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Direct MessagesDate/Time: Sat, 20 Apr 2024 13:58:41 +0000
SC Real Time data when connected to IB
View Count: 970
| [2020-01-16 00:31:20] |
| ertrader - Posts: 641 |
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I have two instances of SC. One instance per 2 computers. One instance using SC order routing and one instance using IB on Windows 10 with SC Real-time data. During the day, on the IB Windows 10 computer, chart data seems to be updated with IB data instead of SC real-time data. Comparing the two instances, the IB computer becomes inaccurate at times. (I'm using number of trades per bar and do understand IB data is often inaccurate and that is why I am attempting to use SC real-time data with IB routing) I can tell the discrepancy because of two observations: 1) If I delete all data and download, accurate SC data fills the chart and compares exactly to the other instance and 2) My other instance only uses SC for charting and order routing and is accurate all the time. How do I get my IB instance to fill with SC real-time data without having to delete all data and download? Is there an incorrect setting or possibly another data option? IB is functioning properly... orders get submitted correctly. It is a data accuracy issue. I do have "Allow support for sierra chart data feeds" checked. I have tried both true and false for "Record True Real-Time Data in Intraday charts" It made no difference. SC 2028 64 Bit, Windows 10, Interactive Brokers TWS 978.1h Best regards Date Time Of Last Edit: 2020-01-16 04:20:46
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| [2020-01-16 09:12:54] |
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Since you have a TT account assigned to your Sierra Chart account, to ensure the Denali Exchange Data Feed is always going to be used without any additional procedure, update Sierra Chart to the latest prerelease: Software Download: Fast Update And make sure this option is enabled (we already know you said this is the case): Data/Trade Service Settings: Allow Support for Sierra Chart Data Feeds (Global Settings >> Data/Trade Service Settings >> Common Settings >> Common Other 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: 2020-01-16 09:13:24
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| [2020-01-21 15:18:07] |
| ertrader - Posts: 641 |
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After updating to Pre-release 2036 last week, all data matched exactly. After updating to 2036, Current version, yesterday Sunday, data is NOT matching again unless I delete all data and download. I also tried pre-release 2037 with the same result. Is there something I must do per the release notes with my account? I thought I had already met the requirements. SC V2036 64 Bit, Windows 10, Interactive Brokers TWS 978.1h Date Time Of Last Edit: 2020-01-21 16:08:24
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| [2020-01-21 17:02:51] |
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At the time you have the problem and in the installation you have the problem follow the below instructions so we can determine what the issue is: Follow the instructions here to clear the Message Log: Message Log: Clearing the Message Log Reconnect to the data feed: File Menu: Procedure to Reconnect to the Data and Trade Servers After about 30 seconds, provide a copy of the Message Log following these instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#MessageLog 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: 2020-01-21 17:03:05
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| [2020-01-21 17:27:56] |
| ertrader - Posts: 641 |
