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Direct MessagesDate/Time: Wed, 01 May 2024 23:32:23 +0000
Unsubscribe to IB stock Level 2 data without disconnecting data feed
View Count: 599
| [2021-09-09 21:01:44] |
| User504778 - Posts: 22 |
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I'm getting Level 2 data for stocks from Interactive Brokers data feed following your online instructions. I can get Level 2 data for up to 3 stocks at the same time, and I would like to be able to switch stocks on the fly while keeping the total number within 3. However, changing symbols in Chart Settings would not unsubscribe the old symbol from the data feed, and I would get the error message "Message from IB: Max number (3) of market depth requests has been reached. IB Error Code: 309." I tried to reset "sc.UsesMarketDepthData = 0" in ACSIL but it didn't disconnect the symbol either. The only way I can change symbols for Level 2 after reaching the limit is to disconnect and reconnect data feed, which would briefly interrupt trading and recording of the market depth data. Is there a better way to achieve this using ACSIL or menu command? Thanks.
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| [2021-09-10 10:43:24] |
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If market depth data for a particular symbol is no longer required, then Sierra Chart does unsubscribe to it automatically within approximately three seconds. There is nothing special you have to do as long as it is not required by any functionality in Sierra Chart for that symbol. 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: 2021-09-10 10:43:32
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| [2021-09-11 01:11:52] |
| User504778 - Posts: 22 |
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Thanks. I closed the chart with the symbol no longer needed, waited a couple of minutes, then opened a new chart with a different symbol. The old symbol didn't seem to have been released. Nothing else was used for that symbol, except that in the symbol setting for ???-STK-ISLAND "Record Market Depth Data" is enabled. Could it cause the symbol to continue to be subscribed?
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| [2021-09-11 10:34:48] |
| Sierra_Chart Engineering - Posts: 14173 |
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except that in the symbol setting for ???-STK-ISLAND "Record Market Depth Data" is enabled. Could it cause the symbol to continue to be subscribed? Yes it is. You need to disable that option.
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, use the Teton service: Sierra Chart Teton Futures Order Routing |
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