Support Board
Date/Time: Sat, 01 Mar 2025 12:53:58 +0000
[User Discussion] - TSX Index Historical Data via SC Data Feed? IB TSX-IND-TSE-CAD Historical Chart
View Count: 480
| [2021-10-05 18:52:40] |
| User398861 - Posts: 9 |
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Hello, I understand Sierra support is very limited regarding IB data and appreciate your consideration in troubleshooting this request. I currently have service level 11 and use almost all charting data from SC & Delani data feeds and am very happy with the service. However, I would like to inquire about the ability to load historical data from IB greater than 365 days for the TSX index as I don't know of a symbol match to get this data from the SC historical database. I have adjusted the settings for Data/Trading service to much more more than 365 days of historical data but it seems like this historical request via IB does not exceed 365 days no matter what settings I change (data/trading, chart, manually entering a data point earlier than 2019 and then download historical data) Below is the message log of troubleshooting: Software version: 2318 64-bit | 2021-10-05 10:00:55.685 Primary Thread ID: 19780 | 2021-10-05 10:00:55.685 Usage end date: 2021-12-03 | 2021-10-05 10:00:55.685 Enabled for: Advanced Features 2. | 2021-10-05 10:00:55.685 Enabled for: Sierra Chart Historical Data Service. | 2021-10-05 10:00:55.685 Enabled for: Denali Real-Time Exchange Data Feed. | 2021-10-05 10:00:55.685 Enabled for: Delayed Denali Exchange Data Feed. | 2021-10-05 10:00:55.685 Enabled for exchange2: CME | 2021-10-05 10:00:55.685 Allow Support for Sierra Chart Data Feeds is enabled. | 2021-10-05 10:00:55.685 Current selected Data/Trading service: Interactive Brokers | 2021-10-05 10:00:55.685 Custom symbol settings values: enabled | 2021-10-05 10:00:55.685 - requesting from Nov 01 2020 (today being Oct 5 2021) and monthly historical chart fills: Interactive Brokers | Using primary service for historical data for TSX-IND-TSE-CAD | 2021-10-05 10:23:16.851 Added historical Daily data request for TSX-IND-TSE-CAD to the queue. | 2021-10-05 10:23:16.851 Triggering next historical data download in queue. | 2021-10-05 10:23:16.851 HD Request # 22 | Downloading Historical Daily chart data for TSX-IND-TSE-CAD. Starting date: 2020-11-01. Service: interactive_brokers.trading | 2021-10-05 10:23:16.851 HD Request # 22 | Requesting 365 days of historical Daily data for TSX-IND-TSE-CAD with end date 2021-11-01 | 2021-10-05 10:23:16.851 HD Request # 22 | Processing historical data message from TWS | 2021-10-05 10:23:17.139 HD Request # 22 | Receiving historical Daily data for TSX-IND-TSE-CAD starting at 2020-11-02 | 2021-10-05 10:23:17.139 HD Request # 22 | Writing historical Daily data to the file TSX-IND-TSE-CAD.dly | 2021-10-05 10:23:17.140 HD Request # 22 | Received 234 records and wrote 233 records from 2020-10-30 00:00:00 to 2021-10-05 00:00:00. | 2021-10-05 10:23:17.142 HD Request # 22 | Received 233 Daily data records from 2020-11-02 00:00:00 to 2021-10-05 00:00:00 (338.0 days) and wrote 233 records for TSX-IND-TSE-CAD | 2021-10-05 10:23:17.142 HD Request # 22 | Completion time: 1s | 2021-10-05 10:23:17.142 HD Request # 22 | Daily data download complete for TSX-IND-TSE-CAD. Unique request ID: 22 | 2021-10-05 10:23:17.142 Removing historical data download ID 22. | 2021-10-05 10:23:17.142 Triggering next historical data download in queue. | 2021-10-05 10:23:17.142 No download requests in the queue to start downloads for. | 2021-10-05 10:23:17.142 TSX-IND-TSE-CAD Monthly #17 | Reloading chart. | 2021-10-05 10:23:17.219 Message from IB: Error validating request.-'bT' : cause - Historical data query end date/time string [49] is invalid. Format is 'YYYYMMDD{SPACE}hh:mm:ss[{SPACE}TMZ]'. IB Error Code: 321. Request ID: 200352. | 2021-10-05 10:23:49.902 - requesting just under 2 years from Nov 1 2019: the request appears as 365 days of historical data from the current date (2021-10-05) with 251 records returned Interactive Brokers | Using primary service for historical data for TSX-IND-TSE-CAD | 2021-10-05 10:27:50.868 Added historical Daily data request for TSX-IND-TSE-CAD to the queue. | 2021-10-05 10:27:50.868 Triggering next historical data download in queue. | 2021-10-05 10:27:50.868 HD Request # 23 | Downloading Historical Daily chart data for TSX-IND-TSE-CAD. Starting date: 2019-11-01. Service: interactive_brokers.trading | 2021-10-05 10:27:50.868 HD Request # 23 | Requesting 365 days of historical Daily data for TSX-IND-TSE-CAD with end date 2021-10-05 | 2021-10-05 10:27:50.868 HD Request # 23 | Processing historical data message from TWS | 2021-10-05 10:27:51.156 HD Request # 23 | Receiving historical Daily data for TSX-IND-TSE-CAD starting at 2020-10-06 | 2021-10-05 10:27:51.156 HD Request # 23 | Writing historical Daily data to the file TSX-IND-TSE-CAD.dly | 2021-10-05 10:27:51.156 HD Request # 23 | Received 251 records and wrote 251 records from 2020-10-06 00:00:00 to 2021-10-05 00:00:00. | 2021-10-05 10:27:51.158 HD Request # 23 | Received 251 Daily data records from 2020-10-06 00:00:00 to 2021-10-05 00:00:00 (365.0 days) and wrote 251 records for TSX-IND-TSE-CAD | 2021-10-05 10:27:51.158 HD Request # 23 | Completion time: 1s | 2021-10-05 10:27:51.159 HD Request # 23 | Daily data download complete for TSX-IND-TSE-CAD. Unique request ID: 23 | 2021-10-05 10:27:51.159 Removing historical data download ID 23. | 2021-10-05 10:27:51.159 Triggering next historical data download in queue. | 2021-10-05 10:27:51.159 No download requests in the queue to start downloads for. | 2021-10-05 10:27:51.159 TSX-IND-TSE-CAD Monthly #17 | Reloading chart. | 2021-10-05 10:27:51.252 Message from IB: Error validating request.-'bT' : cause - Historical data query end date/time string [49] is invalid. Format is 'YYYYMMDD{SPACE}hh:mm:ss[{SPACE}TMZ]'. IB Error Code: 321. Request ID: 200354. | 2021-10-05 10:28:29.907 I have set both intraday and historical limits to as high as 4000 days in the settings with no change for IB data. Is there an option somewhere else to request more than 365 historical daily days data back from the IB API even if IB API data feed is slow? Or ideally, is historical TSE index data available via SC data symbol matching, a symbol/data point exists in the SC historical database? I did create a custom symbol TSX-IND-TSE-CAD with Daily Historical Data Source set to external primary service with SC Data symbol and service code settings both currently blank. Thank you for your help and assistance. Date Time Of Last Edit: 2021-10-05 23:24:56
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