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Date/Time: Fri, 17 Sep 2021 03:42:17 +0000



IB backfills very slow even with service pack 5

[2021-07-27 16:54:37]
MatZer0 - Posts: 18
Hi

After switching to Interactive Brokers I'm observing very slow historical data download speeds

Apparently other users asked this before and as per thread:
https://www.sierrachart.com/SupportBoard.php?PostID=206013#P206013

The solution was to activate higher SC package 5.

Unfortunately I have that package already activated but all historical data is still fetched from IB not SC backfill servers.

My best guess is that since mentioned forum post (dated 2020-02-04) something changed on the SC side.

What do I need to do to get chart loading speeds back to acceptable levels?

Need that both for futures and US stocks
[2021-07-27 17:01:27]
John - SC Support - Posts: 10622
The only thing we can tell you is to use the data from us (Sierra Chart). For Futures you would use the Denali Exchange Data Feed and for U.S. Stocks, you would use the Sierra Chart Exchange Data Feed. Refer to the information on this page:
https://www.sierrachart.com/index.php?page=doc/RealTimeDataFeedsAvailableFromSierraChart.php

The only caveat is that for the U.S. Stocks, we do not currently have the market depth data available. We are working on a new interface that should be ready in a few months that will include this information.
[2021-07-27 18:23:38]
Sierra_Chart Engineering - Posts: 1806
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:
https://www.sierrachart.com/SupportBoard.php?ThreadID=58506

Also refer to this post for steps that you need to do now:
https://www.sierrachart.com/SupportBoard.php?PostID=245144#P245144

The solution to this problem is to use the Denali Exchange Data Feed for CME and EUREX data. Step-by-step instructions are here:
https://www.sierrachart.com/index.php?page=doc/DenaliExchangeDataFeed.php#SetupInstructions

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:
https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php

As an alternative to CQG, we recommend using the Sierra Chart Order Routing Service:
https://www.sierrachart.com/index.php?page=doc/SierraChartOrderRoutingServiceWithData.php

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. 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

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