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Hi support, here is the message log and a screen shot of before and after delete all data and download. The highlighted area shows the inconsistencies. There are others...these were just the most straightforward to show. Note: The Chart is set to Number of trades per bar: 500. The only study is the Numbers bars so you can see the differences. Software version: 2036 64-bit | 2020-01-21 12:14:47.581 Usage end date: 2020-09-21 | 2020-01-21 12:14:47.581 Enabled for: Advanced Features 2. | 2020-01-21 12:14:47.581 Enabled for: Sierra Chart Historical Data Service. | 2020-01-21 12:14:47.581 Enabled for: Denali Real-Time Exchange Data Feed. | 2020-01-21 12:14:47.581 Enabled for: Delayed Denali Real-Time Exchange Data Feed. | 2020-01-21 12:14:47.581 Enabled for exchange2: CME (Trading Account Required) | 2020-01-21 12:14:47.581 Enabled for exchange2: CBOT (Trading Account Required) | 2020-01-21 12:14:47.581 Enabled for exchange2: COMEX (Trading Account Required) | 2020-01-21 12:14:47.581 Enabled for exchange2: NYMEX (Trading Account Required) | 2020-01-21 12:14:47.581 Allow Support for Sierra Chart Data Feeds is enabled. | 2020-01-21 12:14:47.581 Current selected Data/Trading service: Interactive Brokers | 2020-01-21 12:14:47.581 Custom symbol settings values: disabled | 2020-01-21 12:14:47.581 Chart Update Interval: 50 | 2020-01-21 12:14:47.581 Intraday Data Storage Time Unit: 0 | 2020-01-21 12:14:47.581 Time Zone: -05:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2020-01-21 12:14:47.581 2020-01-21 11:14:47 Local computer time | 2020-01-21 12:14:47.581 2020-01-21 17:14:47 Local computer time in UTC | 2020-01-21 12:14:47.581 2020-01-21 12:14:47 Local computer time in SC Time Zone | 2020-01-21 12:14:47.581 2020-01-21 15:57:56 Server time in UTC | 2020-01-21 12:14:47.581 Local computer UTC time and Server UTC time difference: 1 seconds. | 2020-01-21 12:14:47.581 Program path: C:\SierraChart\ | 2020-01-21 12:14:47.581 Data Files path: C:\SierraChart\Data\ | 2020-01-21 12:14:47.581 OS Version Number: 10.0 | 2020-01-21 12:14:47.582 Locale Setting: C | 2020-01-21 12:14:47.582 DLLs: AutoGrid_64.dll, AutoTradeOrderFlowV3_64.dll, AutoTradeSignalV9bHLMR_64.dll, BricksTrend_64.dll, CumulativeDelta_64.dll, EdgeTradingGroup.dll, EdgeTradingGroup_64.dll, ETOFSv2.0.dll, ETOFSv2.0_64.dll, ETOFSv3_64.dll, HHLLLine_64.dll, HighestHighLowestLowOverNBars_64.dll, HorizontalLinesOrangeES_64.dll, HorizontalLinesOrange_64.dll, HorizontalLinesRedES_64.dll, HorizontalLinesRed_64.dll, LinearRegressionEndChannel_64.dll, M2M29.dll, M2M29_Imbalance_Private.dll, M2MBox-AT.dll, M2M_Algo_Builder.dll, M2M_Hot_Salsa_Plus.dll | 2020-01-21 12:14:47.582 Interactive Brokers | Connecting to 127.0.0.1:7496 | 2020-01-21 12:15:10.283 Socket (1) | Creating socket. | 2020-01-21 12:15:10.283 Starting TWS auto-login thread. | 2020-01-21 12:15:10.283 Socket (1) | Connecting to IP: 127.0.0.1. | 2020-01-21 12:15:10.283 TWS auto-login thread ending. | 2020-01-21 12:15:10.285 Interactive Brokers | Sending API sign: API | 2020-01-21 12:15:10.787 Interactive Brokers | Sending client version: v100..136 +PACEAPI. Waiting for acceptance. | 2020-01-21 12:15:10.787 Interactive Brokers | TWS server version: 136 | 2020-01-21 12:15:10.808 Interactive Brokers | TWS time: 20200121 11:15:09 Central Standard Time | 2020-01-21 12:15:10.808 Interactive Brokers | Connected. Sending Start API command. | 2020-01-21 12:15:11.058 Interactive Brokers | Waiting for account information. | 2020-01-21 12:15:11.058 IB Account information received. | 2020-01-21 12:15:11.074 Interactive Brokers | Received 1 Trade Accounts from TWS. | 2020-01-21 12:15:11.074 Interactive Brokers | Connected to Live