Login Page - Create Account

Support Board


Date/Time: Mon, 17 Feb 2020 11:41:09 +0000



SC Real Time data when connected to IB

[2020-01-16 00:31:20]
ertrader - Posts: 240 | Ending Date: 2020-09-21
I have two instances of SC. One instance per 2 computers. One instance using SC order routing and one instance using IB on Windows 10 with SC Real-time data.

During the day, on the IB Windows 10 computer, chart data seems to be updated with IB data instead of SC real-time data. Comparing the two instances, the IB computer becomes inaccurate at times. (I'm using number of trades per bar and do understand IB data is often inaccurate and that is why I am attempting to use SC real-time data with IB routing)

I can tell the discrepancy because of two observations:
1) If I delete all data and download, accurate SC data fills the chart and compares exactly to the other instance and
2) My other instance only uses SC for charting and order routing and is accurate all the time.

How do I get my IB instance to fill with SC real-time data without having to delete all data and download?

Is there an incorrect setting or possibly another data option?

IB is functioning properly... orders get submitted correctly. It is a data accuracy issue.

I do have "Allow support for sierra chart data feeds" checked.
I have tried both true and false for "Record True Real-Time Data in Intraday charts" It made no difference.

SC 2028 64 Bit, Windows 10, Interactive Brokers TWS 978.1h

Best regards
Date Time Of Last Edit: 2020-01-16 04:20:46
[2020-01-16 09:12:54]
Sierra Chart Engineering - Posts: 81152 | Ending Date: 2020-06-09
Since you have a TT account assigned to your Sierra Chart account, to ensure the Denali Exchange Data Feed is always going to be used without any additional procedure, update Sierra Chart to the latest prerelease:
https://www.sierrachart.com/index.php?page=doc/SoftwareDownload.php#FastUpdate

And make sure this option is enabled (we already know you said this is the case):
https://www.sierrachart.com/index.php?page=doc/DataSourceSettings.php#AllowSupportSierraChartDataFeeds
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: 2020-01-16 09:13:24
[2020-01-21 15:18:07]
ertrader - Posts: 240 | Ending Date: 2020-09-21
After updating to Pre-release 2036 last week, all data matched exactly.

After updating to 2036, Current version, yesterday Sunday, data is NOT matching again unless I delete all data and download. I also tried pre-release 2037 with the same result.

Is there something I must do per the release notes with my account? I thought I had already met the requirements.

SC V2036 64 Bit, Windows 10, Interactive Brokers TWS 978.1h
Date Time Of Last Edit: 2020-01-21 16:08:24
[2020-01-21 17:02:51]
Sierra Chart Engineering - Posts: 81152 | Ending Date: 2020-06-09
At the time you have the problem and in the installation you have the problem follow the below instructions so we can determine what the issue is:

Follow the instructions here to clear the Message Log:
https://www.sierrachart.com/index.php?page=doc/MessageLog.html#Clearing

Reconnect to the data feed:
https://www.sierrachart.com/index.php?page=doc/FileMenu.html#ProcedureToReconnect

After about 30 seconds, provide a copy of the Message Log following these instructions:
https://www.sierrachart.com/index.php?page=PostingInformation.php#MessageLog
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: 2020-01-21 17:03:05
[2020-01-21 17:27:56]
ertrader - Posts: 240 | Ending Date: 2020-09-21
Hi support, here is the message log and a screen shot of before and after delete all data and download. The highlighted area shows the inconsistencies. There are others...these were just the most straightforward to show.

Note: The Chart is set to Number of trades per bar: 500. The only study is the Numbers bars so you can see the differences.


