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Direct MessagesDate/Time: Fri, 26 Apr 2024 05:12:05 +0000
Disable Interactive Brokers Data Download for Historical/Intraday
View Count: 1450
| [2020-02-08 16:49:46] |
| delusive - Posts: 10 |
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Hi, I have been using the Denali data service with IB for trade execution. I only trade Futures and I wanted to know if there was a way to disable the use of IB data unless absolutely necessary. My problem comes in that I use Tick (# of trades charts) and whenever I get IB data it throws them off. This usually only happens when I backfill afer opening the application. Also if I close IB my charts sometimes stop updating waiting for historic data. I was under the assumption that Denali had historic data as well. I have read the instructions here: https://www.sierrachart.com/index.php?page=doc/InteractiveBrokers.php, but I am unable to circumvent the data dropout when IB is closed, as well as it appears to require IB for historic and thus I get lower quality data in my tick charts. Any help would be greatly appreciated, I am willing to buy whatever data packages I need. Thanks, Darryl |
| [2020-02-10 10:57:25] |
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We need to do some testing in this regard because as long as you have Allow Support for Sierra Chart Data Feeds enabled, you should never be getting any historical data from TWS for symbols which have data coming from the Sierra Chart data feed.
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 |
| [2020-02-10 17:39:34] |
| delusive - Posts: 10 |
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I have "Allow Support for Sierra Chart Data Feeds" enabled. So for instance I leave my setup on overnight, but for whatever reason IB closes down. When it does this, the datafeeds in Sierra Charts stop populating the charts until I reconnect IB again. Is there something I can help with to diagnose this? Thanks, Darryl |
| [2020-02-11 06:05:08] |
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We could not reproduce a scenario where any data from TWS was downloaded for a symbol that is receiving data from the Sierra Chart/Denali Exchange Data Feeds, when "Allow Support for Sierra Chart Data Feeds" is enabled. We tried a download when disconnected, when connected. And also after disconnecting from TWS, real-time data was continuing to be received. To ensure the charts continue to update in real time make sure this option is enabled: Data/Trade Service Settings: Reconnect on Failure (Global Settings >> Data/Trade Service Settings >> Common Settings >> Common Settings) 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: 2020-02-11 06:06:05
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| [2020-02-11 21:37:37] |
| delusive - Posts: 10 |
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I have the ReconnectOnFailure turned on. It seems to only happen overnight when the IB TWS application abruptly stops. Then only once I open TWS again will Sierra Charts start streaming realtimedata again (after downloading historical data). Is there a way to determine which service the data is being downloaded from? Are there logs I can upload here to show what the logs look like when this happens (It happens every night). Thanks Date Time Of Last Edit: 2020-02-11 21:37:51
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| [2020-02-12 19:43:23] |
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Follow the instructions here to clear the Message Log just before you stop using Sierra Chart before the incident: Message Log: Clearing the Message Log And then provide the log after you come back to Sierra Chart when this incident has occurred. 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. 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 |
| [2020-02-12 20:30:31] |
| delusive - Posts: 10 |
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Here is the attached log from last night.
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Private File Attachment Deleted. |
| [2020-02-12 20:58:09] |
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This log does not indicate to us that the Sierra Chart data feed would have stopped. It should have continued. There is no indication of a disconnect to it. A disconnect would be clearly logged. As long as it was working at this time it will have continued: Message from IB: Connectivity between IB and Trader Workstation has been lost. IB Error Code: 1100. Request ID: -1. | 2020-02-12 01:40:21.319
Message from IB: Connectivity between IB and Trader Workstation has been lost. IB Error Code: 1100. Request ID: -1. | 2020-02-12 01:43:26.299 Socket (2) | Socket gracefully closed by remote side. | 2020-02-12 01:45:03.191 Socket (2) | CloseSocket call. | 2020-02-12 01:45:03.192 Connection to the external service has been lost. | 2020-02-12 01:45:03.192 Socket (2) | Graceful close received or receive error. Shutdown complete. Closing socket now. | 2020-02-12 01:45:03.193 Socket (2) | Closed. | 2020-02-12 01:45:03.193 Socket (0) | CloseSocket call. | 2020-02-12 01:45:03.517 Interactive Brokers | Disconnected. | 2020-02-12 01:45:03.622 Will reconnect to the server in 3.0 seconds. Select 'File >> Disconnect' to prevent further connection attempts. | 2020-02-12 01:45:03.624 There is nothing in that log at that point in time showing any disconnection to the socket used by SC Data-AllServices. 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: 2020-02-12 20:59:42
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| [2020-02-12 21:13:17] |
| delusive - Posts: 10 |
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I will take screenshots tomorrow morning, the Green box in the top right that shows connection statistics, changes to yellow and says something along the lines of "Waiting Reconnection", and all the charts will only show data until when IB TWS crashes or closes. I will get a screenshot tomorrow.
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| [2020-03-23 12:42:43] |
| delusive - Posts: 10 |
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For another purpose I just attempted to switch to SC Data - All Services, and it isn't downloading any data for me. I tried delete and re-downloading data as well.
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| [2020-03-23 16:19:24] |
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After switching to SC Data - All Services, you would then need to change your symbols. You can do this by selecting Edit >> Translate Symbols to Current Service. You would need to this again if you change the service back to Interactive Brokers. Refer to the documentation for this command here: Edit Menu: Edit >> Translate Symbols To Current Service 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 |
| [2020-03-23 16:50:50] |
| delusive - Posts: 10 |
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Thanks, I totally forgot about doing this.
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| [2020-04-02 03:04:59] |
| delusive - Posts: 10 |
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So today I just tried to open Sierra Charts without having IB opened. It just gives me an error and doesn't download or run with any data. I must be doing something wrong here. If I don't have IB opened, do I need to reset all my symbols to Denali symbols? Then if I have IB opened I need to update symbols to IB? I figured it would run regardless if IB is opened or not. Thanks. |
| [2020-04-02 03:15:24] |
| delusive - Posts: 10 |
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Also just as a follow-up I see the [M] symbol on all of my charts, which I think indicates a Denali data feed. Also when I delete and download data with Interactive Brokers closed, it seems to grab historic data, but it just won't stream the realtime data until I open IB.
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| [2020-04-02 19:22:11] |
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Based upon what you are saying you need to follow the instructions here: Real-Time Exchange Data Feeds Available From Sierra Chart: Connecting Only Once a Month to Trading Account to Support CME Group Exchange Fees But if you want to be using Sierra Chart for trading, you will be needing to run TWS. And you should always be doing that. Because switching between services and changing symbols is only complicating things. 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 |
| [2020-04-17 01:12:03] |
| delusive - Posts: 10 |
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I just looked at this, and I am always connected to my IB Live trading service, so I am not sure how this will fix my issue, could you please clarify? Thanks. |
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