Support Board
Date/Time: Mon, 03 Mar 2025 18:25:56 +0000
SC incorrect volume with IBKR
View Count: 678
| [2021-09-07 13:59:41] |
| User190501 - Posts: 96 |
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Hi Support, Interactive brokers stock volume or even futures are not mapped properly at SC. When I do edit/delete and download all, it works then got corrupted again after few minutes. Is this expected behavior, some old posts stated that you have fixed this issue but it seems the behavior is still there. I am using Denali feed for futures but IBKR data for stocks. Kindly let me know if this is expected ? |
| [2021-09-07 14:05:27] |
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The volume definitely should be correct for CME Group futures when using the Denali Exchange Data Feed with Interactive Brokers. Make sure you are using that data feed: Real-Time Exchange Data Feeds Available From Sierra Chart: Integration with Trading Services In regards to volume, for stocks. We cannot help with that when using interactive brokers data. We simply do not provide help for their data: Interactive Brokers Trading Service: Notice: Sierra Chart Does Not Provide Support for Interactive Brokers Symbols or Data Issues 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: 2021-09-07 14:06:00
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| [2021-09-07 14:56:18] |
| User190501 - Posts: 96 |
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It is not their data -- there is a mismatch between the volume data on their platform and the volume data viewed on SC ....I confirmed that the volume on their side is matching volume from another broker as well.... whenever I edit and delete all and download for the stock , the volume got corrected on the SC and then all coming bars have a wrong volume ... please understand , it is not their data issue ...Kindly check for Futures, I am your customer and using Denali ... Date Time Of Last Edit: 2021-09-07 15:01:06
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| [2021-09-08 14:40:10] |
| User190501 - Posts: 96 |
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I am really concerned that SC support ignored that request. It is completely irrelevant to the quality if IBKR volume data. I have confirmed their volume bar by bar by the main exchange data feed and they are matching. There is a behavior of how SC is dealing with the volume element of the data from IBKR. The price is OK tick by tick. What confirms is when you delete all and redownload the volume data is corrected on SC until the time of the download and for the new coming bars, it gets a mismatch again. Kindly check that behavior and don't ignore it. I am a paid customer for your advanced package with also your Denali. I am caring about the quality of our platform as it is the best of its class, so let us triage this one together ... |
| [2021-09-08 17:09:54] |
| John - SC Support - Posts: 38337 |
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Are you having this volume issue with CME Group futures and Stocks, or just one or the other?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-09-08 17:20:01] |
| User190501 - Posts: 96 |
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It is only with the stocks as I am taking the futures data from Denali but if the futures data is taken from IBKR, the same happens ... IBKR volume matches the exchange but the SC doesn't // You need to delete and download all to correct the chart and then new bars are mismatch of volume .. Now, the stocks is my issue as I am using IBKR and their volume and price are correct as per comparison with exchange data feed... Something happens when the volume is mapped on SC ... |
| [2021-09-09 14:05:30] |
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We cannot help with this. Our policy is clear. There a difference between TWS real-time data and historical data. The two do not match. We simply will not provide help. You need to use the Sierra Chart Exchange Data Feed for US stock data and we are also coming out with a new stock data feed before the end of the year. Refer to: 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: 2021-09-09 14:10:38
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| [2021-09-09 15:16:04] |
| User190501 - Posts: 96 |
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I have already registered to SC exchange data but I believe you misunderstand the requirements and you are refraining of fixing a real issue or at least provide an engineering rationale for it. I am an expert in design and development of Software and not saying inaccurate information. I have informed you many times it is the REAL TIME DATA... IBKR is matching tick by tick by NASDAQ feed that I have on my Trading View and it is matching with your SC Exchange data. The mapping of the CORRECT IBKR volume to SC is not correct. I am asking for the last time .. Is this expected behavior? |
| [2021-11-04 00:59:23] |
| User190501 - Posts: 96 |
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I am asking again why no feedback for this issue. The mapping for SC of the volume is not matching the volume prints provided by IBKR that matches the correct volume values. The SC is not mapping the volume as is and has mismatches. Is this Expected ? Kindly reply and don't say we don't support IBKR as this is not related to them. Whatever the volume values on their data should show exactly on SC .. this is not the case ? I already have SC exchange now but need my SC platform to be free from such issues ...
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| [2021-11-04 12:52:25] |
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We do not know what volume you are referring to: The mapping of the CORRECT IBKR volume to SC is not correct. Are you referring to volume of individual trades provided by TWS or the daily volume value provided by TWS? In Global Settings >> Data/Trade Service Settings, disable this SimulateTradesToMatchDailyVolume to have no insertion of trades in the Intraday data file and then you will get them as they are. And if there is a nonzero volume multiplier provided in the security definition data for the symbol, that will be applied. And anyway, these questions are not even easily answered. They require research and analysis and further discussion. We could care less to get involved in this. And why is there a problem to begin with? The TWS API is substandard. There should be no reason why we can just not take the volume values of trades and the daily volume value and just simply record them in Sierra Chart as they are. Which is the case if you set the described option above to No. We simply have no interest in getting involved further in this. This is not worth our time or intelligence. So just take it or leave it. You are simply only proving the factual problematic and substandard nature of TWS and Interactive Brokers. This matter is final as we have said. We will not respond further. You can see we have already wasted enough time here. For what purpose? People continue to ignore the fact that we do not provide support for the junk Interactive Brokers data. 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: 2021-11-04 12:55:19
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