Software version: 2036 64-bit | 2020-01-21 12:14:47.581
Usage end date: 2020-09-21 | 2020-01-21 12:14:47.581
Enabled for: Advanced Features 2. | 2020-01-21 12:14:47.581
Enabled for: Sierra Chart Historical Data Service. | 2020-01-21 12:14:47.581
Enabled for: Denali Real-Time Exchange Data Feed. | 2020-01-21 12:14:47.581
Enabled for: Delayed Denali Real-Time Exchange Data Feed. | 2020-01-21 12:14:47.581
Enabled for exchange2: CME (Trading Account Required) | 2020-01-21 12:14:47.581
Enabled for exchange2: CBOT (Trading Account Required) | 2020-01-21 12:14:47.581
Enabled for exchange2: COMEX (Trading Account Required) | 2020-01-21 12:14:47.581
Enabled for exchange2: NYMEX (Trading Account Required) | 2020-01-21 12:14:47.581
Allow Support for Sierra Chart Data Feeds is enabled. | 2020-01-21 12:14:47.581
Current selected Data/Trading service: Interactive Brokers | 2020-01-21 12:14:47.581
Custom symbol settings values: disabled | 2020-01-21 12:14:47.581
Chart Update Interval: 50 | 2020-01-21 12:14:47.581
Intraday Data Storage Time Unit: 0 | 2020-01-21 12:14:47.581
Time Zone: -05:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2020-01-21 12:14:47.581
2020-01-21 11:14:47 Local computer time | 2020-01-21 12:14:47.581
2020-01-21 17:14:47 Local computer time in UTC | 2020-01-21 12:14:47.581
2020-01-21 12:14:47 Local computer time in SC Time Zone | 2020-01-21 12:14:47.581
2020-01-21 15:57:56 Server time in UTC | 2020-01-21 12:14:47.581
Local computer UTC time and Server UTC time difference: 1 seconds. | 2020-01-21 12:14:47.581
Program path: C:\SierraChart\ | 2020-01-21 12:14:47.581
Data Files path: C:\SierraChart\Data\ | 2020-01-21 12:14:47.581
OS Version Number: 10.0 | 2020-01-21 12:14:47.582
Locale Setting: C | 2020-01-21 12:14:47.582
DLLs: AutoGrid_64.dll, AutoTradeOrderFlowV3_64.dll, AutoTradeSignalV9bHLMR_64.dll, BricksTrend_64.dll, CumulativeDelta_64.dll, EdgeTradingGroup.dll, EdgeTradingGroup_64.dll, ETOFSv2.0.dll, ETOFSv2.0_64.dll, ETOFSv3_64.dll, HHLLLine_64.dll, HighestHighLowestLowOverNBars_64.dll, HorizontalLinesOrangeES_64.dll, HorizontalLinesOrange_64.dll, HorizontalLinesRedES_64.dll, HorizontalLinesRed_64.dll, LinearRegressionEndChannel_64.dll, M2M29.dll, M2M29_Imbalance_Private.dll, M2MBox-AT.dll, M2M_Algo_Builder.dll, M2M_Hot_Salsa_Plus.dll | 2020-01-21 12:14:47.582


