Support Board
Date/Time: Fri, 29 Nov 2024 16:44:25 +0000
Is IBKR CME data feed needed too or is Denali CME data feed enough ?
View Count: 678
| [2023-02-01 21:11:09] |
| Paqueuc - Posts: 4 |
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Hi, I'm a new user. I subscribded for service pack 11 today, with CME option for "non professionnal" through Denali data feed. My broker is Interactive Brokers (IBKR). I want to trade the ES on Sierra Chart with Denali data feed that will route my orders to IBKR through TWS. I configured my settings as described here : Interactive Brokers Trading Service and here: Chart Settings: Trade and Current Quote Symbol (text box) (Chart >> Chart Settings >> Symbol >> Symbol menu) I precise that I was previously using DAS Trader Pro with IBKR and their routing logic to IBKR is not the same as Sierra Chart (they don't use the API and TWS or gateway. I had to sign a contract with IBKR to allow DAS to directly route their orders to IBKR system. It worked flawlessly). With their logic, I didn't have to pay the CME data feed to IBKR (I had delayed data on TWS but it was enough). I only paid the CME data feed to DAS. So I unsuscribded the CME data feed of IBKR. Here are the logs of a test to put an order on SC. I have the 2106 error which tends to show a data feed problem. My questions are : 1/ Do I need to re-subscribe live data feed with IBKR to accept my routed orders ? I won't use TWS. I only plan to use SC for charting AND trading. TWS will only be used to check that orders are well executed. Or Did I make another mistake in my setup ? 2/ The CME live data feed from IBKR costs me $128/ month. This price looks like a professionnal one... Could this mismatch my "non professionnal" susbscription to the Denali CME data feed ? On IBKR, the account's holder is my holding company (I only trade my own funds, not other people's money). I wonder if IBKR considers me as a professionnal nevertheless... Thanks for your help, Best, Pierre |
 Trade-service-logs.txt - Attached On 2023-02-01 21:05:47 UTC - Size: 14.34 KB - 183 views Message-service-logs.txt - Attached On 2023-02-01 21:06:03 UTC - Size: 172.46 KB - 168 views |
| [2023-02-01 23:27:53] |
| John - SC Support - Posts: 36350 |
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With regards to the data - there is definitely not an issue of Non-Professional versus Professional. You have passed our tests for a non-professional, so that is good enough for us. We do not need the data from Interactive Brokers, so it is up to you whether you keep paying for it or not (we certainly do not recommend continuing to pay for it). The issue you are having is that Interactive Brokers has been making changes to their API without telling us and we have made some adjustments based on their changes. Therefore, you need to have the most recent Sierra Chart Pre-Release along with the most recent "Stable" TWS software (do not use any other version of their software except for the "Stable" version. Hopefully this will resolve your issues with sending orders to IB. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-02-02 16:18:49] |
| Paqueuc - Posts: 4 |
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Hi John, Thanks for your answer. 1/ OK, I don't susbcribe to IBKR data feed so. Thanks for making this clear as well as the "non professionnal" question. 2/ I downloaded the latest prerealease version of SC. My TWS version is Build 10.20.1j, Jan 24, 2023 3:54:46 PM Jolt Build 1.18.9, Jul 5, 2022 05:27:19 PM Nia Build 2.24.2, Jan 17, 2022 05:48:10 PM ModelNav Build 1.13.2, Jan 24, 2022 04:59:21 PM Riskfeed Build 2.45.4, Nov 21, 2022 05:49:05 PM . You'll find message and trade service log attached. I reviewed all the setup process and I still can't route order to TWS. When putting a trade on SC, the system immediately "goes offline" and reconnect a few seconds later. The order stays in a pending state on SC and never appears on TWS. TWS is well connected to SC as SC is showing me an old open position I have put on TWS. On the TWS API setting page, there is a new line above "socket port" which says "Code API messages, tickers names (translated)". Default option is "ASCII 7". And other one is "Page code OS (C++)". I tried both and restarted TWS and SC without any success. 3/ Stupid question but what is the ticker symbol of the emini SP (ES) contract for March 23 that TWS is waiting for ? Is it "ESH23", "ES-202303-CME" or something else ? Sorry for the inconvenience and thanks for your help John, Best, Pierre |
| 2023-02-02-Trade-service-logs.txt - Attached On 2023-02-02 16:17:45 UTC - Size: 44.72 KB - 211 views 2023-02-02-Message-service-logs.txt - Attached On 2023-02-02 16:18:07 UTC - Size: 385.99 KB - 215 views |
| [2023-02-02 18:21:50] |
| John - SC Support - Posts: 36350 |
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Hopefully this is just a symbol issue. Open your Chartbooks and select Edit >> Translate Symbols to Current Service. This will update your symbols to what is needed for Interactive Brokers. For example, the ES symbol for IB would be ES-202303-CME. The best way to ensure you have the right symbol is to use the File >> Find Symbol window, which will show you the symbol for the service you are connected to. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-02-02 21:22:57] |
| Paqueuc - Posts: 4 |
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Thanks John, Unfortunately no. It doesn't work. I did what you told me but ES symbol was already the good one and it didn't change anything. What do you advice me to do ? Should I contact IBKR with their logs and yours ? Thanks John, Best Pierre |
| [2023-02-03 11:03:03] |
| Paqueuc - Posts: 4 |
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Hi John, OK, solved thanks to this thread : Ver 2479 does not work with IBKR I'm back on version 2466 and my orders are well routed. Thanks for your consideration. Best, Pierre |
| [2023-02-03 16:48:18] |
| John - SC Support - Posts: 36350 |
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Ok, good that you have it working. Although we do not know why 2466 seems to work. We will be looking into this.
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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