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Direct MessagesDate/Time: Sat, 18 May 2024 14:09:47 +0000
Slow Data Download - Interactivebrokers
View Count: 838
| [2020-12-31 15:20:34] |
| rash1971 - Posts: 5 |
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Hello, I am subscribed to package 5 + Daneli, and trading on Interactivebrokers through Sierracharts. When I open a new chart for a US Stock, downloading Historical Data is quite slow the first time I open the symbol. I read on the board that I need to have package 5 to use Sierracharts Historical Data. I am on package 5, but am not sure whether I am using IB or SC for Historical data! I have "allow support for SC datafeed" enabled, but this is essentially as I am using Daneli for futures. So to recap, am I downloading stock historical data from IB or SC? And what do I need to do to make sure stock historical data is downloaded from SC if it is much faster? Thanks |
| [2020-12-31 15:44:06] |
| rash1971 - Posts: 5 |
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Interactive Brokers | Starting real-time market data updates for: CPST. ID: 28 | 2020-12-31 15:42:05.074 Interactive Brokers | Subscribing to Symbol: CPST, SecurityType: STK, Expiration: , Exchange: SMART, Primary Exchange: , Currency: USD, Multiplier: , CallPut: , Strike: , LocalSymbol: , TradingClass: | 2020-12-31 15:42:05.074 Interactive Brokers | Requesting security definition data for: CPST. ID: 28 | 2020-12-31 15:42:05.074 Interactive Brokers | Market data type is Live for CPST | 2020-12-31 15:42:05.384 Enabling compression for file: C:\SierraChart\Data\CPST.scid. This may take a while. | 2020-12-31 15:42:06.495 File compression enabled. C:\SierraChart\Data\CPST.scid. CompressionState=0 | 2020-12-31 15:42:06.495 CPST 1 Min #1 | Reloading chart. | 2020-12-31 15:42:06.501 CPST 1 Min #1 | Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\CPST.scid | 2020-12-31 15:42:06.506 Interactive Brokers | Using primary service for historical data for CPST | 2020-12-31 15:42:06.993 Added historical Intraday data request for CPST to the queue. | 2020-12-31 15:42:06.993 Intraday data recording state for symbol CPST is set to download 'Pending'. | 2020-12-31 15:42:06.993 Triggering next historical data download in queue. | 2020-12-31 15:42:06.993 Delaying start of download for CPST | 2020-12-31 15:42:06.994 HD Request # 61 | Downloading Intraday chart data for CPST to the file CPST.scid. Service: interactive_brokers.trading | 2020-12-31 15:42:10.868 HD Request # 61 | Download start date-time: 2020-12-26 15:42:10.000000. File last date-time: 00:00:00.000000 | 2020-12-31 15:42:10.868 HD Request # 61 | Requesting a total of 5 days and 4800 seconds. | 2020-12-31 15:42:10.868 HD Request # 61 | IB Backfill - Seconds requested: 86400. Seconds Remaining: 350400. | 2020-12-31 15:42:10.868 HD Request # 61 | Requesting 1 Day of data at 30 secs with ending date-time at 2020-12-27 15:32:10 for CPST. PriceType: TRADES | 2020-12-31 15:42:10.868 HD Request # 61 | Processing historical data message from TWS | 2020-12-31 15:42:11.620 HD Request # 61 | Received 2400 records and wrote 0 records from 2020-12-23 14:00:00 to 2020-12-24 21:59:30. | 2020-12-31 15:42:11.621 HD Request # 61 | IB Backfill - Seconds requested: 86400. Seconds Remaining: 264000. | 2020-12-31 15:42:11.621 HD Request # 61 | Requesting 1 Day of data at 30 secs with ending date-time at 2020-12-28 15:32:10 for CPST. PriceType: TRADES | 2020-12-31 15:42:11.621 HD Request # 61 | Processing historical data message from TWS | 2020-12-31 15:42:11.997 HD Request # 61 | Receiving Intraday data for CPST starting at 2020-12-28 09:07:00.000000 | 2020-12-31 15:42:11.997 HD Request # 61 | Received 2387 records and wrote 771 records from 2020-12-23 20:32:00 to 2020-12-28 15:32:00. | 2020-12-31 15:42:11.998 HD Request # 61 | IB Backfill - Seconds requested: 86400. Seconds Remaining: 177600. | 2020-12-31 15:42:11.998 HD Request # 61 | Requesting 1 Day of data at 30 secs with ending date-time at 2020-12-29 15:32:10 for CPST. PriceType: TRADES | 2020-12-31 15:42:11.998 HD Request # 61 | Processing historical data message from TWS | 2020-12-31 15:42:17.952 HD Request # 61 | Received 2263 records and wrote 1316 records from 2020-12-24 20:32:00 to 2020-12-29 15:32:00. | 2020-12-31 15:42:17.953 HD Request # 61 | IB Backfill - Seconds requested: 86400. Seconds Remaining: 91200. | 2020-12-31 15:42:17.953 HD Request # 61 | Requesting 1 Day of data at 30 secs with ending date-time at 2020-12-30 15:32:10 for CPST. PriceType: TRADES | 2020-12-31 15:42:17.953 HD Request # 61 | Processing historical data message from TWS | 2020-12-31 15:42:23.960 HD Request # 61 | Received 1617 records and wrote 1260 records from 2020-12-28 23:32:00 to 2020-12-30 15:32:00. | 2020-12-31 15:42:23.960 HD Request # 61 | IB Backfill - Seconds requested: 86400. Seconds Remaining: 4800. | 2020-12-31 15:42:23.960 HD Request # 61 | Requesting 1 Day of data at 30 secs with ending date-time at 2020-12-31 15:32:10 for CPST. PriceType: TRADES | 2020-12-31 15:42:23.960 HD Request # 61 | Processing historical data message from TWS | 2020-12-31 15:42:35.814 HD Request # 61 | Received 1741 records and wrote 1440 records from 2020-12-29 23:32:00 to 2020-12-31 15:32:00. | 2020-12-31 15:42:35.814 HD Request # 61 | IB Backfill - Seconds requested: 4800. Seconds Remaining: 0. | 2020-12-31 15:42:35.814 HD Request # 61 | Requesting 4800 Seconds of data at 30 secs with ending date-time at 2020-12-31 16:52:10 for CPST. PriceType: TRADES | 2020-12-31 15:42:35.814 HD Request # 61 | Processing historical data message from TWS | 2020-12-31 15:42:35.996 HD Request # 61 | Received 21 records and wrote 20 records from 2020-12-31 15:32:00 to 2020-12-31 15:42:00. | 2020-12-31 15:42:35.996 HD Request # 61 | Timestamp of first Intraday data file record written: 2020-12-28 09:07:00.000000 | 2020-12-31 15:42:35.998 HD Request # 61 | Received 4807 records from 2020-12-28 09:07:00.000000 to 2020-12-31 15:42:00.000000 (3.3 days) and wrote 4807 records for CPST | 2020-12-31 15:42:35.998 HD Request # 61 | Completion time: 26s | 2020-12-31 15:42:36.003 HD Request # 61 | Intraday data download complete for CPST. Unique request ID: 61 | 2020-12-31 15:42:36.003 Removing historical data download ID 61. | 2020-12-31 15:42:36.003 Real-time Intraday chart data file updates started for CPST | 2020-12-31 15:42:36.003 Intraday chart data file opened for CPST | 2020-12-31 15:42:36.003 HD Request # 61 | Enabling Intraday chart updating for symbol. | 2020-12-31 15:42:36.003 Triggering next historical data download in queue. | 2020-12-31 15:42:36.003 Opened cached Intraday file: C:\SierraChart\Data\CPST.scid. Thread ID: 2812 | 2020-12-31 15:42:53.581 |
| [2020-12-31 15:55:04] |
| rash1971 - Posts: 5 |
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I am now sure that, when connected to IB service, historical data is downloaded from IB as seen in the log (see above). I also tried to connect to SC service instead of IB and I see that the download is much faster. The question is: How can I connect to IB service (to trade), but have historical data downloaded from Sierrachart feed? Thanks |
| [2020-12-31 17:51:43] |
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Refer to the information below. There are two solutions in your case. Use a separate installation of Sierra Chart with the Sierra Chart Historical Data Service: Sierra Chart Historical Data Service Subscribe to the Sierra Chart Exchange Data Feed with US equities data: Sierra Chart Exchange Data Feed ------ We are no longer as of December 28, 2020 providing the Sierra Chart provided historical data service for CQG or Interactive Brokers users. For more information, refer to this Support Board thread: Jan 1, 2021 Changes to Historical Data: Interactive Brokers, CQG Also refer to this post for steps that you need to do now: Jan 1, 2021 Changes to Historical Data: Interactive Brokers, CQG | Post: 245144 The solution to this problem is to use the Denali Exchange Data Feed for CME and EUREX data. Step-by-step instructions are here: Denali Exchange Data Feed: *Setup Instructions: CME/CBOT/NYMEX/COMEX Exchanges* The first calendar month of this data feed is free. Let us know if you need help with the set up and we will help you through all of the steps. In the case of CQG you will then need to contact your broker and cancel CME and EUREX exchange fees through your CQG account so you do not pay exchange fees twice. You definitively do not have to pay any market data exchange fees through your brokerage account to CQG. This is not required. For other exchanges (ICE, HKFE) you need to use the Sierra Chart Exchange Data Feed: Sierra Chart Exchange Data Feed As an alternative to CQG, we recommend using the Sierra Chart Order Routing Service: Sierra Chart / Trading Technologies Futures Order Routing Service In regards to using CQG provided historical data, we definitely do not recommend using that. It has an additional cost of 25 USD per month. The data delivery is slow and inefficient and causes Sierra Chart to freeze during the processing of it. Only 5 days of tick data is supported from CQG. And only current futures contracts are provided. Whereas with Sierra Chart provided data feeds, you will have access to 10+ years of reliable high-speed delivered tick by tick data. Once again we do not advise using CQG historical data and it will not work well with Sierra Chart. And we also provide no technical help or support for any CQG provided historical data or real-time data. 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 |
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