Support Board
Date/Time: Tue, 24 Dec 2024 00:13:41 +0000
Sierra Chart with TD Ameritrade Data Feed missing Data
View Count: 1584
| [2015-10-09 15:46:35] |
| Cordell7700 - Posts: 10 |
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I am using Sierra Chart v1307 with TD Ameritrade as my Stocks data feed. There is no data from 09:30 EDT Friday morning (10/09/15) until (at least this is how it appears) the exact time that I attempt to download data from TD Ameritrade. Example: Create a new Chartbook Find a new symbol (example: SWKS) Load 1 minute data for the last 5 days Result: Prior to today (10/09/15), all the 1 minute data is correctly displayed. But for *today*, the first 1 minute data bar is the exact time (say, 11:42 am) that I attempted to create the chart. Nothing from 09:30 am until (Now minus 1 minute) is displayed. Hope you have some brilliant ideas! ---Steve |
| [2015-10-09 17:19:23] |
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This is going to be a TD Ameritrade data problem. Follow the instructions here to re-download the data: https://www.sierrachart.com/index.php?page=doc/doc_HistoricalIntradayData.html#RetryDownloadDataInChart If you still have a problem, we strongly recommend you use Sierra Chart service package 3. This will download data from the Sierra Chart Historical Data Service when using that service package. Only the most recent 10 minutes of Intraday data will come from TD Ameritrade. Refer to the instructions below. To change your Sierra Chart service package, select "Help >> Account Control Panel" on the Sierra Chart program menu. On the displayed webpage, click on "Change Service Package".
The remaining service usage time on your account will be adjusted based upon the cost of the package you are changing to. If the new package is a higher-priced package, then the usage time will be reduced due to the higher price. There is no charge for changing your Sierra Chart service package. Only your usage time is adjusted. 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 |
| [2015-10-09 19:20:07] |
| Cordell7700 - Posts: 10 |
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Thank you for the quick response! I am not adverse to switching to Service Package 3. However, have there always been such problems with the TD Ameritrade data feed? Is there someone at TD Ameritrade that you recommend I contact to discuss this issue? Also -- isn't there still a problem, even with your preferred solution? Won't there be a 10 minute Gap between your Data and the TD Ameritrade data? ---Steve |
| [2015-10-09 19:34:23] |
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This kind of problem with TD Ameritrade data is not unusual. We do not know who at TD Ameritrade to contact about this and we generally regard that as a futile effort based on our experience. For the most reliable solution you need to use the Sierra Chart Exchange Data Feed: Sierra Chart Exchange Data Feed By using the Sierra Chart data feed, all data comes from our own servers and you will not have any trouble. 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 |
| [2015-10-09 22:49:23] |
| Cordell7700 - Posts: 10 |
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Here's the my Friday evening update... I called TD Ameritrade Tech Support, and walked them through the problem (using a number of Stock Symbols as examples). They had a long, internal conversation between Tech Support and the "API Team." Bottom Line: TD Ameritrade says that their API's are working perfectly. So, I did testing using Sierra Chart v1307, v1293, and v1261. Only v1261 works smoothly with the TD Ameritrade data feed. Where v1307 and v1293 won't load today's data, or give "download failed" errors, or only partially load today's data... v1261 downloads all of today's data (today being 10/09/15) perfectly. Question: has anything changed between v1261 and v1307 in how Sierra Chart addresses TD Ameritrade's API? ---Steve |
| [2015-10-10 00:08:12] |
| Cordell7700 - Posts: 10 |
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Later Friday Evening update... Sierra Chart v1261, v1275, v1282 work perfectly with the TD Ameritrade data feed. Sierra Chart v1293, v1307 do not. So here's the big question: What changed between v1282 and v1293 that would cause this problem with the TD Ameritrade data feed? Thanks! ---Steve |
| [2015-10-10 00:50:39] |
| Cordell7700 - Posts: 10 |
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An even Later Friday update... Sierra Chart v1285, v1287.1 work perfectly with the TD Ameritrade data feed. Sierra Chart v1292 does not. That's the best I can do to help you out with this problem... ---Steve |
| [2015-10-10 02:25:30] |
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We have checked on the problem and we do experience not getting historical Intraday data for the current day from the TD Ameritrade system. There is simply no response from the TD Ameritrade system to the request that Sierra Chart makes, So the question we have for you, did you notice this problem when you updated Sierra Chart? Were you running these newer versions of Sierra Chart since 1292, yesterday when using TD Ameritrade and did not have this problem? Yes there have been recent changes where the connection to TD Ameritrade, is more direct and does not use the Microsoft HTTP functions and instead we use our own direct socket connection and handle HTTP directly. We apologize about being dismissive of the problem earlier as a TD Ameritrade issue, but in almost all cases that is normally the case especially since the TD Ameritrade code in Sierra Chart has not changed. But we did not consider the lower-level HTTP changes. However, if there was a problem with that, we would expect a more widespread problem across services which we do not. And also we have not heard about this problem until today which indicates a problem on the TD Ameritrade side. There may very well be something we are doing incorrect causing the problem, but at this point we are not sure about it. 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: 2015-10-10 02:28:43
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| [2015-10-10 03:25:38] |
| Cordell7700 - Posts: 10 |
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First, I'm very happy to hear that you are able to reproduce the problem! Second, I noticed this issue for the first time today (October 9th). However, I spend more time on the Infinity AT Charts version of your software that "pure" Sierra Chart. Consequently, I can't specifically tell you when this problem first cropped up. Nevertheless, I've noticed that the pre-1292 Sierra Charts loaded the TD Ameritrade much faster than the current versions. No worries about being dismissive... Bottom line: I assume that you have a relationship with TD Ameritrade. Can you contact them to see if they have made any changes? Also: As an experiment, can you add back in the option to use the Microsoft HTTP functions? That might make for an interesting experiment (and I'd be happy to test it for you). ---Steve |
| [2015-10-10 03:55:21] |
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We will determine the problem. We do not need to use the Microsoft HTTP functions. In general, those are no good and we are glad to be rid of them. It was a great new day for Sierra Chart, when the reliance on the unreliable Microsoft HTTP functionality was removed. 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 |
| [2015-10-10 18:13:58] |
| Cordell7700 - Posts: 10 |
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Thank you for the update. And thank you for your bluntness...! If you need me to test anything, don't hesitate to ask. ---Steve |
| [2015-10-13 03:55:29] |
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We are going to be releasing version 1309 which solves this problem. Once we had a look at the problem it was then very obvious what it was. TD Ameritrade really should use the DTC Protocol: http://dtcprotocol.org/ 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: 2015-10-13 03:56:11
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| [2015-10-15 20:15:49] |
| Cordell7700 - Posts: 10 |
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Thank you for your quick resolution of this problem! Version 1309 appears to be working well with the TD Ameritrade data feed. |
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