Support Board
Date/Time: Tue, 26 Nov 2024 11:44:03 +0000
Problems with backfill and realtime data for IB symbols "SPY" and "SPY-TD"
View Count: 2928
| [2014-05-09 15:32:54] |
| RLTrader - Posts: 8 |
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I can not receive backfill data or reatime data for the symbol SPY-TD. I can receive reatime data for the symbol "SPY" but not backfill data. In fact every time I try to backfill further back in time the backfill just erases more and more data and now I have no data between May 1st to the current date and time. Please note that there are no problems with backfill or realtime data for " ES-201406-GLOBEX-TD". I am running: IB TWS 9451 Sierra Chart 1132 Windows 7 Please help, thanks. |
| [2014-05-09 16:38:05] |
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Restart Sierra Chart and open an Intraday chart for SPY and no other charts. Make sure you are connected to the Data Feed. After letting it download data for about 10 seconds, provide a copy of the Message Log by following these instructions here: https://www.sierrachart.com/index.php?l=PostingInformation.php#log Rather than using the -TD suffix. Follow the instructions here to use IB True Real-time Data: http://www.sierrachart.com/index.php?l=doc/IB.php 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 |
| [2014-05-09 16:55:06] |
| RLTrader - Posts: 8 |
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Software version: 1132 | 2014-05-09 09:50:55 Usage end date: 2015-04-24 | 2014-05-09 09:50:55 Enabled for: Advanced Features. | 2014-05-09 09:50:55 Enabled for: Sierra Chart Historical Data Service. | 2014-05-09 09:50:55 Allow Support for Sierra Chart Data Feeds is enabled. | 2014-05-09 09:50:55 Active service: Interactive Brokers | 2014-05-09 09:50:55 Time Zone: -07:00:00 (PST-08PDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2014-05-09 09:50:55 2014-05-09 09:50:55 Local computer clock time | 2014-05-09 09:50:55 2014-05-09 16:50:55 GMT time | 2014-05-09 09:50:55 2014-05-09 09:50:55 Time zone adjusted time | 2014-05-09 09:50:55 Time difference to server time: 6 seconds. | 2014-05-09 09:50:55 Program path: C:\SierraChartIB\ | 2014-05-09 09:50:55 Data Files path: C:\SierraChartIB\Data\ | 2014-05-09 09:50:55 OS Version Number: 6.1 | 2014-05-09 09:50:55 Checking for new symbol settings for ib | 2014-05-09 09:50:55 Symbol settings are up-to-date for ib | 2014-05-09 09:50:55 Current selected Data/Trading service: Interactive Brokers | 2014-05-09 09:51:07 Interactive Brokers: Connecting to 127.0.0.1:7496 | 2014-05-09 09:51:41 The network socket is connected. | 2014-05-09 09:51:41 Socket connected to TWS. Sending client version: 62. Waiting for acceptance. | 2014-05-09 09:51:41 TWS server version: 71 | 2014-05-09 09:51:41 IB: Connected. Waiting for account information. | 2014-05-09 09:51:41 IB Account information received. | 2014-05-09 09:51:41 Connected to IB Live account. | 2014-05-09 09:51:41 Interactive Brokers: Requesting Trade Positions for account: ******* | 2014-05-09 09:51:41 Next valid order ID: 1 | 2014-05-09 09:51:41 Message from IB: Market data farm connection is OK:usfuture. IB Error Code: 2104. Request ID: -1. | 2014-05-09 09:51:41 Message from IB: Market data farm connection is OK:eurofarm. IB Error Code: 2104. Request ID: -1. | 2014-05-09 09:51:41 Message from IB: Market data farm connection is OK:cafarm. IB Error Code: 2104. Request ID: -1. | 2014-05-09 09:51:41 Message from IB: Market data farm connection is OK:usfarm.us. IB Error Code: 2104. Request ID: -1. | 2014-05-09 09:51:41 Message from IB: Market data farm connection is OK:usfarm. IB Error Code: 2104. Request ID: -1. | 2014-05-09 09:51:41 Message from IB: HMDS