account. | 2020-01-21 12:15:11.074 Interactive Brokers | Year-Month last connected to Live account: 2020-01 | 2020-01-21 12:15:11.074 Interactive Brokers | Connected to data and trading server. | 2020-01-21 12:15:11.074 Triggering next historical data download in queue. | 2020-01-21 12:15:11.074 Triggering next historical data download in queue. | 2020-01-21 12:15:11.074 Triggering next historical data download in queue. | 2020-01-21 12:15:11.074 Triggering next historical data download in queue. | 2020-01-21 12:15:11.074 Next valid order ID: 106 | 2020-01-21 12:15:11.086 Message from IB: Market data farm connection is OK:usfarm.nj. IB Error Code: 2104. Request ID: -1. | 2020-01-21 12:15:11.086 Message from IB: Market data farm connection is OK:usfuture. IB Error Code: 2104. Request ID: -1. | 2020-01-21 12:15:11.086 Message from IB: Market data farm connection is OK:cashfarm. IB Error Code: 2104. Request ID: -1. | 2020-01-21 12:15:11.086 Message from IB: Market data farm connection is OK:usopt. IB Error Code: 2104. Request ID: -1. | 2020-01-21 12:15:11.086 Message from IB: Market data farm connection is OK:usfarm. IB Error Code: 2104. Request ID: -1. | 2020-01-21 12:15:11.086 Message from IB: HMDS data farm connection is OK:euhmds. IB Error Code: 2106. Request ID: -1. | 2020-01-21 12:15:11.086 Message from IB: HMDS data farm connection is OK:fundfarm. IB Error Code: 2106. Request ID: -1. | 2020-01-21 12:15:11.086 Message from IB: HMDS data farm connection is OK:ushmds. IB Error Code: 2106. Request ID: -1. | 2020-01-21 12:15:11.086 Message from IB: Sec-def data farm connection is OK:secdefnj. IB Error Code: 2158. Request ID: -1. | 2020-01-21 12:15:11.086 Next valid order ID: 106 | 2020-01-21 12:15:11.086 Using SC exchange feed2. Symbol: ES-######-GLOBEX | 2020-01-21 12:15:11.087 Mapping ES-202003-GLOBEX to ESH20. Service code: cme | 2020-01-21 12:15:11.087 SC Data - All Services | Starting real-time market data updates for: ES-202003-GLOBEX (ESH20). ID: 1 Service code: cme | 2020-01-21 12:15:11.087 SC Data - All Services | Connecting to the server ds22.sierracharts.com. Port 443 | 2020-01-21 12:15:11.087 SC Data - All Services | Requesting security definition data for: ES-202003-GLOBEX (ESH20). ID: 1 | 2020-01-21 12:15:11.087 Using SC exchange feed2. Symbol: ES-######-GLOBEX | 2020-01-21 12:15:11.087 Added historical Intraday data request for ES-202003-GLOBEX to the queue. | 2020-01-21 12:15:11.087 Intraday data recording state for symbol ES-202003-GLOBEX is set to download 'Pending'. | 2020-01-21 12:15:11.087 Triggering next historical data download in queue. | 2020-01-21 12:15:11.087 Next valid order ID: 106 | 2020-01-21 12:15:11.101 Delaying start of download for ES-202003-GLOBEX | 2020-01-21 12:15:11.101 DTC Client socket (2) | Creating socket. | 2020-01-21 12:15:11.128 DTC Client socket (2) | Connecting to IP: 208.185.224.129. | 2020-01-21 12:15:11.128 Using SC exchange feed2. Symbol: MES-######-GLOBEX-USD | 2020-01-21 12:15:11.178 Mapping MES-202003-GLOBEX-USD to MESH20. Service code: cme | 2020-01-21 12:15:11.178 SC Data - All Services | Starting real-time market data updates for: MES-202003-GLOBEX-USD (MESH20). ID: 2 Service code: cme | 2020-01-21 12:15:11.178 SC Data - All Services | Requesting security definition data for: MES-202003-GLOBEX-USD (MESH20). ID: 2 | 2020-01-21 12:15:11.179 SC Data - All Services | Connected to server. | 2020-01-21 12:15:11.190 SC Data - All Services | Starting socket receive thread. | 2020-01-21 12:15:11.190 SC Data - All Services | Sending encoding request to server: Binary VLS | 2020-01-21 12:15:11.191 SC Data - All Services | Setting DTC encoding to Binary VLS | 2020-01-21 12:15:11.275 SC Data - All Services | Sending logon request message. | 2020-01-21 12:15:11.275 SC Data - All Services | Received logon response. | 2020-01-21 12:15:11.769 SC Data - All Services | Server Name: SC Realtime Server. | 2020-01-21 12:15:11.769 SC Data - All Services | Server protocol version: 8. Client protocol version: 8 | 2020-01-21 12:15:11.769 SC Data - All Services | Successfully connected. | 2020-01-21 12:15:11.769 SC Data - All Services | Trading is not supported. | 2020-01-21 12:15:11.769 SC Data - All Services | Restarting real-time data updates for symbol: ES-202003-GLOBEX -> ESH20 | 2020-01-21 12:15:11.769 SC Data - All Services | Restarting real-time data updates for symbol: MES-202003-GLOBEX-USD -> MESH20 | 2020-01-21 12:15:11.769 SC Data - All Services | Received security definition for symbol ES-202003-GLOBEX | 2020-01-21 12:15:11.845 SC Data - All Services | Received security definition for symbol MES-202003-GLOBEX-USD | 2020-01-21 12:15:11.845 Interactive Brokers | Requesting Trade Positions snapshot and updates (IB account data updates (6)) for account: U322* | 2020-01-21 12:15:16.072 Requesting market depth updates for: ES-202003-GLOBEX if supported. | 2020-01-21 12:15:16.072 Interactive Brokers | Received Trade Positions download end message for account U322* | 2020-01-21 12:15:16.082 Interactive Brokers | Begin Trade Positions processing. | 2020-01-21 12:15:16.082 Interactive Brokers | Received Trade Positions for all accounts. Performing final processing. | 2020-01-21 12:15:16.082 SC Data - All Services | Clearing market depth for ES-202003-GLOBEX | 2020-01-21 12:15:16.172 HD Request # 7 | Downloading Intraday chart data for ES-202003-GLOBEX to the file ES-202003-GLOBEX.scid. Service: cme | 2020-01-21 12:15:16.449 HD Request # 7 | Download start date-time: 2020-01-21 12:13:45.000 | 2020-01-21 12:15:16.449 HD Request # 7 | Using server: ds23.sierracharts.com port 10149 | 2020-01-21 12:15:16.449 Socket (3) | Creating socket. | 2020-01-21 12:15:17.025 Socket (3) | Connecting to IP: 216.1.90.130. | 2020-01-21 12:15:17.025 HD Request # 7 | Setting DTC encoding to Binary VLS | 2020-01-21 12:15:17.175 HD Request # 7 | Sending historical data logon request message. | 2020-01-21 12:15:17.175 HD Request # 7 | Requesting Intraday data. Start date-time: 2020-01-21 12:13:45. Record interval: 0. Symbol: ESH20 | 2020-01-21 12:15:17.692 HD Request # 7 | Decompressing data. | 2020-01-21 12:15:17.754 HD Request # 7 | Receiving Intraday data for ES-202003-GLOBEX starting at 2020-01-21 12:13:45 | 2020-01-21 12:15:17.763 Socket (3) | CloseSocket call. | 2020-01-21 12:15:17.764 Socket (3) | Shutdown started. Waiting for graceful close. | 2020-01-21 12:15:17.764 Historical data download thread signaled to stop. | 2020-01-21 12:15:17.764 HD Request # 7 | Timestamp of first Intraday data file record written: 2020-01-21 12:13:49 | 2020-01-21 12:15:17.764 HD Request # 7 | Received 486 records from 2020-01-21 12:13:45.000 to 2020-01-21 12:15:11.001 (86.0 seconds) and wrote 485 records for ES-202003-GLOBEX | 2020-01-21 12:15:17.765 HD Request # 7 | Completion time: 0s | 2020-01-21 12:15:17.768 HD Request # 7 | Intraday data download complete for ES-202003-GLOBEX. Unique request ID: 7 | 2020-01-21 12:15:17.768 Removing historical data download ID 7. | 2020-01-21 12:15:17.768 Real-time Intraday chart data file updates started for ES-202003-GLOBEX | 2020-01-21 12:15:17.768 Intraday chart data file opened for ES-202003-GLOBEX | 2020-01-21 12:15:17.768 Triggering next historical data download in queue. | 2020-01-21 12:15:17.768 Socket (3) | Socket gracefully closed by remote side. | 2020-01-21 12:15:17.832 Socket (3) | Closed. | 2020-01-21 12:15:17.832 Chart #7 has tagged chart #15 for