Support Board
Date/Time: Mon, 20 Jan 2025 04:12:17 +0000
Sierra Exchange Data + IB order routing
View Count: 3284
| [2017-09-13 13:59:24] |
| knoxville1915 - Posts: 38 |
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Sorry, I know Interactive Brokers is Sierra's favorite topic :) I just recently subscribed to Sierra exchange for equities to use with Interactive brokers. Using [find symbol] I am able to find the stocks I'm looking for and the data loads perfectly with the [M] designation. The problem is that orders do not get routed to TWS. Sierra indicates "order sent" but the order does not appear in TWS. Thanks, |
| [2017-09-13 14:09:22] |
| knoxville1915 - Posts: 38 |
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Update: It works for a few symbols (ex. SAGE) loaded through the same method: file > find symbol. For others (ex. AAPL and GDX), I receive an ambiguous symbol error. Do I have to specify the mapping between Sierra Data and IB? For example: AAPL = AAPL-STK-SMART and GDX = GDX-STK-SMART/ARCA? If so, where? |
| [2017-09-13 16:49:32] |
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There are two ways this can be solved. But we first need to know what the proper symbol would be. In some cases you do need to use this more detailed symbol format: GDX-STK-SMART/ARCA Refer to: http://www.sierrachart.com/index.php?page=doc/IBSymbols.html#Stock So one solution is just to use the stock symbol like a AAPL and set the Chart >> Chart Settings >> Trade and Current Quote Symbol setting for the chart to the more detailed format if required. Refer to: http://www.sierrachart.com/index.php?page=doc/ChartSettings.html#TradeAndCurrentQuoteSymbol Or use the more detailed format (like GDX-STK-SMART/ARCA) as the main symbol of the chart and in the case of when using the Sierra Chart Exchange Data Feed, let us know what that is and we will set up the proper symbol mapping for you. This is something that Sierra Chart Support will need to do. 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: 2017-09-13 16:50:34
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| [2017-09-13 17:00:29] |
| knoxville1915 - Posts: 38 |
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Okay, Thanks! I'm finding that this occurs more for ETFs which are generally on the ARCA exchange. For instance, XOP and XBI required me to add the more detailed symbol. |
| [2017-09-13 17:25:44] |
| knoxville1915 - Posts: 38 |
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FYI, It's worthy to note that when a more detailed symbol is used, the Flatten and Flatten All buttons in Orders and Positions do not work for those symbols. However, Cancel and Cancel All open orders do work.
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| [2017-09-13 17:38:17] |
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We have prepared this documentation on this subject: http://www.sierrachart.com/index.php?page=doc/IBSymbols.html#MoreDetailedStockSymbolFormatAndSierraChartDataFeed FYI, It's worthy to note that when a more detailed symbol is used, the Flatten and Flatten All buttons in Orders and Positions do not work for those symbols. However, Cancel and Cancel All open orders do work. This makes no technical sense at all. What do you mean by does not work? There must be an order sent in response to these commands. Or an error message given in Trade >> Trade Service Log. I'm finding that this occurs more for ETFs which are generally on the ARCA exchange. For instance, XOP and XBI required me to add the more detailed symbol. Follow the instructions here to update the Symbol Settings: http://www.sierrachart.com/index.php?page=doc/GlobalSymbolSettings.php#UpdateSettingsSteps Example symbol that you can now use: XOP-STK-SMART/ARCA 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: 2017-09-13 17:39:12
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| [2017-09-13 19:06:52] |
| knoxville1915 - Posts: 38 |
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This makes no technical sense at all. What do you mean by does not work? There must be an order sent in response to these commands. Or an error message given in Trade >> Trade Service Log.
