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Date/Time: Wed, 24 Jul 2024 01:01:18 +0000



IB delayed data (LIFFE)

View Count: 1303

[2014-01-31 02:42:51]
User626121 - Posts: 82
Hi,

I can't chart delayed data from LIFFE (e.g. Gilt, symbol R) with SC. Broker is IB. With TWS this is possible.

Here's the log:

Software version: 1087 | 2014-01-31 03:37:40
Usage end date: 2014-09-17 | 2014-01-31 03:37:40
Enabled for: Sierra Chart Historical Data Service. | 2014-01-31 03:37:40
Allow Support for Sierra Chart Data Feeds is enabled. | 2014-01-31 03:37:40
Active service: Interactive Brokers | 2014-01-31 03:37:40
Time Zone: +01:00:00 (CET+01CEST+01,M3.5.0/02:00,M10.5.0/03:00) | 2014-01-31 03:37:40
2014-01-31 03:37:40 Local computer clock time | 2014-01-31 03:37:40
2014-01-31 02:37:40 GMT time | 2014-01-31 03:37:40
2014-01-31 03:37:40 Time zone adjusted time | 2014-01-31 03:37:40
Time difference to server time: 3 seconds. | 2014-01-31 03:37:40
Program path: C:\SierraChart2\ | 2014-01-31 03:37:40
Data Files path: C:\SierraChart2\Data\ | 2014-01-31 03:37:40
OS Version Number: 6.2 | 2014-01-31 03:37:40

