Support Board
Date/Time: Mon, 23 Dec 2024 03:32:58 +0000
Snapshot data
View Count: 1477
| [2015-09-02 02:44:54] |
| User713273 - Posts: 409 |
|
Hi im trying to "match up" current 5 sec snapshot data that IB provides as I have seen different closing, openeing prices. Below is the source code ive been using to pull IB data. reqid is unique tag for stock symbol you can ignore temp_tv since it is for future functionality in IB. static TagValueListSPtr temp_tv; m_pClient->reqRealTimeBars(tick_container_.GetTickAccum(tick)->req_id, temp_tick->contract, 5 /* 5 sec only */, "TRADES", true /*Real Trading Hours*/, temp_tv); |
| [2015-09-02 03:32:41] |
| |
|
This looks correct. But we would have to examine the code to see exactly how we process these bars.
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 |
| [2015-09-02 04:36:36] |
| User713273 - Posts: 409 |
|
Yes, I think we are recieving bid/ask data from IB through SC. Does SC provide trade price data? The reason we moved to Sc was due to IB providing inaccuracies during market hrs. The reasoning behind being so specific is we have custom studies that are tied in to certain data feeds. If need be we can provide tick data as a reference. Right now we are requesting IB "Trade" 5 sec snapshot. How do I configure sierra chart to pull that data from IB? Here is the snippet of C++ code calling IB C++ API: reqid is unique tag for stock symbol you can ignore temp_tv since it is for future functionality in IB. static TagValueListSPtr temp_tv; m_pClient->reqRealTimeBars(tick_container_.GetTickAccum(tick)->req_id, temp_tick->contract, 5 /* 5 sec only */, "TRADES", true /*Real Trading Hours*/, temp_tv); Thank you for your help. |
| [2015-09-02 04:39:16] |
| User713273 - Posts: 409 |
|
When I say through SC, I mean that we are using the IB feed through the SC application. Our program is currently using IB data.
|
| [2015-09-02 07:21:43] |
| |
|
By default Sierra Chart does request TRADES data always from Interactive Brokers. The only exception is Forex.
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 |
To post a message in this thread, you need to log in with your Sierra Chart account: