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Date/Time: Fri, 14 Jun 2024 14:32:37 +0000



Connecting Interactive Broker (paper trading account) with Denali DataFeed

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[2022-06-27 10:39:49]
dan007 - Posts: 1
Hello,

I have purchased the 46 USD package Service Package 11 - Advanced + Denali Data Feed and filled all permissions. I have managed to login to IB paper account with TWS and managed to send orders from SierraChart to Paper IB (using the live set ie disabling Trade >> Trade simulation Mode On). My primary aim is to trade ES E-mini future ES1 from CME with Interactive Broker.

Now I need to ensure I have real-time access with Denali (I would like to use only Denali RT data and not IB real time data feed). I have read Real-Time Exchange Data Feeds Available From Sierra Chart: Integration with Trading Services
but I still have my chart says delayed ( and I a pretty sure I get delayed data as the order filled are not at the level I have sent the order). But I am confused as to which feed I should choose (I would like to use only Denali RT data and not IB real time data feed). Choosing several (SC,etc,..) doesn't work.

Thanks please advise and how to check I do get RT data from Denali.
[2022-06-27 15:06:10]
John - SC Support - Posts: 32354
The issue is that you did not include your broker information in the data feed agreements. You need to fill them out again and where it asks for FCM enter "Interactive Brokers" and then give your account number as appropriate. We need this in order to classify you as a non-professional for the CME Group. You can access the agreements at the following link:
https://www.sierrachart.com/UserControlPanel.php?page=ExchangeAgreements
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-03-26 19:20:08]
MStefan - Posts: 10
Hallo,
I got exactly the same Problem. Resigning didnt help.
Do you have got another Idea please? Or does it take some Time?

Thanks
[2024-03-26 20:10:58]
John - SC Support - Posts: 32354
MStefan:

We see that your agreements for the CME Group have been accepted and that you are tagged as a "Non-Professional". We also see that your "Verified Until" date is showing as "2024-04-25", so you have also connected to your live trading account.

But, you do not have any exchanges active for the CME Group. You can activate them here:
https://www.sierrachart.com/UserControlPanel.php?page=DenaliDataFeed#Exchanges

Make sure you keep in mind that the exchange fees are not pro-rated, so you will pay the full amount for the exchange for the remainder of this month, and then pay again on the first day of next month. So you may want to wait until April 1, 2024 to activate any new exchanges.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-03-27 05:06:30]
MStefan - Posts: 10
Dear John,
thanks for getting back to me.
The different between dan007 and me is that Im only traiding the EUREX FDax.

Is theire anything else I have to do? I still got the same Problem
Thanks
Stefan
[2024-03-27 14:45:13]
John - SC Support - Posts: 32354
MStefan:

Your agreements for the EUREX were accepted and you are setup to get the EUREX data from us. Are you having a problem with the data?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-03-27 15:45:09]
MStefan - Posts: 10
Thanks John,
yes theire is still the Problem as discriebt above. All is setup well with Sierrachart and the Interactive Broker TWS.
Still I got the Delay in the Data of TWS.
Im sure, TWS dont get the Data feed of Sierrachart
[2024-03-27 16:21:48]
John - SC Support - Posts: 32354
Sorry, we are not fully understanding the issue.

TWS does NOT get the data from our Denali Exchange Data Feed. If you are having issues with TWS, then you need to talk to Interactive Brokers about this.

If you are getting delayed streaming data for EUREX in your Sierra Chart software, then we would need to see your Message Log by following these instructions:

Follow the instructions here to clear the Message Log:
Message Log: Clearing the Message Log

Close all of the Chartbooks with "File >> Close All Chartbooks".

Open a single chart for the symbol you have an issue with through "File >> Find Symbol". Tell us that symbol of the chart. Tell us about *one* symbol only.

Disconnect from the data feed with "File >> Disconnect".

Connect to the data feed with "File >> Connect to Data Feed".

After the connection and after about 10 seconds, provide a copy of the Message Log following these instructions:
Support Board Posting Information: How to Post Your Message Log (Required In Some Cases)

We will then determine what the problem is.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-03-27 20:09:40]
MStefan - Posts: 10
sorry for this misunderstanding.
My Sierrachart and the Denali Exchange Data Feed is working perfect! Thanks

I understood in all the Documentation about SC / TWS that SC provides TWS the Denali Feed.

So I have to make sure that IB provides me a real time data feed, right?

Thanks!
[2024-03-27 20:33:00]
John - SC Support - Posts: 32354
I understood in all the Documentation about SC / TWS that SC provides TWS the Denali Feed.

This is not correct. The Denali Exchange Data Feed only works with Sierra Chart. This data can not be used with any other system.

So I have to make sure that IB provides me a real time data feed, right?

Not necessarily. It depends on how you are going to use TWS. If you are doing everything from Sierra Chart, then you do not need the real-time data from Interactive Brokers. But, if you want to place some trades, or have the ability to modify things on the TWS software, then you probably do need to have the real-time data from Interactive Brokers. We can not answer this fully, as we are simply not familiar enough with TWS to say how it works in these aspects.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-03-27 20:39:19]
MStefan - Posts: 10
thank you very much.
The Point is defenetly when you want to place Trades with SC in IB / TWS.
That is the Moment when you need a real Time data feed in the TWS.

When you e.g. place an Order at a certain price you gonna be filled 15min later.

Thanks again for your quick Response!
Stefan
[2024-03-28 23:20:36]
Sierra_Chart Engineering - Posts: 14912
Whether you have real-time data or not, it does not affect the filling of your orders at an exchange. They will fill according to the real-time price.
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
Date Time Of Last Edit: 2024-03-28 23:20:53
[2024-04-02 15:01:57]
MStefan - Posts: 10
Thank you, that is right. Its working now

Now I got another Problem.
I cant Flatter and SC/TWS is ignoring my stopps.

I can only Close the Positions in TWS.
Any Ideas?
[2024-04-02 15:18:41]
Sierra_Chart Engineering - Posts: 14912
What is the symbol being traded?
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
Date Time Of Last Edit: 2024-04-02 15:18:51
[2024-04-02 16:23:47]
MStefan - Posts: 10
Dax-202406-EUREX-EUR-25 (IB)

The Targets he is doing well, also the Orders.
Sometimes the Stops are working sometimes not. That seems to be the last Problem

Thanks
Stefan
Date Time Of Last Edit: 2024-04-02 17:13:32
[2024-04-09 21:17:59]
Sierra_Chart Engineering - Posts: 14912
Disable these options:
Global Trade Settings Windows: Use Server Side Bracket Orders (if supported) (Global Settings >> General Trade Settings >> General)
Global Trade Settings Windows: Use Server Side OCO Orders (if supported) (Global Settings >> General Trade Settings >> General)

We also want you to update to the latest version of Sierra Chart if you are not running it. Instructions:
Software Download: Fast Update
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
Date Time Of Last Edit: 2024-04-09 21:19:33
[2024-04-12 11:35:19]
MStefan - Posts: 10
dear Support
again I have a lot of Problems with SC working (not) together propper with IB TWS:

1st) when I try to BUY MKT sometimes he buy straight, mostly not. SC seems to put me a sort of Limit order. (B_Mkt_18331_Open_0_TQ2_1_x) sometimes when the Market hit
2nd) when I Flatten nothing happens. If I want to close my Positions I have to close them in IB TWS
3rd) when I close the positions in TWS SC dont take out my S_StopLmtClient(18292)(18296_Held_0_TQ:2_1_x. When the Market comes to that Level SC sells me again 2 Position
4th) when I press the Reverse button, nothing happens. Later yes.
5th) when I put in Limit Orders, they get filled very reliable
6th) TP Limits are very reliable
7th) normal Stopps (stop:stop) doesnt work. I had to put in Stop: Stop-Limit-Client which are working fairly good

of cause I checked the Settings as you discribed on your Page.
Do you have got any Ideas? Can I provide you any Logs?
Thanks
Date Time Of Last Edit: 2024-04-12 11:52:03
[2024-04-17 02:00:09]
Sierra_Chart Engineering - Posts: 14912
1. If you submit a market order, it is always a market order. There is no possibility for anything else.


The other items you are describing, primarily relate to trade Position data from TWS.

Do you see the positions correctly reported in Trade >> Trade Positions Window?

We want you to update to the latest version of Sierra Chart. Instructions:
Software Download: Fast Update
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
Date Time Of Last Edit: 2024-04-17 02:00:29
[2024-04-18 15:32:33]
MStefan - Posts: 10
Yes they are. I see them correctly in the Trade Position Window. When I click theire on "Flatten" I got the discriped Problems not to go out immediatly of my Position. Flatten all works straight

But, look please at my Screenshots. You see that my Stopps didnt get filled. But also it look like, that it is not a Problem of SC, because I saw he Stopps in IB TWS
image#1 DAX-202406-EUREX-EUR-25 [CB][M] 3 Min 2024-04-18 15_04.png / V - Attached On 2024-04-18 15:30:51 UTC - Size: 81.77 KB - 27 views
imageEaseUS_2024_04_18_15_04_56.jpg / V - Attached On 2024-04-18 15:30:59 UTC - Size: 109.52 KB - 58 views
imageEaseUS_2024_04_18_15_05_45.jpg / V - Attached On 2024-04-18 15:31:06 UTC - Size: 305.6 KB - 56 views
[2024-04-18 16:10:22]
MStefan - Posts: 10
Now its getting even more strange. I testet it again with a short Position.
The STOP didnt get filled on the way down, but when the Market came back it works


PS. It seems to be an IB Problem, I could do the same in the TWS software direkt and I got the same Problems.
Sorry
Date Time Of Last Edit: 2024-04-18 16:36:38
image#1 DAX-202406-EUREX-EUR-25 [CB][M] 3 Min 2024-04-18 17_48.png / V - Attached On 2024-04-18 16:10:02 UTC - Size: 98.78 KB - 28 views
image#1 DAX-202406-EUREX-EUR-25 [CB][M] 3 Min 2024-04-18 18_00.png / V - Attached On 2024-04-18 16:10:09 UTC - Size: 99.85 KB - 26 views
[2024-04-18 17:45:06]
Sierra_Chart Engineering - Posts: 14912
For further help contact Interactive Brokers. Your questions are not within the scope of our support.
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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