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Is it possible to configure data feeds as SC only and trade via broker?
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| [2019-05-16 19:17:30] |
| User972768 - Posts: 166 |
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Hello, It seems that as soon as I configure Interactive Brokers as my trading connection I have no choice but to use their data feed, even though I have subscriptions for SC historical / real time feed and CME with depth. I don't have any subscriptions from Interactive Brokers as Sierra covered all my needs up until now. Please correct me if I'm wrong here. I have Global Settings >> Data trade service >> Interactive Brokers. On this panel I have "Allow support for Sierra Chart data feeds" enabled. From this point of view everything should be fine. But today one of my chart stopped working. It pulls data about few ETFs and combines their change since open into single chart. Everything was working fine until today. I also received message from Interactive Brokers that since today I have to subscribe for their market data and it is no longer provided for free. Price is not a question at the moment, but it would be silly to pay for same thing to two different providers. So my main question is, is it possible to have Sierra as the only source of my market data via subscriptions mentioned above and place trades via Interactive Brokers? My understanding is as soon as I change dropdown to "SC Data - All services [data]" I can no longer place trades via Interactive Brokers and all symbols change (eg, from ES-201906-GLOBEX to ESM19). I would like to know about some permanent solution for the issue. It would be great if somehow I could "enable" only certain sources of market data and trading in that Global menu and Sierra would do the rest. Just for the reference current chart is empty and not showing anything, as like there is no market data coming to my system (even through the Sierra real time feed). And my goal is to have trading environment for CME futures. Thanks and best regards |
| [2019-05-17 04:46:37] |
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This is all quite clearly documented here: Sierra Chart Exchange Data Feed: Integration with Trading Services 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 |
| [2019-05-17 11:25:58] |
| User972768 - Posts: 166 |
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Hello, Thank you for quick reply. My system is configured according to provided instructions and everything was working fine until yesterday. Something has changed in this configuration outside of my environment and my guess is that it was on Interactive Broker (IB) side. Could you please try it in your testing environment against IB? I can't receive any bars during trading hours for tickers like XLF, XLK, XLV. Sometimes they come through with 30 - 60 min delay as bursts. By "burst" I mean chart stays blank, then all of a sudden an hour of 1-min bars appear with latest one being 30-60 minutes ago from current time. So even if I get delayed data from one of my data feeds (SC and IB) it should be constant, not in bursts / chunks. Below are snippets from my Message Log: Interactive Brokers | Starting real-time market data updates for: XLK. ID: 2 Service code: equities.us | 2019-05-16 22:24:29.162 Interactive Brokers | Subscribing to Symbol: XLK, SecurityType: STK, Expiration: , Exchange: SMART, Primary Exchange: , Currency: USD, Multiplier: , CallPut: , Strike: , LocalSymbol: , TradingClass: | 2019-05-16 22:24:29.162 Interactive Brokers | Requesting security definition data for: XLK. ID: 2 | 2019-05-16 22:24:29.162 Starting first historical Intraday data download. When complete another download will be done from the primary service. Symbol: XLK | 2019-05-16 22:24:29.162 Intraday data recording state for symbol XLK is set to download 'Pending'. | 2019-05-16 22:24:29.162 --- Message from IB: Market data farm connection is OK:usfarm. IB Error Code: 2104. Request ID: -1. | 2019-05-16 22:24:30.312 Interactive Brokers | Market data type is Delayed for XLK | 2019-05-16 22:24:30.321 Message from IB: Requested market data is not subscribed. Displaying delayed market data... IB Error Code: 10167. Request ID: 2. Symbol: XLK. | 2019-05-16 22:24:30.324 --- Delaying start of download for XLK | 2019-05-16 22:24:33.919 --- HD Request # 4 | Downloading Intraday chart data for XLK to the file XLK.scid. Service: equities.us | 2019-05-16 22:24:43.709 HD Request # 4 | Download start date-time: 2019-05-16 11:20:18.000 | 2019-05-16 22:24:43.717 HD Request # 4 | Using server: exchangehistdata2.sierracharts.com