Support Board
Date/Time: Thu, 06 Feb 2025 02:38:46 +0000
Historical tick-by-tick data from Interactive Broker
View Count: 4119
| [2020-04-07 06:38:29] |
| User771423 - Posts: 25 |
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I'm evaluating SC with my Interactive Broker account, and try to get historical tick-by-tick data so that I get historical values in the Time & Sales window, to make a Number Bar Chart that looks a few days back. But it is completely empty (the stock exchange was closed when I did this), but I see historical candlesticks in the chart. The information on your website is probably old and outdated: Home >> (Table of Contents) Managing Symbol Data >> Tick by Tick Data Configuration. It says that historical data from Interactive Broker is not tick-by-tick, but it is, I can see it myself in Time & Sales in TWS (and the values and volumes match the tradersoftware I have from my local broker). Effective with API version 973.04, you can now retrieve tick-by-tick historical data via the API using the IBApi :: EClient :: reqHistoricalTicks function, which corresponds to the TWS Time & Sales window. Can you please update the program so that I get this tick-by-tick data from IB. |
| [2020-04-07 07:11:51] |
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We provide 0% support for Interactive Brokers data. There are no updates coming. We would be idiots to deal with further with Interactive Brokers trash. Interactive brokers is garbage. Complete garbage. We will have no mercy whatsoever on Interactive Brokers. Do not ask about that trash. And we are being far far too polite here. Consider using one of the Sierra Chart data feeds instead if one if the exchanges you need are provided: Real-Time Exchange Data Feeds Available From Sierra Chart 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: 2020-04-07 07:12:18
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| [2020-04-07 07:29:22] |
| User771423 - Posts: 25 |
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The problem is that there are only two data transmissions (L1 data) for my local stock exchange (Nordic Equity, OMX Copenhagen etc) where I can use Sierra Chart, namely IB and Teletrader. If I want Level 2 data, then only IB applies. If you are not willing to set up so that you can receive this historical tick-by-tick data from IB / TWS (which actually exists), do I have to keep the computer running all the time? Will it always save tick-by-tick while I have the computer running? So the next time I start up the computer, will all the historical tick-by-tick data be there (which I got when the computer was running)?
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| [2020-04-07 16:28:56] |
| User771423 - Posts: 25 |
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I now compared the Time & Sales window between 3 different trader programs for an hour, and the one that shows different values is the Sierra Chart. Traderworkstation (TWS from Interactive Broker) showed completely according to market data according to my local broker, but when I use SierraChart and connect to TWS or IB Gateway it often becomes duplicates, and sometimes values that are completely different. See attached screenshot. I repeated this experiment several times, and got the same result. Can you fix this, it sounds like it's a bug in SierraChart. Thanks.
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 comparison time and sales window.jpg / V - Attached On 2020-04-07 16:21:33 UTC - Size: 376.74 KB - 523 views |
| [2020-04-08 18:22:21] |
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We apologize for the delay. We will be following up as soon as possible.
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 |
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