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Date/Time: Fri, 28 Feb 2020 15:14:26 +0000



SC Data Feed and IB L2 For Equities

[2020-01-17 19:11:32]
User41727 - Posts: 102 | Ending Date: 2020-03-04
I currently have SC running with the Sierra data feed for equities, and I am also connected to TWS for trading. Since the Sierra feed does not offer L2 in this case, my question is whether it is possible to use the L2 data IB provides while still receiving the rest of the data from the Sierra feed.

The documentation is unfortunately unclear on that point, and using a symbol like "AAPL-STK-ISLAND" only results in the Sierra data being used, but no L2 data showing up.
[2020-01-18 03:08:44]
UserAR - Posts: 15 | Ending Date: 2020-05-27
I've been asking for the same thing. Refer to this open thread: https://www.sierrachart.com/SupportBoard.php?ThreadID=47859 #23. SC is looking to add Level 2 data to their feed. This would cost more for us to subscribe to but probably the only route that would work as IB uses odd symbols that don't match SC's data feed. I use IB as well. The only solution is to keep TWS open using just the Level 2 for each of the stocks you want to watch and use SC for everything else. Not a great solution but the only way until SC offers a new data feed.
[2020-01-18 03:16:42]
User41727 - Posts: 102 | Ending Date: 2020-03-04
Thanks for the info. I need the L2 data inside SC for some studies, so just using TWS is not an option. Hopefully, Sierra are going to offer that in the future. The issue with the current approach when using IB L2 data in SC is that you will only receive the orders for the selected exchange instead of having a consolidated view of all orders on all exchanges.
[2020-01-18 03:23:59]
UserAR - Posts: 15 | Ending Date: 2020-05-27
You are right. SC does not offer full market depth/L2 for equities yet. I'm hoping with enough users asking for it they will be able to provide it via their data vendor.
[2020-01-18 08:39:23]
Sierra Chart Engineering - Posts: 81578 | Ending Date: 2020-06-09
Yes we think we can support what you are asking for. Just give us some time to look this over.

And we are looking at another provider for US equities data that will be providing market depth 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.
[2020-01-18 09:18:49]
Sierra Chart Engineering - Posts: 81578 | Ending Date: 2020-06-09
Follow the instructions here to update the Symbol Settings:
https://www.sierrachart.com/index.php?page=doc/GlobalSymbolSettings.php#UpdateSettings

Symbols like AAPL-STK-ISLAND will no longer use the Sierra Chart Exchange Data Feed if you are subscribing to this feed. They will just use the data feed from Interactive Brokers.


If you want to use the Sierra Chart Exchange Data Feed when using Interactive Brokers you just use simple stock symbols like AAPL.
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: 2020-01-18 09:19:13

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