Support Board
Date/Time: Tue, 14 Jan 2025 23:05:13 +0000
Post From: Charting Interactive Brokers Option Symbols in Sierra Chart
| [2017-05-14 09:38:00] |
| binaryduke - Posts: 373 |
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Please note: 1. The chartbook has a single chart for SPX-OPT-20170505-2400-C-SMART-100-USD. 15 minute chart set to download only 2 days of data. DTS settings restrict historical days to 4 in order to minimise the potential of an IB pacing violation. 2. The chartbook also has a quote board containing 6 options. All at the same expiry date as above. 3x calls and 3x puts with different strike prices. 3. Earlier message log messages showed many '126' errors. Research showed me this relates to pacing violations, hence totally reducing the chartbook content to a bare minimum for testing and resolution. 4. All DTS settings have been set following your setup instructions and recommendations for IB. MESSAGE LOG Software version: 1554 | 2017-05-14 04:34:06 Uses New Spreadsheets | 2017-05-14 04:34:06 Usage end date: 2017-06-01 | 2017-05-14 04:34:06 Enabled for: Advanced Features. | 2017-05-14 04:34:06 Enabled for: Advanced Features 2. | 2017-05-14 04:34:06 Enabled for: Sierra Chart Historical Data Service. | 2017-05-14 04:34:06 Allow Support for Sierra Chart Data Feeds is enabled. | 2017-05-14 04:34:06 Current selected Data/Trading service: Interactive Brokers | 2017-05-14 04:34:06 Chart Update Interval: 100 | 2017-05-14 04:34:06 Time Zone: -05:00:00 (CST-06CDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2017-05-14 04:34:06 2017-05-14 10:34:06 Local computer time | 2017-05-14 04:34:06 2017-05-14 09:34:06 Local computer time in UTC | 2017-05-14 04:34:06 2017-05-14 04:34:06 Local computer time in SC Time Zone | 2017-05-14 04:34:06 2017-05-13 19:39:00 Server time in UTC | 2017-05-14 04:34:06 Local computer UTC time and Server UTC time difference: 381 seconds. | 2017-05-14 04:34:06 Notice: Your computer's clock is off by 381 seconds. For help with this, press the 'Send for Analysis' button. | 2017-05-14 04:34:06 Program path: C:\SierraChart\ | 2017-05-14 04:34:06 Data Files path: C:\SierraChart\Data\ | 2017-05-14 04:34:06 OS Version Number: 6.2 | 2017-05-14 04:34:06 Locale Setting: C | 2017-05-14 04:34:06 Interactive Brokers | Connecting to 127.0.0.1:7496 | 2017-05-14 04:34:12 Socket (492) | Creating socket. | 2017-05-14 04:34:12 Socket (492) | Connecting to IP: 127.0.0.1. | 2017-05-14 04:34:12 Socket connected to TWS. Sending client version: 62. Waiting for acceptance. | 2017-05-14 04:34:12 Interactive Brokers | TWS server version: 76 | 2017-05-14 04:34:13 Interactive Brokers | Connected. Waiting for account information. | 2017-05-14 04:34:13 IB Account information received. | 2017-05-14 04:34:13 Interactive Brokers | Received 1 Trade Accounts from TWS. | 2017-05-14 04:34:13 Interactive Brokers | Connected to Demo or Simulated account. | 2017-05-14 04:34:13 Interactive Brokers | Not previously connected to Live account. | 2017-05-14 04:34:13 Interactive Brokers | Connected to data and trading server. | 2017-05-14 04:34:13 Next valid order ID: 1 | 2017-05-14 04:34:13 Message from IB: Market data farm connection is OK:ibdemo. IB Error Code: 2104. Request ID: -1. | 2017-05-14 04:34:13 Message from IB: HMDS data farm connection is OK:demohmds. IB Error Code: 2106. Request ID: -1. | 2017-05-14 04:34:13 Next valid order ID: 1 | 2017-05-14 04:34:13 IB Account information received. | 2017-05-14 04:34:13 Interactive Brokers | Received 1 Trade Accounts from TWS. | 2017-05-14 04:34:13 Interactive Brokers | Connected to Demo or Simulated account. | 