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Sierra & IB data issues - probable problem

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[2020-12-04 16:46:13]
[Go To First Post]
NJ - Posts: 20
Dear Sierra Team,

There is some serious issues between IB and Sierra chart data stream. I tried to configure it for last 2 days and finally was able to download EOD data for only last 1 year. When I went thru this chat with IB they have clearly pointed out an issue with the way data is being requested by Sierra to IB. I am not sure whose issue it is but I think it will help if you work this out with them. Below is a full transcript and they also mentioned the responses etc.

My name is Nitin in this chat and Chris was the executive:

The Chat

ChatSys: This chat is associated with ticket #862806. Please record this number for use in future inquiries. You are currently in room 'Technical Assistance'.

nitin1117: Can I use the API with live data?

Chris Ca: Hello, this is 'Chris Ca'. Please allow me a moment to read the question you submitted to iBot and I'll respond to you shortly.

hello, yes the api can be used with live data

nitin1117: I have been really stuggling to get the data into my software called Sierra Chart

I am getting only one day of data. And there is no way in which I can share my screen and show to someone

I am using IB Gateway

Chris Ca: what security are you requesting

nitin1117: I am requesting 100 NSE Stocks.

As I have a line limit of 100 I guess

Chris Ca: NYSE?

nitin1117: No NSE - India's 'National Stock Exchange'

I am getting only 1 bar in most stocks - todays bar

Chris Ca: and what is a security you're requesting

nitin1117: AM requesting a 100 of them. One of them is Justdial-STK-NSE-INR

Out of the 100, 98 of them are giving data only for 1 day

Chris Ca: and what is the ticker for justdial

nitin1117: Justdial-STK-NSE-INR

The issue is not with the script. It is with the connection

Would anybody know of Sierra Chart & IB connection

Chris Ca: you are speaking with the api team, we're the main team that deals with api connections such as these

nitin1117: Yes. The issue is between the Sierra Chart & IB interface. Some setting somewhere needs to be tweaked and it will come

Chris Ca: the ib interface does not provide data

please hold while I go through a few tests on my end

nitin1117: sure

ChatSys: There has been no activity on this chat for a while. Please post a message to confirm you're still there or this chat will be terminated.

nitin1117: i m here

I deleted the data in the 'Daily Chart' and getting 'EOD' data now. However it is only coming from Dec 2019

I mean I deleted and requested re-downloaded

Chris Ca: can you elaborate more, are you only getting eod data, is it from 2019 and extend to 2020

nitin1117: Yes In sierra there is a setting for 'EOD' which says 'Delete Data & Download' . I did that and the EOD data came. But it is coming from Dec 2019 only

I requested for 4000 bars in the settings

Is there a way for me to share my screen

Chris Ca: there is, but it would stop me from testing and I also don't know sierra charts' platform and wouldn't be able to assist with anything on that front

nitin1117: thats fine. please do your testing...

I am trying things at my end too

Here is a link for your reference - Interactive Brokers Trading Service

Chris Ca: on your end, when you put in justdial into TWS, are you able to see more than 1 day's data

nitin1117: yes ... I am able to

now even on Sierra I am able to see but only from 2019

Chris Ca: as in, how many days from 2019

You session has expired! Please log out of Account Management and log back in.

The connection has been re-established successfully. You can continue communicating with the Customer Service Rep.

nitin1117: not sure what happened. got disconnected

am back

I am getting from 9 Dec 2019

Chris Ca: from that day until when

nitin1117: from that day till today.

Chris Ca: ok, I'm going to request logs through this process:

1) In TWS Global Configuration, navigate to API -> Settings
(In IB Gateway, navigate to the menu Configure -> Settings -> API -> Settings)
2) Check the box "Create API Message Log"
3) Change the setting "Logging Level" to "Detail"
4) Click Apply and Ok
5) Replicate issue
6) After issue is replicated, upload logs through TWS/Gateway by using the combination Ctrl-Alt-Q, followed by 'Submit'.

nitin1117: Sure.

