Support Board
Date/Time: Wed, 12 Feb 2025 06:55:21 +0000
IB confusions
View Count: 687
| [2020-10-09 00:55:01] |
| User938838 - Posts: 3 |
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Hi, New client--I set up yesterday using your IB settings to access IB data but had intermittent weird problems, and the PC I just bought to work Sierra on with 16 GB ram/i7/Win10 seems unduly bogged down working an IB instance simultaneously. Given your company's recommendation to work with Sierra data feeds directly, I'd like to try that, and either do orders through you if possible (which I can't figure out how to do at all, after spending a ton of time with your docs) or do my orders separately on TWS directly, whatever you suggest. I have quite limited, exclusively U.S. futures quote and trading needs, market depth as possible, for: ES/NQ/YM/Russell 2000 (including MES/M2k/MNQ/MYM), VIX/VXM/VVIX, and all associated options. I can probably use TWS for other quotes I use that I don't trade, which include gold, oil, silver, long bond, and a dozen misc stocks or whatnot that I may want to look at here or there. Can you please help me? I'll probably be fine if you just tell me what to do and point me to the docs. I know I have to undo the IB connection somehow, but otherwise have no idea what else to do. I would much prefer routing orders through you if possible. Thanks, -S. |
| [2020-10-09 14:13:31] |
| John - SC Support - Posts: 37891 |
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The first thing is to decide what data you want from where. Keep in mind that you need to enable entire exchanges, so it's not a matter of picking individual symbols. To begin with, the Denali Exchange Data Feed has the data for the CME Group. You will need to determine which exchange(s) you want based on your needs and the pricing. Given what you state in terms of the symbols you want to trade, and that you need Market Depth, the cheapest option would be to enable the following 2 exchanges: - CME with Market Depth for nonprofessional Trading accounts - $10.40 - NYMEX with Market Depth for nonprofessional Trading accounts - $10.40 But, if you just want the entire CME Group, then you could just do the following: - Full CME Group (CME, CBOT, COMEX, NYMEX) with Market Depth for nonprofessional Trading accounts You will find all the information for the Denali Exchange Data Feed here: Denali Exchange Data Feed ---------------------------- Next, you also state that you want the VIX, etc. That is from the CBOE, which is available through the Sierra Chart Exchange Data Feed. Refer to the information for this data feed here: Sierra Chart Exchange Data Feed Also note that if you do use both the Denali Exchange Data Feed and the Sierra Chart Exchange Data Feed, there is a $10.00 credit to your account each month. Refer to the information here: https://www.sierrachart.com/index.php?page=doc/RealTimeDataFeedsAvailableFromSierraChart.php#UsingBothDenaliExchangeDataFeedAndSierraChartExchangeDataFeed ---------------------------- In terms of making all this work with IB, it's really just a matter of ensuring that the option for File >> Data/Trade Service Settings >> Allow Support for Sierra Chart Data Feeds is enabled. Refer to the information here: Real-Time Exchange Data Feeds Available From Sierra Chart: Integration with Trading Services For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2020-10-09 18:29:04] |
| User938838 - Posts: 3 |
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Thank you for the detail- super helpful. That takes care of analysis and quotes. Do I have to actually trade using TWS or can I trade using the Sierra platform, without going to another broker? I read in the documentation about being able to Use Sierra if trades are routed via specific dealers but couldn’t tell if that included IB Customers. |
| [2020-10-09 18:39:44] |
| John - SC Support - Posts: 37891 |
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You can trade from Sierra Chart to your IB Account. It sounds like you have already set this up, but if not, you would need to follow the Setup Instructions here: Interactive Brokers Trading Service: Setup Instructions For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2020-10-09 18:57:56] |
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Here is the documentation for Trading: Overview of Trading And for futures trading you can also use our Sierra Chart order routing if you have an account at a supported clearing firm: Sierra Chart / Trading Technologies Futures Order Routing Service 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: 2020-10-09 19:01:55
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| [2020-10-11 07:13:21] |
| User938838 - Posts: 3 |
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Following the Sierra and IB documentation, and having very little joy with connecting to TWS for quotes or trading. In the Sierra documentation: "The underlying symbols for futures can be looked up on the Interactive Brokers web site." -which seems true in the loose sense that one can stitch the IB "symbol" or appropriate conglomerate of whatnot they need together, using the guidance on the Sierra site, such as: VIX-20160921-CFE-USD-1000 So - exactly copying Sierra docs, I was able to get a feed using two of the examples: DAX-IND-DTB VIX-20 201021-CFE-USD-1000 (VIXV20 and changing the date to 201000 all worked as well) but not the Sierra examples: ES-202010-GLOBEX ES-FOP-20201012-3350-C-GLOBEX ZN-FOP-202010-172-P-ECBOT nor, following the examples' approach: MES-202010-GLOBEX M2K-202011-GLOBEX AD-IND-NYSE , all of which I receive currently in TWS, all of which generated unknown symbol msgs in the log. Nothing else revelatory in the log. |
| [2020-10-13 09:57:02] |
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It sounds like you are able to connect the Trader Workstation from Sierra Chart based upon what you are saying. You can find the outright futures symbols in File >> Find Symbol >> Futures. If the futures contract is listed, and everyone that you need is, then you need to use what is listed. In the case of the volatility index futures you do need to make a modification to what is listed. Make sure you have the right expiration date. We cannot help with futures options. And for market statistics use this market statistics data feed: Sierra Chart Market Statistics 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 |
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