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Date/Time: Sun, 24 Nov 2024 16:24:34 +0000



Weird data behaviour. What am I missing?

View Count: 243

[2024-05-17 17:32:24]
Mattx - Posts: 12
I'm trying to config SC with Denali for data and IB as the trading service. I have a few questions below, because it's not working as expected.

# CONTEXT

Sierra Chart 2639 64-bit
IB Gateway 10.19.2m

Package 10 enabled
No data subscription on IB (on purpose)
No exchange active on SC (on purpose)

# SCENARIO 1

Current Selected Service = Interactive Brokers
Allow Support for SierraChart Data Feeds = No

TSLA - get delayed data and the title has [M]
ES-202406-CME - get error "No market data permissions for CME FUT"

Questions:
1. Is the data comming from IB (because SC data feeds are not allowed) or from Denali (because it has [M])?
2. Why do I get the error for ES? I do see delayed data on TWS but not on SC

# SCENARIO 2

Current Selected Service = Interactive Brokers
Allow Support for SierraChart Data Feeds = Yes

TSLA - get delayed data and the title has [M] (same result)
ES-202406-CME - get error "No market data permissions for CME FUT" (same result)

Questions:
1. How do I make sure the data is now comming from Denali? I see the [M] in the previous scenario as well
2. Why don't I get delayed data for ES in this case? It seems SC is still trying to get data from IB because I get the same error

I know I should activate CME, but I was expecting these two scenarios to work, specially the second one with delayed data only from Denali.
Date Time Of Last Edit: 2024-05-17 20:27:01
[2024-05-17 19:19:46]
Sierra_Chart Engineering - Posts: 17156
Sierra Chart does not support delayed data from Interactive Brokers TWS.

US stock data will always come from Sierra Chart provided data feeds when using Interactive Brokers, regardless of settings.
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: 2024-05-17 19:36:18
[2024-05-17 19:26:25]
Mattx - Posts: 12
I'm sorry how that explains what I'm seeing?

I always see the [M] symbol in TSLA regardsless of the value of "Allow Support for SierraChart Data Feeds". Is that ok?

Also, when that parameter is Yes and I open ES-202406-CME I get no data and an error from IB Gateway. That is wrong, isnĀ“t it? It should be getting delayed data from Denali (because I don't have CME activated).
Date Time Of Last Edit: 2024-05-17 20:24:56
[2024-05-17 19:31:28]
Mattx - Posts: 12
I'm attaching an image with the log. I don't know what I'm missing but it looks like Denali is not being used.
Date Time Of Last Edit: 2024-05-17 19:46:34
[2024-05-17 19:36:51]
Sierra_Chart Engineering - Posts: 17156
You cannot use the Delayed Exchange Data Feed with Interactive Brokers for futures.
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
[2024-05-17 19:40:32]
Mattx - Posts: 12
Got it. So Sierra Chart always uses the Delayed Data Feed for US Stocks, and at the same time it doesn't work with IB + futures.

So basically the only way to get delayed data for futures is using SC Data in the Current Selected Service.

I don't remember reading that anywhere, good to know.
Date Time Of Last Edit: 2024-05-17 19:41:36

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