Support Board
Date/Time: Sat, 28 Dec 2024 08:42:24 +0000
Interactive Brokers Order Submission
View Count: 2506
| [2016-04-14 16:26:51] |
| User56280 - Posts: 10 |
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Dear Sierra Charts Support, I did some testing and digging within the Sierra Charts forum but could not solve this so far. When I am using your Stock Format for IB posted at https://www.sierrachart.com/index.php?page=doc/IBSymbols.html#Stock I encounter an issue trying to route orders to IB. Let's take DRI as an example. DRI has two Stocks, one on IBIS, one on NYSE (two different companies). I want to trade the one traded on NYSE. If I use DRI-STK-NYSE my orders are transmitted to IB and show up in TWS. However, if I use DRI-STK-SMART/NYSE the order does not go through. It times out. I talked to IB API support here and sent them the detailed log. They say that the order is submitted as SMART/NYSE for exchange. However, according to their support SMART needs to be the exchange and NYSE needs to be submitted as the primary exchange. Even though that should be the case according to the Stock Format page at SierraChart, it apparently does not reach IB in the required format. Theoretically, since DRI-STK-NYSE works, that should be fine. Now, the IB data feed has been discussed numerous times. Therefore, I am running an IQFeed to power my main SierraCharts instance. Now, the volume discrepancy I am not even trying to figure out. However, the spread showed within the DRI-STK-SMART/NYSE dom is in line with the IQFeed spread while the DRI-STK-NYSE spread differs on multiple occasions. Therefore I would prefer to use the DRI-STK-SMART/NYSE option and route my trades through that dom. I use find Symbol to open my doms and I also tried the alternative DRI-STK-SMART[NYSE, however the order does not go through with the adapted symbol either. Can SierraChart please investigate this issue and tell me how to change the symbol to fix the order routing using SMART and primary exchange or fix the order routing within the software if it is an issue in SierraChart's backend/transmission to IB. Thanks and regards |
| [2016-04-14 18:31:50] |
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According to Interactive Brokers the exchange specification here does include the primary exchange in a format that TWS understands: STK-SMART/NYSE And Trader Workstation should be recognizing that properly. Although maybe they were just referring to market data. This was a while ago. Still, it really is complete and utter nonsense they are not handling this properly for orders when Sierra Chart is using Interactive Brokers own specification. In any case, it is not much problem for us to take SMART/NYSE and break it into two parts and set the Exchange and Primary Exchange. This will be done in the next release. 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 |
| [2016-04-14 20:19:07] |
| User56280 - Posts: 10 |
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Thank you!
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| [2016-04-18 14:35:24] |
| User56280 - Posts: 10 |
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I chatted with IB API support again, and as mentioned somewhere in the forum before, one needs to replace NASDAQ with ISLAND for API feeds. I don't know how important this is, but thought I share it again. "Through the API for order routing, 'NASDAQ' will be known as 'ISLAND'." "Other exchange codes will be the same in the API as in TWS." |
| [2016-04-18 16:47:16] |
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Thank you for the information. We added a new symbol setting for ????-STK-SMART/ISLAND. It is not necessary for it to exist, but it is useful to have certain symbol settings automatically set and for users of the Sierra Chart Exchange Data Feed.
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: 2016-04-18 16:47:58
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