Support Board
Date/Time: Wed, 15 Jan 2025 15:26:15 +0000
Post From: Time based Candles continuous contracts
| [2017-06-30 19:58:33] |
| User683985 - Posts: 2 |
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Hello. I'm using IB as my data feed provider and from all i've read and experienced there are some limitations with it. However, i understand that my service package (package 5) comes with historical prices from Sierra. So what i gather is that i'm getting real time from IB (with the limitations) and previous days (historical) directly from sierra. In this sense, i'd like you guys to help me out as to why i'm getting different 30 minute bars in my sierra charts compared with chart is TWS. I'm experiencing this when building a continuous contract volume based rollover, back asjusted for NG. If I look at the continuous contract in my TWS, 30 minute bars look different between TWS and sierra. I'd think i shouldn't have issues with bars from 5-6 days ago since I believe those come from the sierra historical service. I do have the allow support from sierra feeds option enabled so not sure whether i need to enable/disable something else. Finally, do you guys know whether there's an improvement in data feed when using IB gateway as opposed to TWS? Thanks! |