full recalculation. Chartbook: AutotradeMurrey_ES_IB.cht | 2020-01-21 12:15:17.900 Chart #7 has tagged chart #16 for full recalculation. Chartbook: AutotradeMurrey_ES_IB.cht | 2020-01-21 12:15:17.900 ES-202003-GLOBEX/MES-202003-GLOBEX-USD [C][M] 5 Min #16 | Performing a full recalculation because it has been tagged. Chartbook: AutotradeMurrey_ES_IB.cht | 2020-01-21 12:15:17.931 ES-202003-GLOBEX [C][M] 3 Min #15 | Performing a full recalculation because it has been tagged. Chartbook: AutotradeMurrey_ES_IB.cht | 2020-01-21 12:15:18.036 Opened cached Intraday file: C:\SierraChart\Data\ES-202003-GLOBEX.scid | 2020-01-21 12:15:19.268 |
Attachment Deleted.  DataIssues.pdf - Attached On 2020-01-21 17:26:07 UTC - Size: 157.71 KB - 263 views |
| [2020-01-21 21:45:07] |
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The message log clearly indicates you are receiving the Denali exchange data feed. We want you to see if you notice any differences with the chart bars on a 1 minute chart after re-downloading.
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 |
| [2020-01-21 22:48:54] |
| ertrader - Posts: 641 |
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There are some differences on a 1 minute chart(see attached). It does appear that as today progressed, inaccuracies reduced.
Date Time Of Last Edit: 2020-01-21 22:49:41
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| DataIssues2.pdf - Attached On 2020-01-21 22:48:10 UTC - Size: 127.61 KB - 247 views |
| [2020-01-22 00:34:25] |
| ertrader - Posts: 641 |
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Inaccuracies started getting greater again this evening. Using 500 Trades per bar.
Date Time Of Last Edit: 2020-01-22 00:48:29
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| DataIssues3.pdf - Attached On 2020-01-22 00:36:09 UTC - Size: 122.38 KB - 231 views |
| [2020-01-23 02:16:36] |
| Sierra_Chart Engineering - Posts: 14017 |
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We did testing and we can just not identify any problem like this using the Denali Exchange Data Feed. We need to schedule a remote assistance session with you in the evening to observe this and see what we can determine your case. Let us know when is a good time to call in the evening. 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2020-01-23 18:26:58] |
| ertrader - Posts: 641 |
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Today at 4p or 4:30p or 5p EDT are good times
Date Time Of Last Edit: 2020-01-23 18:38:17
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| [2020-01-23 21:55:11] |
| ertrader - Posts: 641 |
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The easiest way to find the issue is to have 2 computers side by side: 1) One computer has the SC Denali real-time data and order routing connection. I consider this the Accurate data setup to compare against. 2) The other computer has IB combined with SC Denali real-time data. This is the data setup that becomes inaccurate. 3) Use a Numbers of trades per bar of 500 for both. 4) Visually identify the differences using numbers bars I have this setup right now if you would like to see. The phone number in my account setup is the best phone number to use. Date Time Of Last Edit: 2020-01-23 21:55:56
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| [2020-01-24 04:44:04] |
| Sierra_Chart Engineering - Posts: 14017 |
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We could call over the next hour but we do not want to call too late. Just let us know.
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, use the Teton service: Sierra Chart Teton Futures Order Routing |
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