Interactive Brokers | Connecting to 127.0.0.1:7496 | 2020-01-21 12:15:10.283
Socket (1) | Creating socket. | 2020-01-21 12:15:10.283
Starting TWS auto-login thread. | 2020-01-21 12:15:10.283
Socket (1) | Connecting to IP: 127.0.0.1. | 2020-01-21 12:15:10.283
TWS auto-login thread ending. | 2020-01-21 12:15:10.285
Interactive Brokers | Sending API sign: API | 2020-01-21 12:15:10.787
Interactive Brokers | Sending client version: v100..136 +PACEAPI. Waiting for acceptance. | 2020-01-21 12:15:10.787
Interactive Brokers | TWS server version: 136 | 2020-01-21 12:15:10.808
Interactive Brokers | TWS time: 20200121 11:15:09 Central Standard Time | 2020-01-21 12:15:10.808
Interactive Brokers | Connected. Sending Start API command. | 2020-01-21 12:15:11.058
Interactive Brokers | Waiting for account information. | 2020-01-21 12:15:11.058
IB Account information received. | 2020-01-21 12:15:11.074
Interactive Brokers | Received 1 Trade Accounts from TWS. | 2020-01-21 12:15:11.074
Interactive Brokers | Connected to Live account. | 2020-01-21 12:15:11.074
Interactive Brokers | Year-Month last connected to Live account: 2020-01 | 2020-01-21 12:15:11.074
Interactive Brokers | Connected to data and trading server. | 2020-01-21 12:15:11.074
Triggering next historical data download in queue. | 2020-01-21 12:15:11.074
Triggering next historical data download in queue. | 2020-01-21 12:15:11.074
Triggering next historical data download in queue. | 2020-01-21 12:15:11.074
Triggering next historical data download in queue. | 2020-01-21 12:15:11.074
Next valid order ID: 106 | 2020-01-21 12:15:11.086
Message from IB: Market data farm connection is OK:usfarm.nj. IB Error Code: 2104. Request ID: -1. | 2020-01-21 12:15:11.086
Message from IB: Market data farm connection is OK:usfuture. IB Error Code: 2104. Request ID: -1. | 2020-01-21 12:15:11.086
Message from IB: Market data farm connection is OK:cashfarm. IB Error Code: 2104. Request ID: -1. | 2020-01-21 12:15:11.086
Message from IB: Market data farm connection is OK:usopt. IB Error Code: 2104. Request ID: -1. | 2020-01-21 12:15:11.086
Message from IB: Market data farm connection is OK:usfarm. IB Error Code: 2104. Request ID: -1. | 2020-01-21 12:15:11.086
Message from IB: HMDS data farm connection is OK:euhmds. IB Error Code: 2106. Request ID: -1. | 2020-01-21 12:15:11.086
Message from IB: HMDS data farm connection is OK:fundfarm. IB Error Code: 2106. Request ID: -1. | 2020-01-21 12:15:11.086
Message from IB: HMDS data farm connection is OK:ushmds. IB Error Code: 2106. Request ID: -1. | 2020-01-21 12:15:11.086
Message from IB: Sec-def data farm connection is OK:secdefnj. IB Error Code: 2158. Request ID: -1. | 2020-01-21 12:15:11.086
Next valid order ID: 106 | 2020-01-21 12:15:11.086
Using SC exchange feed2. Symbol: ES-######-GLOBEX | 2020-01-21 12:15:11.087
Mapping ES-202003-GLOBEX to ESH20. Service code: cme | 2020-01-21 12:15:11.087
SC Data - All Services | Starting real-time market data updates for: ES-202003-GLOBEX (ESH20). ID: 1 Service code: cme | 2020-01-21 12:15:11.087
SC Data - All Services | Connecting to the server ds22.sierracharts.com. Port 443 | 2020-01-21 12:15:11.087
SC Data - All Services | Requesting security definition data for: ES-202003-GLOBEX (ESH20). ID: 1 | 2020-01-21 12:15:11.087
Using SC exchange feed2. Symbol: ES-######-GLOBEX | 2020-01-21 12:15:11.087
Added historical Intraday data request for ES-202003-GLOBEX to the queue. | 2020-01-21 12:15:11.087
Intraday data recording state for symbol ES-202003-GLOBEX is set to download 'Pending'. | 2020-01-21 12:15:11.087
Triggering next historical data download in queue. | 2020-01-21 12:15:11.087
Next valid order ID: 106 | 2020-01-21 12:15:11.101
Delaying start of download for ES-202003-GLOBEX | 2020-01-21 12:15:11.101
DTC Client socket (2) | Creating socket. | 2020-01-21 12:15:11.128
DTC Client socket (2) | Connecting to IP: 208.185.224.129. | 2020-01-21 12:15:11.128
Using SC exchange feed2. Symbol: MES-######-GLOBEX-USD | 2020-01-21 12:15:11.178
Mapping MES-202003-GLOBEX-USD to MESH20. Service code: cme | 2020-01-21 12:15:11.178