port 10150 | 2019-05-16 22:24:43.719 HD Request # 4 | Setting DTC encoding to Binary VLS | 2019-05-16 22:24:44.104 HD Request # 4 | Sending historical data logon request message. | 2019-05-16 22:24:44.104 HD Request # 4 | Requesting Intraday data. Start date-time: 2019-05-16 11:20:18. Record interval: 0. Symbol: XLK | 2019-05-16 22:24:44.137 HD Request # 4 | Decompressing data. | 2019-05-16 22:24:44.161 HD Request # 4 | Receiving Intraday data for XLK starting at 2019-05-16 11:20:18 | 2019-05-16 22:24:44.390 HD Request # 4 | Timestamp of first Intraday data file record written: 2019-05-16 11:20:31 | 2019-05-16 22:24:44.396 HD Request # 4 | Received 32176 records from 2019-05-16 11:20:18.000 to 2019-05-16 20:00:00.000 (8.7 hours) and wrote 32175 records for XLK | 2019-05-16 22:24:45.887 HD Request # 4 | Completion time: 3s | 2019-05-16 22:24:46.034 HD Request # 4 | Intraday data download complete for XLK. Unique request ID: 2 | 2019-05-16 22:24:46.034 Removed historical data download ID 2 | 2019-05-16 22:24:46.034 Real-time Intraday chart data file updates started for XLK | 2019-05-16 22:24:46.034 Intraday chart data file opened for XLK | 2019-05-16 22:24:46.034 Interactive Brokers | Using primary service for historical data for XLK | 2019-05-16 22:24:46.034 Intraday data recording state for symbol XLK is set to download 'Pending'. | 2019-05-16 22:24:46.036 HD Request # 5 | Downloading Intraday chart data for XLK to the file XLK.scid. Service: equities.us | 2019-05-16 22:24:46.962 HD Request # 5 | Download start date-time: 2019-05-16 20:00:00.000 | 2019-05-16 22:24:46.964 HD Request # 5 | Requesting a total of 0 days and 13486 seconds. | 2019-05-16 22:24:46.964 HD Request # 5 | IB Backfill - Seconds requested: 13486. Seconds Remaining: 0. | 2019-05-16 22:24:46.964 HD Request # 5 | Requesting 13486 Seconds of data at 30 secs with ending date-time at 2019-05-16 23:34:46 for XLK. PriceType: TRADES | 2019-05-16 22:24:47.022 --- Message from IB: HMDS data farm connection is OK:ushmds. IB Error Code: 2106. Request ID: -1. | 2019-05-16 22:25:14.275 HD Request # 5 | Message from IB: Historical Market Data Service error message:No market data permissions for AMEX STK. IB Error Code: 162. Request ID: 201219. | 2019-05-16 22:25:14.275 HD Request # 5 | Received 0 records from 00:00:00.000 to 00:00:00.000 (0.0 seconds) and wrote 0 records for XLK | 2019-05-16 22:25:14.276 HD Request # 5 | Completion time: 28s | 2019-05-16 22:25:14.398 HD Request # 5 | Intraday data download complete for XLK. Unique request ID: 8 | 2019-05-16 22:25:14.398 Removed historical data download ID 8 | 2019-05-16 22:25:14.399 Real-time Intraday chart data file updates started for XLK | 2019-05-16 22:25:14.399 Intraday chart data file opened for XLK | 2019-05-16 22:25:14.399 As this log shows, Sierra tries to get data from IB, but they return error message saying that there is no permission for AMEX. This is different from what happens for ES futures. I don't have subscription under IB for this instrument, yet I receive real time market data (prices and depth). The only subscription I have for ES is via Sierra (realtime / historical feed & CME with depth). Could something similar be done for XLK? I mean no subscriptions on IB side and use SC Realtime/Historical feeds to drive my XLK chart. In case of XLK, I don't want to trade it, just watch its realtime chart. Thanks a lot and best regards Date Time Of Last Edit: 2019-05-17 11:36:38
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| [2019-05-17 13:54:37] |
| User972768 - Posts: 166 |
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Quick update. 20 minutes into today's session and charts are working fine without any change on my side. We can park this ticket for now. 13:00 Eastern UPDATE Everything is working fine as before. Seems like it was an issue on IB side (since nothing has changed on my or SC side) Thanks for your continuous support. Date Time Of Last Edit: 2019-05-17 17:07:44
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| [2019-05-17 23:06:20] |
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I can't receive any bars during trading hours for tickers like XLF, XLK, XLV.
These are US equities symbols and the proper solution is just activate the US equities exchange here: https://www.sierrachart.com/UserControlPanel.php?page=ExchangeDataFeedFeatures You are going to make everything much more straightforward and reliable. At least sort of, because then there are certainly symbol mapping complexities with 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: 2019-05-17 23:06:57
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