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Date/Time: Fri, 22 Mar 2019 17:36:13 +0000



Historical SC/IB Backfill Question

Support Request:
[2019-01-06 23:54:31]
rwilliams1 - Posts: 248
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: 70084
In this particular case you need to disable the use of the Sierra Chart Historical Data Service:
https://www.sierrachart.com/index.php?page=doc/InteractiveBrokers.php#UsingSierraChartHistoricalData

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. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-01-07 08:25:33
[2019-01-07 09:22:34]
rwilliams1 - Posts: 248
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: 70084
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. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-01-07 09:43:51
[2019-01-11 06:18:39]
rwilliams1 - Posts: 248
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: 70084
The Sierra Chart historical data does record at each trade the bid and ask prices so you could use this study to see them:
https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=355&Name=Bid_Ask_Prices

But not more often than each trade.

And then you can calculate the average with this study:
https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=164&Name=Study_Subgraphs_Average

For more information, refer to:
https://www.sierrachart.com/index.php?page=doc/ArithmeticStudies.php
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-01-11 22:48:53
[2019-01-12 00:27:28]
rwilliams1 - Posts: 248
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.

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