Support Board
Date/Time: Mon, 25 Nov 2024 15:41:20 +0000
Volume for last bar not showing correctly (IB stocks data feed)
View Count: 1029
| [2020-04-28 03:27:18] |
| User841513 - Posts: 15 |
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Hi, I have an issue with volume data from Interactive Broker. First, volume values in SC are not the same than TWS platform, do you know why is that? They differ but the relation between them are ok. Second and most important, when I insert the Volume study in a chart, the last bar volume is not presented correctly. (Chart is historical daily) I think this is a problem with the study and not the IB data, bacause if I go to Edit-Edit Data-Historical Chart, the volume data for the last bar is ok, but in the graph study is presented with two less zeroes. I am attaching a couple of screenshots to illustrate the issue. Could you give it a check? Thanks |
 volume data issue SC.JPG / V - Attached On 2020-04-28 03:26:50 UTC - Size: 302.48 KB - 289 views volume data issue SC 2.JPG / V - Attached On 2020-04-28 03:26:59 UTC - Size: 289.68 KB - 266 views |
| [2020-04-28 10:50:45] |
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The only information we have about this is in this section here: Interactive Brokers Trading Service: Historical and Real-time Stock/Equities Data Volume Differences We cannot provide further help about this. 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 |
| [2020-04-28 23:11:59] |
| User841513 - Posts: 15 |
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Hi. Thanks for your reply. Why is it that you can not provide further help about this? I think this is a problem on the Sierra Charts side because the data is correctly downloaded as you can see on the image I attached. The problem resides on the presentation of the data on the chart where the last bar is missing two zeroes on the volume info. On the link you sent is stated this: Update: There was a problem with the historical volume data not getting multiplied by the specified multiplier in the TWS contract data in a version after 2033 but this has been resolved in version 2062 and higher. Make sure you are running version 2062 or higher.
I am using version 2092 but this problem is still present on the historical volume data on the equities charts. It is not getting multiplied correctly. |
| [2024-02-19 22:13:16] |
| User851058 - Posts: 9 |
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Hey guys, has this case been resolved after these 4 years? I have similar problem using SierraChart with data from Interactive Brokers. The attached symbol is from Warsaw Stock Exchange and the last bar has highest volume. In the *.dly the volume is correct, but Sierra for some reason displays it correctly for split second, but after like 3 seconds it shrinks it significantly making it unreadable... btw. I downloaded latest version of SC - still the same [EDIT] After changing currently selected service to SC Data - All Services - The volume now is displayed correctly (but the ticker is of course not available via SC Data, it needs to be read from Interactive Brokers service, but after it is downloaded, the *.dly file containing all the data is physically on drive, so I'm able to open it with SC Data) so THE BUG seems to be in place in handling the Interactive Brokers service. Please have a look and provide the fix :) Date Time Of Last Edit: 2024-02-19 22:59:12
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| [2024-02-20 15:51:13] |
| John - SC Support - Posts: 36245 |
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Use the Crosshairs and the Tool Values Window to see what is the exact volume that is showing for that bar and let us know what it is.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-02-28 20:29:24] |
| User851058 - Posts: 9 |
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In the attached picture You can see, that the Volume for the last bar from 28-02-2024 should be 50029, but the label is showing 100 (picture 2). It seems to display the Volume bar correctly for the very first second, than the bar gets much shorter and is showing the value of 100. It only happens when I use the Interactive Brokers data service. When I switch it SC Data - All Services, it is showing correctly (picture 2) - of course I first have to switch it to Interactive Brokers to be able to download the *.dly file, so that the CSV are physically on my disk, than I can switch to SC Data just to display the downloaded *.dly
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| scDataProvider.png / V - Attached On 2024-02-28 20:29:18 UTC - Size: 115.57 KB - 45 views |
| [2024-03-02 22:57:52] |
| Sierra_Chart Engineering - Posts: 17174 |
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Issues like this with Interactive Brokers data are not within the scope of our support.
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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-03-03 11:11:50] |
| User851058 - Posts: 9 |
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Well, I think it should be, because this is not the only issue. I mean, ok, let's first stick to this case, I showed You in my previous post that the data were successfully downloaded from IB API, the *.dly file for this asset is there physically downloaded with most recent data (including the correct value for Volume), so this indicates, that the request for data has been successfully retrieved. It's the Sierra Chart that for some reason does not "know" how to display this correctly (or something happens after the data are loaded from the file, because as I said, at the very first second the asset is being open by Sierra Chart, the volume bar is correct, but after 1sec it's buggy). The next issue I'm having is that e.g. the "Dowload data for associated Watch List" also does not work when I'm using Interactive Brokers... (but that is I think different case for different support thread) so clearly You can see, that there is something "fishy" going on with the integration of Interactive Brokers services by Sierra Chart. Regards Date Time Of Last Edit: 2024-03-03 11:13:16
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| [2024-03-03 20:18:51] |
| Sierra_Chart Engineering - Posts: 17174 |
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Related to post #8, to answer the question of why you see what you do, refer to: Historical Chart Prices: 12.4 - Origin of Data in a Historical Chart It is Interactive Brokers which has an inconsistency with volume between historical and real-time data. There are associated issues with trying to resolve this. It has been tried before. We just simply use the volume data as it is provided from Interactive Brokers and that is the best rule. Also refer to: Interactive Brokers Trading Service: Notice: Sierra Chart Does Not Provide Support for Interactive Brokers Symbols or Data Issues And read the beginning of the page here: Interactive Brokers Trading Service: Introduction You can see, that there is something "fishy" going on with the integration of Interactive Brokers services by Sierra Chart. No. You made a decision to use Interactive Brokers. That is your decision and responsibility. Not ours. You must take full responsibility for all of the issues that you have. We are not here to help with them, or waste our valuable time, on the absurdities and nonsense you will encounter with Interactive Brokers. This is not our responsibility and our support policy on this is clear.It certainly works, but there are going to be data issues with interactive brokers that we will not help with: The next issue I'm having is that e.g. the "Dowload data for associated Watch List" also does not work when I'm using Interactive Brokers... (but that is I think different case for different support thread)
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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2024-03-03 20:33:49
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