2017-05-14 04:34:13 Interactive Brokers | Not previously connected to Live account. | 2017-05-14 04:34:13 Interactive Brokers | Starting real-time market data updates for: SPX-OPT-20170515-2400-C-SMART-100-USD. ID: 1 | 2017-05-14 04:34:13 Interactive Brokers | Subscribing to Symbol: SPX, SecurityType: OPT, Expiration: 20170515, Exchange: SMART, Primary Exchange: , Currency: USD, Multiplier: 100 | 2017-05-14 04:34:13 Interactive Brokers | Requesting security definition data for: SPX-OPT-20170515-2400-C-SMART-100-USD. ID: 1 | 2017-05-14 04:34:13 Interactive Brokers | Using primary service for historical data for SPX-OPT-20170515-2400-C-SMART-100-USD | 2017-05-14 04:34:13 Intraday data recording state for symbol SPX-OPT-20170515-2400-C-SMART-100-USD is set to download 'Pending'. | 2017-05-14 04:34:13 Delaying start of download for SPX-OPT-20170515-2400-C-SMART-100-USD | 2017-05-14 04:34:13 Interactive Brokers | Starting real-time market data updates for: SPX-OPT-20170515-2370-P-SMART-100-USD. ID: 2 | 2017-05-14 04:34:13 Interactive Brokers | Subscribing to Symbol: SPX, SecurityType: OPT, Expiration: 20170515, Exchange: SMART, Primary Exchange: , Currency: USD, Multiplier: 100 | 2017-05-14 04:34:13 Interactive Brokers | Requesting security definition data for: SPX-OPT-20170515-2370-P-SMART-100-USD. ID: 2 | 2017-05-14 04:34:13 Interactive Brokers | Starting real-time market data updates for: SPX-OPT-20170515-2375-P-SMART-100-USD. ID: 3 | 2017-05-14 04:34:13 Interactive Brokers | Subscribing to Symbol: SPX, SecurityType: OPT, Expiration: 20170515, Exchange: SMART, Primary Exchange: , Currency: USD, Multiplier: 100 | 2017-05-14 04:34:13 Interactive Brokers | Requesting security definition data for: SPX-OPT-20170515-2375-P-SMART-100-USD. ID: 3 | 2017-05-14 04:34:13 Interactive Brokers | Starting real-time market data updates for: SPX-OPT-20170515-2380-P-SMART-100-USD. ID: 4 | 2017-05-14 04:34:13 Interactive Brokers | Subscribing to Symbol: SPX, SecurityType: OPT, Expiration: 20170515, Exchange: SMART, Primary Exchange: , Currency: USD, Multiplier: 100 | 2017-05-14 04:34:13 Interactive Brokers | Requesting security definition data for: SPX-OPT-20170515-2380-P-SMART-100-USD. ID: 4 | 2017-05-14 04:34:13 Interactive Brokers | Starting real-time market data updates for: SPX-OPT-20170515-2405-C-SMART-100-USD. ID: 5 | 2017-05-14 04:34:13 Interactive Brokers | Subscribing to Symbol: SPX, SecurityType: OPT, Expiration: 20170515, Exchange: SMART, Primary Exchange: , Currency: USD, Multiplier: 100 | 2017-05-14 04:34:13 Interactive Brokers | Requesting security definition data for: SPX-OPT-20170515-2405-C-SMART-100-USD. ID: 5 | 2017-05-14 04:34:13 Interactive Brokers | Starting real-time market data updates for: SPX-OPT-20170515-2395-C-SMART-100-USD. ID: 6 | 2017-05-14 04:34:13 Interactive Brokers | Subscribing to Symbol: SPX, SecurityType: OPT, Expiration: 20170515, Exchange: SMART, Primary Exchange: , Currency: USD, Multiplier: 100 | 2017-05-14 04:34:13 Interactive Brokers | Requesting security definition data for: SPX-OPT-20170515-2395-C-SMART-100-USD. ID: 6 | 2017-05-14 04:34:13 Delaying start of download for SPX-OPT-20170515-2400-C-SMART-100-USD | 2017-05-14 04:34:14 Interactive Brokers | Requesting Trade Positions snapshot and updates (IB account data updates) for account: DU15* | 2017-05-14 04:34:18 Interactive Brokers | Requesting historical order fills for account DU15*. | 2017-05-14 04:34:18 Interactive Brokers | Received Trade Positions download end message for account DU15* | 2017-05-14 04:34:18 HD Request # 21 | Downloading Intraday chart data for