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Direct MessagesDate/Time: Thu, 19 Sep 2024 16:08:02 +0000
[User Discussion] - Historical Intraday Data on Continuous Futures Chart
View Count: 1545
| [2014-02-26 19:17:17] |
| cazeek - Posts: 33 |
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Hi, I'm trying to see the historical 4hr bars for the HE contract. This is available for about 3 years through Interactive Brokers, and I can chart it with their trader workstation. However, in SC, I am only able to chart the data for a few days. The end of the message log is below. It seems like there's some issue pulling the data from IB, but they definitely have it on their server, b/c it's available through their software. HD Request # 51 - Requesting 1 Day of data at 30 secs with ending Date-Time at 2013-10-27 21:09:59 for HE-201310-GLOBEX | 2014-02-26 14:13:03 Message from IB: Historical Market Data Service error message:HMDS query returned no data: HEV3@GLOBEX Trades. IB Error Code: 162. Request ID: 207. | 2014-02-26 14:13:03 HD Request # 51 - IB Backfill - Seconds requested: 86400. Seconds Remaining: 259200. | 2014-02-26 14:13:08 HD Request # 51 - Requesting 1 Day of data at 30 secs with ending Date-Time at 2013-10-28 21:09:59 for HE-201310-GLOBEX | 2014-02-26 14:13:08 Message from IB: Historical Market Data Service error message:HMDS query returned no data: HEV3@GLOBEX Trades. IB Error Code: 162. Request ID: 208. | 2014-02-26 14:13:09 HD Request # 51 - IB Backfill - Seconds requested: 86400. Seconds Remaining: 172800. | 2014-02-26 14:13:14 HD Request # 51 - Requesting 1 Day of data at 30 secs with ending Date-Time at 2013-10-29 21:09:59 for HE-201310-GLOBEX | 2014-02-26 14:13:14 Message from IB: Historical Market Data Service error message:HMDS query returned no data: HEV3@GLOBEX Trades. IB Error Code: 162. Request ID: 209. | 2014-02-26 14:13:14 HD Request # 51 - IB Backfill - Seconds requested: 86400. Seconds Remaining: 86400. | 2014-02-26 14:13:19 HD Request # 51 - Requesting 1 Day of data at 30 secs with ending Date-Time at 2013-10-30 21:09:59 for HE-201310-GLOBEX | 2014-02-26 14:13:19 Message from IB: Historical Market Data Service error message:HMDS query returned no data: HEV3@GLOBEX Trades. IB Error Code: 162. Request ID: 210. | 2014-02-26 14:13:19 HD Request # 51 - IB Backfill - Seconds requested: 86400. Seconds Remaining: 0. | 2014-02-26 14:13:24 HD Request # 51 - Requesting 1 Day of data at 30 secs with ending Date-Time at 2013-10-31 21:09:59 for HE-201310-GLOBEX | 2014-02-26 14:13:24 Message from IB: Historical Market Data Service error message:HMDS query returned no data: HEV3@GLOBEX Trades. IB Error Code: 162. Request ID: 211. | 2014-02-26 14:13:24 HD Request # 51 - Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for HE-201310-GLOBEX | 2014-02-26 14:13:29 HD Request # 51 - Intraday download COMPLETE for HE-201310-GLOBEX | 2014-02-26 14:13:29 Real-time Intraday chart data file updates started for HE-201310-GLOBEX | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: Download is complete for all contract months in chart. Proceeding with data load. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: Performing continuous futures contract back adjustment calculations. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: HE-201307-GLOBEX Open price on 2013-06-26 is 100.5. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: HE-201308-GLOBEX Open price on 2013-06-26 is 97.925. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: HE-201307-GLOBEX price difference to HE-201308-GLOBEX is -2.575. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: HE-201308-GLOBEX Open price on 2013-07-29 is 98.075. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: HE-201310-GLOBEX Open price on 2013-07-29 is 84.95. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: HE-201308-GLOBEX price difference to HE-201310-GLOBEX is -13.125. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: HE-201310-GLOBEX Open price on 2013-09-26 is 93.5. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: HE-201312-GLOBEX Open price on 2013-09-26 is 88.45. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: HE-201310-GLOBEX price difference to HE-201312-GLOBEX is -5.0500002. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: HE-201312-GLOBEX Open price on 2013-11-27 is 85.9. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: HE-201402-GLOBEX Open price on 2013-11-27 is 90.7. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: HE-201312-GLOBEX price difference to HE-201402-GLOBEX is 4.8000002. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: HE-201402-GLOBEX Open price on 2014-01-29 is 85.5. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: HE-201404-GLOBEX Open price on 2014-01-29 is 93.55. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: HE-201402-GLOBEX price difference to HE-201404-GLOBEX is 8.0500002. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: Back adjust amount for symbol HE-201307-GLOBEX is -7.8999996. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: Back adjust amount for symbol HE-201308-GLOBEX is -5.3249989. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: Back adjust amount for symbol HE-201310-GLOBEX is 7.8000002. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: Back adjust amount for symbol HE-201312-GLOBEX is 12.85. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: Back adjust amount for symbol HE-201402-GLOBEX is 8.0500002. | 2014-02-26 14:13:29 |
| [2014-02-26 19:53:13] |
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You will have a mountain of problems with this with Interactive Brokers. And we are not going to help with them because it is exceptionally unproductive for us, and we cannot control the problem. Also your reasoning that you should be able to get the data in Sierra Chart because you see it in Trader Workstation is not valid. That does not always hold to be true. There are certain rules that they impose on the API that they do not impose within their own software. We recommend using the Sierra Chart Futures data feed: http://www.sierrachart.com/index.php?l=doc/SierraChartRealTimeFuturesStockDataFeed.php If you want things to work properly, then pay a little extra for the data feed. You will be much better off. 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: 2014-02-26 19:56:00
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