I did that and got the log. Not sure how to submit as I have a mac

Can I paste it here?

Chris Ca: no, submission should be done through control option h

nitin1117: I sent that

Also this is the error coming in the software - Triggering next historical data download in queue. | 2020-12-04 21:51:56.571 JUSTDIAL-STK-NSE-INR Daily #126 | Reloading chart. | 2020-12-04 21:51:56.760 Message from IB: Error validating request.-'bT' : cause - Historical data query end date/time string [49] is invalid. Format is 'YYYYMMDD{SPACE}hh:mm:ss[{SPACE}TMZ]'. IB Error Code: 321. Request ID: 200026. | 2020-12-04 21:52:34.940

Chris Ca: i see, the graphical interface allows you to use sierrachart's backend to send requests for data that they use to populate the charts you see

this error would indicate their request for data after your interaction through their interface is incorrect

you'd have to contact them to look into the request for data being made

nitin1117: Issue is they dont provide support for Interactive Brokers. See a user has posted this before and see Sierra's response - IB data query error

They say the error from IB is faulty

Anyways let me try. Thanks for your help

Chris Ca: one moment

nitin1117: IB is the only data provide they dont provide support somehow.

Sure.

i am here

Chris Ca: 21:52:34:554 <- 20-200026--JUSTDIAL-STK-----NSE--INR---0-49-1-49-1-49-1-49-1-

this is the request being made that generates the error, which does not fit our format whatsoever

for reference, here is a similar request for historical data that does fit our format, and returns data shortly afterwards

21:51:55:730 <- 20-200025--JUSTDIAL-STK-----NSE--INR---0-20201204 23:59:59 GMT-1 day-1 Y-0-TRADES-1-0--
21:51:56:000 -> --8-17-200025-20191205 05:29:59-20201205 05:29:59-249-20191206-577.65-581.70-561.55-570.15

contact them with this information for more assistance

nitin1117: Sure. Thanks will do

But then how come I receive data for 2019 and later

However I will contact them

Chris Ca: 21:51:56:000 -> --8-17-200025-20191205 05:29:59-20201205 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their request for historical data there returns data from 2019 onwards through 2020, verified through the logs

you can inform them of this as well

nitin1117: Thanks a ton . Will do

Regards
Nitin
[2020-12-04 19:21:29]
[Go To First Post]
Sierra Chart Engineering - Posts: 104368
This could not be a data line that Sierra Chart sent for historical data:
Chris Ca: 21:52:34:554 <- 20-200026--JUSTDIAL-STK-----NSE--INR---0-49-1-49-1-49-1-49-1-

this is a definite misrepresentation of the data because Sierra Chart would not have sent that.

Instead it would be something more like this:
21:51:55:730 <- 20-200025--JUSTDIAL-STK-----NSE--INR---0-20201204 23:59:59 GMT-1 day-1 Y-0-TRADES-1-0--

So the TWS software is misinterpreting the data being sent. That is where the problem is.

So Interactive Brokers needs to look into this more as to why they are manipulating the data in the way that they are from the client.
Sierra Chart Support - Engineering Level

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[2020-12-05 02:38:28]
[Go To First Post]
NJ - Posts: 20
Actually I am using IB Gateway and not TWS. Just if that helps for any analysis. Can there be a way for Sierra and IB tech team to connect and help resolve. Am sure many hundreds of Sierra users will get benefitted if that could be done. Just a request.

Anyways for now I have moved to Gobal Data Feed for India stocks and there too I am facing a problem where their socket just randomly closes every 15-20 mins and doesn't allow the connection after that. You have to exit the GlobalDataFeed software and restart it to make it work. Am working with their support today to resolve. Also I find the service overly expensive. Sierra is simple a great software but just this difficulty of getting quality India intraday data for India users might be keeping away a lot of other users in India.

I have test SC EOD India data and it is fantastic! Please could you also directly provide Intraday data and these issues will be resolved

Regards
Nitin

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