Support Board
Date/Time: Wed, 26 Feb 2025 17:58:03 +0000
How to download historical data from IB for backtesting
View Count: 2775
| [2016-05-15 21:34:43] |
| User972044 - Posts: 154 |
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Hi there, I want to download historical data from IB all the way to Jan. 2015 for backtesting but when I put in the specific dates in the specific data range under "Number of Days" in "Chart Settings", I was able to download data back to Jan. 4 2016. How do I download data further back please. Thanks |
| [2016-05-15 22:00:07] |
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You need to change to Sierra Chart service package 3: 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 Sierra Chart account usage time ending date is adjusted. And in the case of futures symbols, use the Continuous Futures Contract feature: https://www.sierrachart.com/index.php?page=doc/doc_ContinuousFuturesContractCharts.html 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: 2016-05-15 23:09:21
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| [2016-05-15 23:09:28] |
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A correction was made to the prior post.
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 |
| [2016-05-16 01:11:07] |
| User972044 - Posts: 154 |
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A correction was made to the prior post.
What's the correction? |
| [2016-05-16 01:12:44] |
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The last sentence had dictation errors. It did not make complete sense.
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 |
| [2016-06-01 01:16:06] |
| User972044 - Posts: 154 |
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If I subscribe to Data Service Package 3, how many years of historical data can I go back to for backtesting Forex data? Are they all from IB or from other data service provider? Thanks |
| [2016-06-01 06:17:17] |
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If you only need Forex trading you can use Sierra Chart service package 1. Just follow the instructions here: Interactive Brokers Trading Service: Using Sierra Chart Historical Data The instructions explain enabling the Support Alternate Forex Historical Data option. The historical data is based upon real-time data received from FXCM. 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: 2016-06-01 06:21:02
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| [2016-06-01 11:43:11] |
| User972044 - Posts: 154 |
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It says to Set the Maximum Historical Intraday Days to Download >> Non-Tick Data / 1-Tick Data settings to 186. So does that mean I can only download up to 186 days of data? What if I want to backtest all the way from Jan. 2010 for the past 5 years? Would I be able to do so with this method? Thanks for your help. |
| [2016-06-01 16:45:44] |
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You can increase the Maximum Historical Intraday Days to Download setting as you require.
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 |
| [2016-06-01 23:28:53] |
| User972044 - Posts: 154 |
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I followed the instructions at both Interactive Brokers Trading Service: Using Sierra Chart Historical Data and https://www.sierrachart.com/index.php?page=doc/doc_GlobalSymbolSettings.php#UpdateSettingsSteps but it does not work. I could still download up to Jan. 03, 2016. It seems that it does not download from the SC Data service at all. When I leave the setting to "SC All Data Services" in "Symbol Setting" as illustrated by the instruction, it just reverts back to "Interactive Brokers" in "Symbol Setting" once I reconnect to data service. When I actually change the "Service" to "SC Data - All Services" in "Data Service Setting" and try to download it says "Historical Download Skipped" and doesn't download anything. Thanks Date Time Of Last Edit: 2016-06-01 23:39:29
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| [2016-06-02 01:33:22] |
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You just need to follow these instructions here: Interactive Brokers Trading Service: Using Sierra Chart Historical Data To get more historical data, follow these instructions: http://www.sierrachart.com/index.php?page=doc/doc_HistoricalIntradayData.html#h42.1 Do not do this: When I leave the setting to "SC All Data Services" in "Symbol Setting" as illustrated by the instruction, it just reverts back to "Interactive Brokers" in "Symbol Setting" once I reconnect to data service.
