Support Board
Date/Time: Tue, 04 Mar 2025 03:21:56 +0000
LEVEL 2 - Interactive Brokers
View Count: 1871
| [2019-07-18 20:47:11] |
| User670852 - Posts: 1 |
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I'd like to run intraday backtesting including Level 2 leveraging Data feeds from Interactive brokers for US Equities. Also, I'd like to use Sierra Charts to execute orders using IB Level 2 data feeds. I've already subscribed to IB market data feeds. Any ideas? Best, JSC |
| [2019-07-18 22:11:23] |
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Refer to: Interactive Brokers Trading Service: Accessing Level 2 / Market Depth Data for Stocks And: Replaying Charts: Replaying of Market Depth Data 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: 2019-07-18 22:11:38
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| [2020-10-06 12:37:32] |
| GravisHTG - Posts: 306 |
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Where can i find the exchange other than smart that the stock trade ? On IB , its always smart.
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| [2020-10-06 21:45:01] |
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Refer to this page: Interactive Brokers Symbols 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 |
| [2020-10-13 20:22:28] |
| GravisHTG - Posts: 306 |
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I try it all , i put like 3h into this and cant make it works. Another thing is downloading the data from IB is very long and not smooth. Is their a way i can subscribe to data feed from your side with level 2 ?
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| [2020-10-14 11:21:51] |
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I try it all , i put like 3h into this and cant make it works Of course. This is why we have terminated support for Interactive Brokers. We just do not provide technical help for this.Is their a way i can subscribe to data feed from your side with level 2 ? Level 2 data for stocks or futures? We only have this data for futures. Level 2 data for stocks will come later next year.
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: 2020-10-14 11:22:12
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| [2020-11-05 20:29:53] |
| User226530 - Posts: 5 |
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Refer to #6: How many levels of market depth do you provide for the ES Mini Future for example? Is there more Information about the number of price levels you provide for different products? |
| [2021-11-24 13:14:47] |
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How many levels of market depth do you provide for the ES Mini Future for example? Is there more Information about the number of price levels you provide for different products? 1400 levels if the market is providing this amount of data.So my question is, whether we can access level 2 data (for US or EU equity) on Sierra Chart, Full detailed market depth with order by order data, will be coming for US stocks with our new upcoming NASDAQ data feed. Should be available in December 2021 we hope.
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: 2021-11-24 13:14:58
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| [2021-11-24 13:59:59] |
| GravisHTG - Posts: 306 |
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Look , I use IB I try to get all data from them and its just not that good. So for normal data , I use Sierra chart paid data feed for level 2 , I dont use any atm , but they are saying that they will have it one day for Equities. have a good day. |
| [2021-11-24 14:20:52] |
| GravisHTG - Posts: 306 |
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mean that , IB data is only good on IB software, They dont have a good feed for external platform.
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