Support Board
Date/Time: Sat, 30 Nov 2024 00:55:35 +0000
Denali Data Feed (CME) with Interactive Brokers Trading
View Count: 901
| [2022-12-30 10:15:00] |
| aviat72 - Posts: 36 |
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For the past month I have been becoming comfortable with Sierra Chart and the Denali Data feed including the increased market depth provided by the MBO Data. Today I also connected to the Interactive Brokers Trading account via TWS. I used the instructions from here: Real-Time Exchange Data Feeds Available From Sierra Chart: Integration with Trading Services I updated the symbol settings via the Edit >> Translate Symbols to Current Service step, it downloaded historical data from interactive brokers. I do not see the [M] sign and I do not see the MBO Depth of Market anymore. It seems like SC is no longer using the Denali Feed. |
| [2022-12-30 11:04:35] |
| aviat72 - Posts: 36 |
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After a disconnect/reconnect I am seeing the MBO data again. I was also able to route trades to TWS. The symbol now had [CB-D][M] after the contract name which it seems means that the symbol does not support continuous contract, which is add since it is CME-ES. Do I need to fix something else? |
| [2022-12-30 15:54:32] |
| John - SC Support - Posts: 36350 |
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We really do not know why you are getting the [CB-D] information. Please get us a copy of your chart by following these instructions: Support Board Posting Information: Providing Chartbook with Only a Single Chart For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-12-30 23:47:30] |
| aviat72 - Posts: 36 |
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Hi John: I shutdown and restarted after market and things seem to have fixed themselves for most of my charts. They are showing [CB][M]. There is one single day intraday chart which is showing [C][M] which I believe is appropriate, since we are not going back enough in time to require a back adjusted. There is a monthly TPO chart which is still downloading data... I am curious why the connection to IB triggered the download of the data. I had been using the Chartbook for a month and it should have had all the data needed. Should it not just use the Denali Data as Gold and ignore the IB data feed? Or does it do some reconciliation between the two? Best wishes for a Happy New Year. SC is growing on me with time; though I needed to buy some chartbooks to truly understand its power. |
| [2023-01-02 03:44:10] |
| aviat72 - Posts: 36 |
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Over the weekend I did not want to connect to IB (just use it for trading). The only way I found was to go to the Data->Trade Services and set the IB connection options to do not connect at start-up and do not try to reconnect. Now when I connect to Denali and open a chartbook the charts end up with [CB-D] symbol for the ES contract. I have to go back to the Chart Symbol and reselect the Symbol [CME ES Mar 2003]. Then it reads the scid files and fills up the chart and it goes back to [CB][M] Questions: [1] What is recommended way to keep the trading service connection as optional. I have not been able to find any choice for connecting/disconnecting services individually, and hence disabled the IB Connection. [2] Is the only way to work around the [CB-D] issue is to reload the symbol for every chart? |
| [2023-01-03 03:44:43] |
| Sierra_Chart Engineering - Posts: 17266 |
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Most likely you are using the incorrect symbol when you see this: [CB-D] Interactive Brokers has made changes to their symbols recently. If you just want to use Sierra Chart for charting we recommend setting Global Settings >> Data/Trade Service Settings >> Current Selected Service to "SC Data-All Services". And then translate the symbols to the current service: Edit Menu: Edit >> Translate Symbols To Current Service And then you need to connect to Interactive Brokers once a month to authorize CME real-time data: Real-Time Exchange Data Feeds Available From Sierra Chart: Connecting Only Once a Month to Trading Account to Support CME Group Exchange Fees 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: 2023-01-03 03:46:12
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| [2023-01-04 02:30:07] |
| aviat72 - Posts: 36 |
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I want to use IB for some of their Index feeds like VIX, DAX. I am able to map the correct symbols, and seeing less of [CB-D] and am able to fix any via the Edit->translate symbol to current service button. Last night I was having a hard time reloading 1 Min bars for the VIX from IB (historical data for the last 2 trading sessions). I was able to get the live data, but simply not able to get SC to download the intra-day bars for the past. I think I am missing something. |
| [2023-01-04 02:36:43] |
| Sierra_Chart Engineering - Posts: 17266 |
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We cannot help with Interactive Brokers historical data issues. However, Sierra Chart does have CBOE volatility index futures. Did you want the futures or cash for the CBOE S&P volatility index?
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: 2023-01-04 02:36:53
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| [2023-01-05 07:59:52] |
| aviat72 - Posts: 36 |
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I wanted the VIX index since the futures do not track VIX too well (VIX was up 6-7% on Tue, futures were down). I think to add that I have to sign up for the real-time symbol package which is additional recurring cost. Hence I was IB feed since I get it from there. |
| [2023-01-05 18:32:11] |
| John - SC Support - Posts: 36350 |
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Just to be sure you are aware, if you want to get the VIX Index from us, then it is part of our Sierra Chart Exchange Data Feed and you would activate the CBOE Indices exchange. The total cost for just this data would be $30.25 ($25.00 for the data feed fee and $5.25 for the exchange fee).
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-01-06 01:40:40] |
| aviat72 - Posts: 36 |
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Yes that $30 per month is the part which I was referring to. I just need the VIX but will have to sign up for the SC Exchange data feed for just one symbol :). Hence want to use the IB feed. It seems to work fine in live mode; just that it does not download historical data properly. |
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