When I actually change the "Service" to "SC Data - All Services" in "Data Service Setting" and try to download it says "Historical Download Skipped" and doesn't download anything. Leave the settings at Interactive Brokers. 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 |
| [2016-06-02 14:42:49] |
| User972044 - Posts: 154 |
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It still did NOT work. I specified the Max. historical intraday download is 365 from today and it still only downloaded only up to Jan. 3 2016. I want to backtest all the data 5 years back. How do I get that? Thanks |
| [2016-06-02 16:53:12] |
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What is the symbol of the chart? We need the exact 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 |
| [2016-06-02 18:25:20] |
| User972044 - Posts: 154 |
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EUR.USD-CASH-IDEALPRO
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| [2016-06-02 18:36:26] |
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Follow the instructions here to clear the Message Log: https://www.sierrachart.com/index.php?page=doc/doc_MessageLog.html#Clearing Go to that chart and select Edit >> Delete All Data Download. Provide a copy of the Message Log following these instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#MessageLog 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 |
| [2021-05-19 23:58:32] |
| Dan the Man - Posts: 92 |
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Hi, I have a IB market subscription for the TSE Level 2 data and am connectioned to Seirra Charts. When I try to chart some TSE stocks I am only getting 3-4 days of inter-day tick data and maybe 9 -12 months of historical weekly data. I attached some screenshots of a Weekly chart and a inter-day Range chart. Please Help ! Kind Regards, Daniel My sierra charts is connected to IB for TSE Level 2 market data. I have trouble downloading more than a couple days of interday data about 12 months of historical data. I can go on IB TWS and chart 20 + years of historical data. I contacted IB and this is their response: IBCS 2021/05/19 15:45:34 Dear Mr. ... I reviewed the log files and I did see that for the 1 day bars/ 11 day time historical data request, the EndDateTime was 5/28/2021, so that have been why you didn't see all the data for that request. But as far as the other requests, we did see the data being returned. So you may need to check with Sierra Charts to see how they are processing the data requests being sent from our end. If you have any further questions, please let us know. Regards, Nicholas C. IBKR Client Services - Technical Assistance Center |
 ATH-STK-SMART TSE-CAD Weekly Chart 2021-05-18.jpg / V - Attached On 2021-05-19 23:48:03 UTC - Size: 740.82 KB - 224 views ATH-STK-SMART TSE-CAD Weekly Chart.jpg / V - Attached On 2021-05-19 23:48:40 UTC - Size: 917.59 KB - 200 views ATH-STK-SMART TSE-CAD Interday Range Chart.jpg / V - Attached On 2021-05-19 23:48:53 UTC - Size: 883.09 KB - 220 views |
| [2021-05-20 20:46:58] |
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We have a Toronto Stock exchange data available through the Sierra Chart Historical Data Service: Sierra Chart Historical Data Service This is drastically more reliable than what Interactive Brokers offers. You can find the complete symbol lists here for TSE: https://www.sierrachart.com/index.php?page=doc/SierraChart_RealTime_And_Historical_Symbols.php&SymbolsPage=Stocks You definitely cannot trust what Interactive Brokers is telling you about the problem. For example, you can get more data within their own charts than is allowed through the API. However, you need to follow the instructions here to access more historical Intraday data: Interactive Brokers Trading Service: Downloading More Days of Historical Data Directly from Interactive Brokers 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: 2021-05-20 20:47:43
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| [2021-05-21 17:34:50] |
| Dan the Man - Posts: 92 |
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Hi, Sorry about this. I followed your instructions. 1) From the Client, I added a New Instance called Sierra Chart #2. 2) Followed the instructions for the Global Setting (See attachment Sierra Chart #2) 3) The Sierra Chart #2 is connected and loading up some data BUT will not load the last 5-6 days 4) Followed the instructions for the New Instance Chart Server Setting (See attachment New Instance Chart Server Setting) Plus, the Client is not receiving Level 2 data from Interactive (See attachment Level 2 Data) Still need your help ! Regards, Daniel |
| New Instance called Sierra Chart #2.jpg / V - Attached On 2021-05-21 17:24:33 UTC - Size: 1.32 MB - 220 views Level 2 Data.jpg / V - Attached On 2021-05-21 17:30:53 UTC - Size: 486.5 KB - 210 views New Instance Chart Server Setting.jpg / V - Attached On 2021-05-21 17:34:47 UTC - Size: 356.61 KB - 198 views |
| [2021-05-21 19:10:53] |
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You need a completely separate installation of Sierra Chart set to use SC Data-All Services. Documentation for this: Using Multiple Data and Trading Services at the Same Time We cannot help with market depth data from Interactive Brokers. We simply do not provide any technical support for Interactive Brokers and that is well disclosed. 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 |
| [2021-05-23 16:59:16] |
| Dan the Man - Posts: 92 |
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Hi, Are you saying I don't need to install a DTC connection? but instead I need a SC Data-All Services connection? The link you attached does not have instructions how to connect the IB market data to SC Data-All Services connections. All's I'm trying to do is connect IB's real time market data to Sierra Charts integrated with Sierra Charts historical data for the TSE exchange. I would be happy to use Sierra Charts data feed but you don't provide Level 2 data for the TSE exchange, unless it have just been added. (I would prefer this over using IB). Kind Regards, Daniel |
| [2021-05-24 17:02:55] |
| John - SC Support - Posts: 38206 |
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All's I'm trying to do is connect IB's real time market data to Sierra Charts integrated with Sierra Charts historical data for the TSE exchange.
You can not do this. You need to either use the IB data or the Sierra Chart data. You can not use the Historical data from Sierra Chart with the Real-Time data from IB. What was being pointed out in the prior post is that to view the historical data from Sierra Chart, you would need the separate installation with the Current Selected Service set to SC Data - All Services. This will allow you to get and see the historical data in that installation. But, you can not put the two together. ---------------- We do not have the Level 2 data for the TSE. We do not expect to have any changes to the TSE for the foreseeable future (we just do not have a lot of people trading that exchange). 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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