SC Data - All Services | Starting real-time market data updates for: MES-202003-GLOBEX-USD (MESH20). ID: 2 Service code: cme | 2020-01-21 12:15:11.178
SC Data - All Services | Requesting security definition data for: MES-202003-GLOBEX-USD (MESH20). ID: 2 | 2020-01-21 12:15:11.179
SC Data - All Services | Connected to server. | 2020-01-21 12:15:11.190
SC Data - All Services | Starting socket receive thread. | 2020-01-21 12:15:11.190
SC Data - All Services | Sending encoding request to server: Binary VLS | 2020-01-21 12:15:11.191
SC Data - All Services | Setting DTC encoding to Binary VLS | 2020-01-21 12:15:11.275
SC Data - All Services | Sending logon request message. | 2020-01-21 12:15:11.275
SC Data - All Services | Received logon response. | 2020-01-21 12:15:11.769
SC Data - All Services | Server Name: SC Realtime Server. | 2020-01-21 12:15:11.769
SC Data - All Services | Server protocol version: 8. Client protocol version: 8 | 2020-01-21 12:15:11.769
SC Data - All Services | Successfully connected. | 2020-01-21 12:15:11.769
SC Data - All Services | Trading is not supported. | 2020-01-21 12:15:11.769
SC Data - All Services | Restarting real-time data updates for symbol: ES-202003-GLOBEX -> ESH20 | 2020-01-21 12:15:11.769
SC Data - All Services | Restarting real-time data updates for symbol: MES-202003-GLOBEX-USD -> MESH20 | 2020-01-21 12:15:11.769
SC Data - All Services | Received security definition for symbol ES-202003-GLOBEX | 2020-01-21 12:15:11.845
SC Data - All Services | Received security definition for symbol MES-202003-GLOBEX-USD | 2020-01-21 12:15:11.845
Interactive Brokers | Requesting Trade Positions snapshot and updates (IB account data updates (6)) for account: U322* | 2020-01-21 12:15:16.072
Requesting market depth updates for: ES-202003-GLOBEX if supported. | 2020-01-21 12:15:16.072
Interactive Brokers | Received Trade Positions download end message for account U322* | 2020-01-21 12:15:16.082
Interactive Brokers | Begin Trade Positions processing. | 2020-01-21 12:15:16.082
Interactive Brokers | Received Trade Positions for all accounts. Performing final processing. | 2020-01-21 12:15:16.082
SC Data - All Services | Clearing market depth for ES-202003-GLOBEX | 2020-01-21 12:15:16.172
HD Request # 7 | Downloading Intraday chart data for ES-202003-GLOBEX to the file ES-202003-GLOBEX.scid. Service: cme | 2020-01-21 12:15:16.449
HD Request # 7 | Download start date-time: 2020-01-21 12:13:45.000 | 2020-01-21 12:15:16.449
HD Request # 7 | Using server: ds23.sierracharts.com port 10149 | 2020-01-21 12:15:16.449
Socket (3) | Creating socket. | 2020-01-21 12:15:17.025
Socket (3) | Connecting to IP: 216.1.90.130. | 2020-01-21 12:15:17.025
HD Request # 7 | Setting DTC encoding to Binary VLS | 2020-01-21 12:15:17.175
HD Request # 7 | Sending historical data logon request message. | 2020-01-21 12:15:17.175
HD Request # 7 | Requesting Intraday data. Start date-time: 2020-01-21 12:13:45. Record interval: 0. Symbol: ESH20 | 2020-01-21 12:15:17.692
HD Request # 7 | Decompressing data. | 2020-01-21 12:15:17.754
HD Request # 7 | Receiving Intraday data for ES-202003-GLOBEX starting at 2020-01-21 12:13:45 | 2020-01-21 12:15:17.763
Socket (3) | CloseSocket call. | 2020-01-21 12:15:17.764
Socket (3) | Shutdown started. Waiting for graceful close. | 2020-01-21 12:15:17.764
Historical data download thread signaled to stop. | 2020-01-21 12:15:17.764
HD Request # 7 | Timestamp of first Intraday data file record written: 2020-01-21 12:13:49 | 2020-01-21 12:15:17.764
HD Request # 7 | Received 486 records from 2020-01-21 12:13:45.000 to 2020-01-21 12:15:11.001 (86.0 seconds) and wrote 485 records for ES-202003-GLOBEX | 2020-01-21 12:15:17.765
HD Request # 7 | Completion time: 0s | 2020-01-21 12:15:17.768
HD Request # 7 | Intraday data download complete for ES-202003-GLOBEX. Unique request ID: 7 | 2020-01-21 12:15:17.768
Removing historical data download ID 7. | 2020-01-21 12:15:17.768
Real-time Intraday chart data file updates started for ES-202003-GLOBEX | 2020-01-21 12:15:17.768
Intraday chart data file opened for ES-202003-GLOBEX | 2020-01-21 12:15:17.768