This is what I receive. Open positions on less-detailed stock symbols close just fine. It is not a pressing issue for me, but I thought I'd bring it to your attention. Interactive Brokers | Requesting Open orders. | 2017-09-13 13:13:23 Interactive Brokers | Received Open orders end message. | 2017-09-13 13:13:23 Requesting order status for non-responsive order. | Symbol: AAPL | TradeAccount: xxxxx | InternalOrderID: 976 | Current Status: Order Sent | 2017-09-13 13:14:07 * Requesting order status for non-responsive order. | Symbol: GDX | TradeAccount: xxxxx | InternalOrderID: 977 | Current Status: Order Sent | 2017-09-13 13:14:07 * Interactive Brokers | Received Open orders end message. | 2017-09-13 13:14:07 Interactive Brokers | Received Open orders end message. | 2017-09-13 13:14:07 Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 976. Service Order ID: 1314. Symbol: AAPL | 2017-09-13 13:14:37 * Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 977. Service Order ID: 1315. Symbol: GDX | 2017-09-13 13:14:37 * Date Time Of Last Edit: 2017-09-13 19:07:27
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| [2017-09-13 19:43:02] |
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Use the following two symbols instead and this will solve the issue: GDX-STK-SMART/ARCA AAPL-STK-SMART/NASDAQ Symbol mapping is supported for both of these as long as you have updated the symbol 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2017-09-13 19:43:21
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| [2017-09-27 21:25:18] |
| Jagui1 - Posts: 14 |
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Does SC support have to add mapping for each symbol, or class mapping can be done? I mean, adding this mapping: ???-STK-SMART/NYSE solves the problem for all NYSE symbols or not? I plan to trade the 100/200 more traded stocks on NYSE and NASDAQ with IB using the SC realtime datafeed... do I need to worry? I have a database of all IB symbols which I update frequently with a little software I made using IB API + web scraping... if it would be useful I can provide this database (or the software) to SC support for a definitive mapping. I didn'd try to trade yet, but about receiving data from SC datafeed + IB I noticed that IB symbols with spaces (eg. "BRK B") are not recognized by SC datafeed. If I use "BRK.B" this is recognized by SC datafeed and so the chart gets historical data, but not the realtime updates from IB (see attached image). |
brk.png| [2017-09-27 22:25:28] |
| Jagui1 - Posts: 14 |
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Ok... I may have identified two mappings still missing for NYSE. 1) all IB 1-char symbols, like V (Visa), C (Citigroup), T (AT&T), ... and so on are not getting the [M]. Looks like we need the ?-STK-SMART/NYSE mapping. 2) IB symbols with a space are not getting the [M], like "BRK B" which is BRK.B in SC datafeed. Maybe there should be a mapping which transforms the space char into the "." char For NASDAQ I'm not getting the [M] for 2-chars symbols, like FB (Facebook), MU (Micron) and JD (JD.COM) and for 5-chars symbols, like GOOGL (Alphabet cl.A), CMCSA (Comcast cl.A) |
| [2017-09-28 19:23:30] |
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We have added the additional Symbol Settings that you require. Follow the instructions here to update the Symbol Settings: Global Symbol Settings: Update Global Symbol Settings The only problem is with these symbols: (eg. "BRK B") are not recognized by SC datafeed. If I use "BRK.B"
We recommend using BRK.B and setting the Trade and Current Quote Symbol Chart Setting to BRK B: Chart Settings: Trade and Current Quote Symbol (text box) (Chart >> Chart Settings >> Symbol >> Symbol menu) The chart will still update in real-time even without setting the Trade and Current Quote Symbol. 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: 2017-09-28 19:26:02
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| [2017-09-29 10:38:29] |
| Jagui1 - Posts: 14 |
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Thank you, it works. One last question: when I see the [M] on a chart, realtime bid/ask and last trade come from IB or from SC datafeed? I'm asking this to know if it counts as one realtime symbol for IB or not. |
| [2017-09-29 17:24:06] |
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In this case the data comes from the Sierra Chart data feed unless you are using the Trade and Current Quote Symbol. This is explained in more detail here: Chart Settings: Trade and Current Quote Symbol (text box) (Chart >> Chart Settings >> Symbol >> Symbol menu) But the chart bars are always built from the Sierra Chart 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 |
| [2017-11-13 18:11:18] |
| knoxville1915 - Posts: 38 |
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Hello, Would you be able to be add GDXJ-STK-SMART/ARCA to the symbol mapping? The chart loads without an [M] for me. Thank you! |
| [2017-11-13 19:27:06] |
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This is now done. Follow the instructions here to update the Symbol Settings: Global Symbol Settings: Update Global Symbol 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2018-03-26 19:06:24] |
| knoxville1915 - Posts: 38 |
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Hi, Can you also add MSFT to the symbol mapping? |
| [2018-03-27 04:29:38] |
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There is already mapping for this symbol but we have now added: MSFT-STK-SMART/NASDAQ 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 |
| [2018-05-23 12:55:03] |
| User974711 - Posts: 1 |
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Hi, Is it possible to set as default more detailed format in "Chart >> Chart Settings >> Trade and Current Quote Symbol setting for the chart to the more detailed format"? Because if I use couple symbols in the Quote Board and link the Quote bard to a chart I must input this setting each time I switch between symbols. For example if I have 3 symbols in the Quote board EURUSD,SPY and NAS100 I need to set as Trade and Current Quote Symbol following detailed format symbols EUR.USD-CASH-IDEALPRO,SPY-STK-SMART/ARCA and IBUST100-CFD-SMART-USD-BAAVG.I have linked Quote board to the chart and when switch between the symbols I need to enter the detailed format again. Thank you! |
| [2018-05-23 17:52:59] |
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Yes this is fully supported. You just need to enter this more detailed symbol in the Additional >>Trade and Current Quote Symbol setting in the Global Symbol Settings for these particular symbols. Refer to: http://www.sierrachart.com/index.php?page=doc/GlobalSymbolSettings.php 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: 2018-05-23 17:53:35
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