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Date/Time: Wed, 27 Nov 2024 02:34:18 +0000



Post From: SC 1157 -> wrong CD with IB stocks

[2014-07-10 18:00:53]
Sierra Chart Engineering - Posts: 104368
You cannot get accurate bid volume and ask volume with Interactive Brokers. It is not possible. Cumulative Delta Bars relies on bid volume and ask volume.

In newer Sierra Chart versions, the historical data for US stocks is downloaded from the Sierra Chart Historical Data service. For more information refer to the version notes for 1141 here:
https://www.sierrachart.com/index.php?page=doc/Whats_New.php#SCVer1141

The Sierra Chart historical data has very accurate bid volume and ask volume. So in newer Sierra Chart versions, for the historical data download, the Cumulative Delta Bars study will be more accurate.

If you require accurate data, you need to use the Sierra Chart Exchange Data Feed:
Sierra Chart Exchange Data Feed
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2014-07-10 18:01:12