Triggering next historical data download in queue. | 2020-01-21 12:15:17.768
Socket (3) | Socket gracefully closed by remote side. | 2020-01-21 12:15:17.832
Socket (3) | Closed. | 2020-01-21 12:15:17.832
Chart #7 has tagged chart #15 for full recalculation. Chartbook: AutotradeMurrey_ES_IB.cht | 2020-01-21 12:15:17.900
Chart #7 has tagged chart #16 for full recalculation. Chartbook: AutotradeMurrey_ES_IB.cht | 2020-01-21 12:15:17.900
ES-202003-GLOBEX/MES-202003-GLOBEX-USD [C][M] 5 Min #16 | Performing a full recalculation because it has been tagged. Chartbook: AutotradeMurrey_ES_IB.cht | 2020-01-21 12:15:17.931
ES-202003-GLOBEX [C][M] 3 Min #15 | Performing a full recalculation because it has been tagged. Chartbook: AutotradeMurrey_ES_IB.cht | 2020-01-21 12:15:18.036
Opened cached Intraday file: C:\SierraChart\Data\ES-202003-GLOBEX.scid | 2020-01-21 12:15:19.268
Attachment Deleted.
attachmentDataIssues.pdf - Attached On 2020-01-21 17:26:07 UTC - Size: 157.71 KB - 18 views
[2020-01-21 21:45:07]
Sierra Chart Engineering - Posts: 81152 | Ending Date: 2020-06-09
The message log clearly indicates you are receiving the Denali exchange data feed. We want you to see if you notice any differences with the chart bars on a 1 minute chart after re-downloading.
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.
[2020-01-21 22:48:54]
ertrader - Posts: 240 | Ending Date: 2020-09-21
There are some differences on a 1 minute chart(see attached). It does appear that as today progressed, inaccuracies reduced.
Date Time Of Last Edit: 2020-01-21 22:49:41
attachmentDataIssues2.pdf - Attached On 2020-01-21 22:48:10 UTC - Size: 127.61 KB - 16 views
[2020-01-22 00:34:25]
ertrader - Posts: 240 | Ending Date: 2020-09-21
Inaccuracies started getting greater again this evening. Using 500 Trades per bar.
Date Time Of Last Edit: 2020-01-22 00:48:29
attachmentDataIssues3.pdf - Attached On 2020-01-22 00:36:09 UTC - Size: 122.38 KB - 14 views
[2020-01-23 02:16:36]
Sierra_Chart_Engineering - Posts: 528 | Ending Date: 2020-11-26
We did testing and we can just not identify any problem like this using the Denali Exchange Data Feed. We need to schedule a remote assistance session with you in the evening to observe this and see what we can determine your case.


Let us know when is a good time to call in the evening.
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
[2020-01-23 18:26:58]
ertrader - Posts: 240 | Ending Date: 2020-09-21
Today at 4p or 4:30p or 5p EDT are good times
Date Time Of Last Edit: 2020-01-23 18:38:17
[2020-01-23 21:55:11]
ertrader - Posts: 240 | Ending Date: 2020-09-21
The easiest way to find the issue is to have 2 computers side by side:

1) One computer has the SC Denali real-time data and order routing connection. I consider this the Accurate data setup to compare against.

2) The other computer has IB combined with SC Denali real-time data. This is the data setup that becomes inaccurate.

3) Use a Numbers of trades per bar of 500 for both.

4) Visually identify the differences using numbers bars

I have this setup right now if you would like to see.

The phone number in my account setup is the best phone number to use.
Date Time Of Last Edit: 2020-01-23 21:55:56
[2020-01-24 04:44:04]
Sierra_Chart_Engineering - Posts: 528 | Ending Date: 2020-11-26
We could call over the next hour but we do not want to call too late. Just let us know.
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

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

Login

Login Page - Create Account