Checking for new symbol settings for ib | 2014-01-31 03:37:40

Interactive Brokers: Connecting to 127.0.0.1:7496 | 2014-01-31 03:37:45
The network socket is connected. | 2014-01-31 03:37:45
Socket connected to TWS. Sending client version: 62. Waiting for acceptance. | 2014-01-31 03:37:45
TWS server version: 70 | 2014-01-31 03:37:45
IB: Connected. Waiting for account information. | 2014-01-31 03:37:45
IB Account information received. | 2014-01-31 03:37:45
Connected to IB Live account. | 2014-01-31 03:37:45
Interactive Brokers: Requesting Trade Positions for account: Uxxxxxx | 2014-01-31 03:37:45
Next valid order ID: 3 | 2014-01-31 03:37:45
Message from IB: Marktdaten Farm Verbindung ist OK:usbond. IB Error Code: 2104. Request ID: -1. | 2014-01-31 03:37:45
Message from IB: Marktdaten Farm Verbindung ist OK:usfuture. IB Error Code: 2104. Request ID: -1. | 2014-01-31 03:37:45
Message from IB: Marktdaten Farm Verbindung ist OK:eurofarm. IB Error Code: 2104. Request ID: -1. | 2014-01-31 03:37:45
Message from IB: Marktdaten Farm Verbindung ist OK:cashfarm. IB Error Code: 2104. Request ID: -1. | 2014-01-31 03:37:45
Message from IB: Marktdaten Farm Verbindung ist OK:hkfarm. IB Error Code: 2104. Request ID: -1. | 2014-01-31 03:37:45
Message from IB: Marktdaten Farm Verbindung ist OK:aufarm. IB Error Code: 2104. Request ID: -1. | 2014-01-31 03:37:45
Message from IB: Marktdaten Farm Verbindung ist OK:usfarm.us. IB Error Code: 2104. Request ID: -1. | 2014-01-31 03:37:45
Message from IB: Marktdaten Farm Verbindung ist OK:usfarm. IB Error Code: 2104. Request ID: -1. | 2014-01-31 03:37:45
Message from IB: HMDS Daten Farm Verbindung ist OK:ushmds.us. IB Error Code: 2106. Request ID: -1. | 2014-01-31 03:37:45
Message from IB: HMDS Daten Farm Verbindung ist OK:ilhmds. IB Error Code: 2106. Request ID: -1. | 2014-01-31 03:37:45
Message from IB: HMDS Daten Farm Verbindung ist OK:euhmds. IB Error Code: 2106. Request ID: -1. | 2014-01-31 03:37:45
Message from IB: HMDS Daten Farm Verbindung ist OK:cashhmds. IB Error Code: 2106. Request ID: -1. | 2014-01-31 03:37:45
Message from IB: HMDS Daten Farm Verbindung ist OK:hkhmds. IB Error Code: 2106. Request ID: -1. | 2014-01-31 03:37:45
Message from IB: HMDS Daten Farm Verbindung ist OK:ushmds. IB Error Code: 2106. Request ID: -1. | 2014-01-31 03:37:45
Next valid order ID: 3 | 2014-01-31 03:37:45
IB Account information received. | 2014-01-31 03:37:45
Connected to IB Live account. | 2014-01-31 03:37:45
Interactive Brokers: Received Trade Positions download end message for account Uxxxxxx | 2014-01-31 03:37:45
IB: Requesting historical order fills for account Uxxxxxx | 2014-01-31 03:37:50
Interactive Brokers: Received Open orders end message. | 2014-01-31 03:37:50
Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart2\Data\R-201403-LIFFE-GBP.scid | 2014-01-31 03:38:00
Interactive Brokers - Starting real-time market data updates for: R-201403-LIFFE-GBP | 2014-01-31 03:38:00
Subscribing to symbol: R SecType: FUT Expiry: 201403 Exchange: LIFFE Currency: GBP Multiplier: | 2014-01-31 03:38:00
HD Request # 2 - Downloading Intraday chart data for R-201403-LIFFE-GBP to the file R-201403-LIFFE-GBP.scid. Service: ib | 2014-01-31 03:38:00
HD Request # 2 - Download start Date-Time: 00:00:00.0 | 2014-01-31 03:38:00
HD Request # 2 - Requesting a total of 5 days and 0 seconds. | 2014-01-31 03:38:00
HD Request # 2 - IB Backfill - Seconds requested: 86400. Seconds Remaining: 345600. | 2014-01-31 03:38:00
HD Request # 2 - Requesting 1 Day of data at 30 secs with ending Date-Time at 2014-01-27 04:48:00 for R-201403-LIFFE-GBP | 2014-01-31 03:38:00
Message from IB: Historical Market Data Service Fehlermeldung:No market data permissions for LIFFE FUT. IB Error Code: 162. Request ID: 4. | 2014-01-31 03:38:00
HD Request # 2 - IB Backfill - Seconds requested: 86400. Seconds Remaining: 259200. | 2014-01-31 03:38:02
HD Request # 2 - Requesting 1 Day of data at 30 secs with ending Date-Time at 2014-01-28 04:48:00 for R-201403-LIFFE-GBP | 2014-01-31 03:38:02
Message from IB: Historical Market Data Service Fehlermeldung:No market data permissions for LIFFE FUT. IB Error Code: 162. Request ID: 5. | 2014-01-31 03:38:02
HD Request # 2 - IB Backfill - Seconds requested: 86400. Seconds Remaining: 172800. | 2014-01-31 03:38:05
HD Request # 2 - Requesting 1 Day of data at 30 secs with ending Date-Time at 2014-01-29 04:48:00 for R-201403-LIFFE-GBP | 2014-01-31 03:38:05
Message from IB: Historical Market Data Service Fehlermeldung:No market data permissions for LIFFE FUT. IB Error Code: 162. Request ID: 6. | 2014-01-31 03:38:05
HD Request # 2 - IB Backfill - Seconds requested: 86400. Seconds Remaining: 86400. | 2014-01-31 03:38:07
HD Request # 2 - Requesting 1 Day of data at 30 secs with ending Date-Time at 2014-01-30 04:48:00 for R-201403-LIFFE-GBP | 2014-01-31 03:38:07
Message from IB: Historical Market Data Service Fehlermeldung:No market data permissions for LIFFE FUT. IB Error Code: 162. Request ID: 7. | 2014-01-31 03:38:07
HD Request # 2 - IB Backfill - Seconds requested: 86400. Seconds Remaining: 0. | 2014-01-31 03:38:10
HD Request # 2 - Requesting 1 Day of data at 30 secs with ending Date-Time at 2014-01-31 04:48:00 for R-201403-LIFFE-GBP | 2014-01-31 03:38:10
Message from IB: Historical Market Data Service Fehlermeldung:No market data permissions for LIFFE FUT. IB Error Code: 162. Request ID: 8. | 2014-01-31 03:38:10
HD Request # 2 - Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for R-201403-LIFFE-GBP | 2014-01-31 03:38:13
HD Request # 2 - Intraday download COMPLETE for R-201403-LIFFE-GBP | 2014-01-31 03:38:13
Real-time Intraday chart data file updates started for R-201403-LIFFE-GBP | 2014-01-31 03:38:13
[2014-01-31 03:29:33]
Sierra Chart Engineering - Posts: 104368
This is the error message from Interactive Brokers:

Message from IB: Historical Market Data Service Fehlermeldung:No market data permissions for LIFFE FUT. IB Error Code: 162. Request ID: 4. | 2014-01-31 03:38:00

You need to ask IB about this. It could be that although they can provide delayed data within TWS, the exchange does not let them deliver that data outside of TWS. This is really not surprising with exchange rules. So you probably have to pay the exchange fee to get the real-time data into Sierra Chart. Otherwise, even delayed data will not be provided.
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
[2014-01-31 04:07:40]
User626121 - Posts: 82
Ok, just chatted with IB CS. Delayed data is not possible.

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