Support Board
Date/Time: Fri, 31 Jan 2025 10:44:29 +0000
Interactive Brokers BidVolume and AskVolume
View Count: 748
| [2019-05-01 03:05:59] |
| trader1 - Posts: 128 |
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From the what is included section under data and trading services: "Historical BidVolume and AskVolume: No from Interactive Brokers. Yes when the Sierra Chart Historical Data Service is used." Hi, Can you please tell me if intraday BidVolume and AskVolume for stocks is able to be displayed accurately via the Bid Volume vs Ask Volume study when using Interactive Brokers data feed? I am not sure what qualifies as historical in the statement above. Thanks. |
| [2019-05-01 03:07:59] |
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The answer is you definitively definitively cannot rely on this from Interactive Brokers. It is not going to be accurate. 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 |
| [2019-05-01 03:18:17] |
| trader1 - Posts: 128 |
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Well thanks for the super quick reply! From the data services page: Historical Bid Trade Volume and Ask Trade Volume: Yes.. 100% accurate for CME futures markets. It doesn't seem to mention stocks which is what I am looking for. Also, what does historical mean here? Is is different than intraday? Thanks. |
| [2019-05-01 03:22:11] |
| trader1 - Posts: 128 |
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does this mean that it is accurate for 180 days on stocks including the current intraday data: "at least 180 days of historical tick by tick data is provided for US stocks. Prior to this the US stock data is in 1 minute units and begins in 2008." Date Time Of Last Edit: 2019-05-01 03:22:31
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| [2019-05-02 02:45:51] |
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Historical Bid Trade Volume and Ask Trade Volume: Yes.. 100% accurate for CME futures markets. There is 100% accuracy and that applies to both historical and real-time data.does this mean that it is accurate for 180 days on stocks including the current intraday data: It is not inaccurate but as far as the level of accuracy goes we would have to look into that in regards to US equities. And this also does apply to both the historical and real-time data for US equities.
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: 2019-05-02 02:46:33
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