data farm connection is OK:ushmds.us. IB Error Code: 2106. Request ID: -1. | 2014-05-09 09:51:41 Message from IB: HMDS data farm connection is OK:ilhmds. IB Error Code: 2106. Request ID: -1. | 2014-05-09 09:51:41 Message from IB: HMDS data farm connection is OK:fundfarm. IB Error Code: 2106. Request ID: -1. | 2014-05-09 09:51:41 Message from IB: HMDS data farm connection is OK:ushmds. IB Error Code: 2106. Request ID: -1. | 2014-05-09 09:51:41 Next valid order ID: 1 | 2014-05-09 09:51:41 IB Account information received. | 2014-05-09 09:51:41 Connected to IB Live account. | 2014-05-09 09:51:41 Interactive Brokers: Received Trade Positions download end message for account ******* | 2014-05-09 09:51:41 Interactive Brokers - Starting real-time market data updates for: SPY | 2014-05-09 09:51:41 Subscribing to real-time True Data for symbol: SPY SecType: STK Exchange: SMART Currency: USD | 2014-05-09 09:51:41 Subscribing to symbol: SPY SecType: STK Expiry: Exchange: SMART Currency: USD Multiplier: | 2014-05-09 09:51:41 HD Request # 2 - Downloading Intraday chart data for SPY to the file SPY.scid. Service: ib | 2014-05-09 09:51:41 HD Request # 2 - Download start Date-Time: 2014-05-09 09:50:46.0 | 2014-05-09 09:51:41 HD Request # 2 - Requesting a total of 0 days and 4855 seconds. | 2014-05-09 09:51:41 HD Request # 2 - IB Backfill - Seconds requested: 4855. Seconds Remaining: 0. | 2014-05-09 09:51:41 HD Request # 2 - Requesting 4855 Seconds of data at 30 secs with ending Date-Time at 2014-05-09 11:01:41 for SPY | 2014-05-09 09:51:41 Message from IB: Requested market data requires additional subscription for API. See link in 'Market Data Connections' dialog for more details.. IB Error Code: 10089. Request ID: 2. Symbol: SPY. | 2014-05-09 09:51:41 HD Request # 2 - Message from IB: Requested market data requires additional subscription for API. See link in 'Market Data Connections' dialog for more details.. IB Error Code: 10089. Request ID: 4. | 2014-05-09 09:51:41 HD Request # 2 - Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for SPY | 2014-05-09 09:51:42 HD Request # 2 - Intraday download COMPLETE for SPY. Completion time: 1s | 2014-05-09 09:51:42 Real-time Intraday chart data file updates started for SPY | 2014-05-09 09:51:42 IB: Requesting historical order fills for account * | 2014-05-09 09:51:46 Interactive Brokers: Received Open orders end message. | 2014-05-09 09:51:46 Date Time Of Last Edit: 2014-05-09 17:03:14
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| [2014-05-09 17:03:48] |
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Could you please contact Interactive Brokers and ask them what you should do in response to this message: Message from IB: Requested market data requires additional subscription for API. See link in 'Market Data Connections' dialog for more details. IB Error Code: 10089. Symbol: SPY.
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: 2014-05-09 17:04:10
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| [2014-05-09 18:03:13] |
| RLTrader - Posts: 8 |
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The problem was indeed on IB's end. I always watch a few index charts including the symbol $IUX (Russel 2000 Index). Apparantly IB now requires me to pay for that index data thus causing the message "Requested data requires additional subcription for API". A similar message appers on IB's TWS DATA Tab. Somehow by TWS "blocking" the $IUX data it also caused problems receiving SPY data. So I removed the $IUX chart, saved and restarted SC. Then I also restarted TWS. Now the SPY and SPY-TD data is wroking fine and no subcription messages appear. |
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