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Direct MessagesDate/Time: Sun, 19 May 2024 02:02:16 +0000
little difference between ib data and sierra data
View Count: 804
| [2019-03-29 07:46:04] |
| user - Posts: 77 |
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Hi there, trade with ib Last time I ask how can I connect to interactive broker, at the same time using sierra data. You tell me to use the IB symbol for the chart. It works, but has a little problem. I found the bid/ask volume data is different before and after I changed the symbol. Although it s only a little difference, however it makes some impact to my trading system, please advise how can i fix it?! Thanks! Attached is the cap screen of the exported data of the same symbol. |
Private File |
| [2019-03-29 17:27:03] |
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The data you have exported from those charts is coming from the Sierra Chart Exchange Data Feed based upon the filenames. However, to make sure all of it is and the data is consistent , go to each chart and re-download all the data in the chart by going to the chart and selecting "Edit >> Delete All Data and Download". 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: 2019-03-29 17:28:14
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| [2019-03-30 01:46:07] |
| user - Posts: 77 |
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when I follow your instructions and found all data are consistent. But it raises me another question, is the real time data match with the historical data?! Would sierra chart do some adjustment to the data, so that the real time shown data has some little difference with the historical one? |
| [2019-03-30 22:26:47] |
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is the real time data match with the historical data?! Yes. There may have been a case though where some historical data got downloaded from interactive brokers possibly for a couple of different potential conditions. Would sierra chart do some adjustment to the data, so that the real time shown data has some little difference with the historical one? No.
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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