Support Board
Date/Time: Sat, 30 Nov 2024 16:23:22 +0000
How to merge historical data after IB symbol updates
View Count: 443
| [2022-11-14 15:31:56] |
| User62936 - Posts: 68 |
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So I was able to update the symbols and change them on my charts. The download was slow, but I luckily started it last night. The trouble though is that the data from IB only goes back to Oct 30 for ES and NQ. My hourly charts now have barely any data in them. Also, since my hourly charts use continuous futures and hence have data from previous expirations, this doesn't load up at all because of the symbol change. Is there any way to merge the data together so that for the current contract I can get data from before Oct 30? And is there any way to get previous contracts that I have data for to show up on my hourly chart which has the continuous contract selected? Over a year ago, I remember that all my historical data downloads came from the Sierra Charts exchange, so I wasn't relying on IB to download all the historical data, but that stopped working a long time ago. I'm not sure why, but it sure would have been handy now instead of having to wait for IB to download all the historical data, and what little data they have. |
| [2022-11-14 18:19:49] |
| Sierra_Chart Engineering - Posts: 17272 |
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You really need to use the Denali Data Feed for historical data. You just need to activate the exchanges you need here: https://www.sierrachart.com/UserControlPanel.php?page=DenaliDataFeed After that: Re-download all the data in the chart by going to the chart and selecting "Edit >> Delete All Data and Download". You just need to do this once per symbol and not for each chart. For more information refer to: Solving Slow/Nonresponsive Historical Data Downloads 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 |
| [2022-11-15 15:32:07] |
| User62936 - Posts: 68 |
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I'm trying to get away from paying for data since I already have to pay at IB (and Sierra Charts is now more expensive now and also the US currency exchange rate makes it also worse) I looked at all the options, and it seems like the cheapest with Market Depth is $11 per month. The CME non professional is only $1.25, but since this is top of book, I assume I wouldn't be able to use IB for the market depth? Or am I missing something? Is there a way to get just the historical data for free like it used to work? I remember how anything older than 10 minutes used to be loaded from the Denali Feed and IB was used for live quotes with market depth. This stopped working I think a year ago for me. |
| [2022-11-15 15:48:27] |
| Sierra_Chart Engineering - Posts: 17272 |
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Well what you can do is pay for the 1.25 USD per month CME option and then use Interactive Brokers TWS for market depth data if you are receiving market depth data through TWS. Is there a way to get just the historical data for free like it used to work? No, this is not supported.
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 Date Time Of Last Edit: 2022-11-15 15:48:45
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| [2022-11-15 15:55:36] |
| User62936 - Posts: 68 |
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Well what you can do is pay for the 1.25 USD per month CME option and then use Interactive Brokers TWS for market depth data if you are receiving market depth data through TWS.
This would be a good solution, but I assumed that once the data comes from the Denali exchange, then data won't come from IB. I assume that the market depth and live quotes are all on the same data stream, so its either all from IB or all from Denali. Its cheap to find out if this works though by just signing up for the $1.25 plan which I guess I will try after market close today. |
| [2022-11-15 16:22:13] |
| Sierra_Chart Engineering - Posts: 17272 |
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Yes it is correct that within Sierra Chart the data for a particular symbol would come either from the Denali Data Feed or from TWS. One of the other. It is all completely one of the other. But if you are receiving market depth data for the exchange within TWS you can still use the TWS interfaces to look at that market depth data within TWS. Not sure if this is going to be what you are looking for though. 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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