SPX-OPT-20170515-2400-C-SMART-100-USD to the file SPX-OPT-20170515-2400-C-SMART-100-USD.scid. Service: ib | 2017-05-14 04:34:18 HD Request # 21 | Download start date-time: 2017-05-10 04:34:17.000 | 2017-05-14 04:34:18 HD Request # 21 | Requesting a total of 4 days and 4800 seconds. | 2017-05-14 04:34:18 HD Request # 21 | IB Backfill - Seconds requested: 86400. Seconds Remaining: 264000. | 2017-05-14 04:34:18 HD Request # 21 | Requesting 1 Day of data at 30 secs with ending date-time at 2017-05-11 04:24:17 for SPX-OPT-20170515-2400-C-SMART-100-USD. PriceType: TRADES | 2017-05-14 04:34:18 HD Request # 21 | Message from IB: Historical Market Data Service error message:HMDS query returned no data: SPXW 170515C02400000@SMART Trades. IB Error Code: 162. Request ID: 7. | 2017-05-14 04:34:18 HD Request # 21 | IB Backfill - Seconds requested: 86400. Seconds Remaining: 177600. | 2017-05-14 04:34:18 HD Request # 21 | Requesting 1 Day of data at 30 secs with ending date-time at 2017-05-12 04:24:17 for SPX-OPT-20170515-2400-C-SMART-100-USD. PriceType: TRADES | 2017-05-14 04:34:18 HD Request # 21 | Message from IB: Historical Market Data Service error message:HMDS query returned no data: SPXW 170515C02400000@SMART Trades. IB Error Code: 162. Request ID: 8. | 2017-05-14 04:34:24 HD Request # 21 | IB Backfill - Seconds requested: 86400. Seconds Remaining: 91200. | 2017-05-14 04:34:24 HD Request # 21 | Requesting 1 Day of data at 30 secs with ending date-time at 2017-05-13 04:24:17 for SPX-OPT-20170515-2400-C-SMART-100-USD. PriceType: TRADES | 2017-05-14 04:34:24 HD Request # 21 | Message from IB: Historical Market Data Service error message:HMDS query returned no data: SPXW 170515C02400000@SMART Trades. IB Error Code: 162. Request ID: 9. | 2017-05-14 04:34:24 HD Request # 21 | IB Backfill - Seconds requested: 86400. Seconds Remaining: 4800. | 2017-05-14 04:34:24 HD Request # 21 | Requesting 1 Day of data at 30 secs with ending date-time at 2017-05-14 04:24:17 for SPX-OPT-20170515-2400-C-SMART-100-USD. PriceType: TRADES | 2017-05-14 04:34:24 HD Request # 21 | Message from IB: Historical Market Data Service error message:HMDS query returned no data: SPXW 170515C02400000@SMART Trades. IB Error Code: 162. Request ID: 10. | 2017-05-14 04:34:37 HD Request # 21 | IB Backfill - Seconds requested: 4800. Seconds Remaining: 0. | 2017-05-14 04:34:37 HD Request # 21 | Requesting 4800 Seconds of data at 30 secs with ending date-time at 2017-05-14 05:44:17 for SPX-OPT-20170515-2400-C-SMART-100-USD. PriceType: TRADES | 2017-05-14 04:34:37 HD Request # 21 | Message from IB: Historical Market Data Service error message:HMDS query returned no data: SPXW 170515C02400000@SMART Trades. IB Error Code: 162. Request ID: 11. | 2017-05-14 04:34:37 HD Request # 21 | Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for SPX-OPT-20170515-2400-C-SMART-100-USD | 2017-05-14 04:34:37 HD Request # 21 | Intraday download COMPLETE for SPX-OPT-20170515-2400-C-SMART-100-USD. Completion time: 20s. Unique request ID: 22 | 2017-05-14 04:34:37 Removed historical data download ID 22 | 2017-05-14 04:34:37 Real-time Intraday chart data file updates started for SPX-OPT-20170515-2400-C-SMART-100-USD | 2017-05-14 04:34:37 Opened cached Intraday file: C:\SierraChart\Data\SPX-OPT-20170515-2400-C-SMART-100-USD.scid | 2017-05-14 04:34:37 Intraday chart data file opened for SPX-OPT-20170515-2400-C-SMART-100-USD | 2017-05-14 04:34:37 If this is still a pacing violation I find it ridiculous that a broker is unwilling/unable to provide a minimal amount of data to enable trading! Looking forward to your guidance and understanding more. Thanks Lee. |