, will the chart continue to track the Bid price in real time? I know it won't print the price as historical data until a trade is made. But in between trades, will I be able to see the current bid price move in real time? Thanks
[2019-04-29 21:59:42]
Sierra Chart Engineering - Posts: 104368
However, I wanted to know if in between trades, if the -BID suffix is added to the end of a symbol, will the chart continue to track the Bid price in real time?
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
[2019-05-01 18:56:48]
rwilliams1 - Posts: 339
You mentioned Forex and CFD data is based on the midpoint history. Do you offer CFD data on commodities? Maybe I could use that midpoint data for accurate spread trading charts. When spread trading, using the Last price won't work because if the trades occurred at different times, the bars will be highly inaccurate creating large spikes making it impossible for analysis. Hence, my neverending search for bid/ask/mid historical data that will always track the actual tradeable prices.
Thanks again.

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account