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HSI Futures Volume data on TPO and Footprin completely different from Interactive Brokers

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[2024-06-03 10:27:38] #1 [Go To First Post]
User898836 - Posts: 4
Hi, I have connected to Interactive Brokers data feed which I have Level 2 subscription for live data on HKFE products. For HSI futures contract. The volume data on footprint chart, TPO profile and Time and Sales data are different (alot of volume is missing) from what I am seeing on Trader workstation from Interactive Brokers. Can you please help? Thanks, Calvin

[2024-06-03 16:03:26] #2 [Go To First Post]
John - SC Support - Posts: 34254
There really is nothing we can do. You would have to check with Interactive Brokers to see why you are missing data. You might want to look at the underlying data and see if there is some specific time that is missing. If there is missing data, you can try to redownload it by following these instructions: Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Retrying the Download When There is Data in the Chart For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-06-13 13:10:50] #3 [Go To First Post]
Sierra_Chart Engineering - Posts: 16292
We apologize for the delay with this. The first thing we want you to do is to follow through the instructions here so we can see what data is coming from Interactive Brokers: Follow the instructions here to clear the Message Log: Message Log: Clearing the Message Log Fully re-download the data in the chart by going to the chart and selecting "Edit >> Delete All Data and Download". Only use this command from the Edit menu at the top of the main window or chart. Or, in the case of a Continuous Futures Contract chart, follow these instructions: Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data After about a minute provide a copy of the Message Log following these instructions: Support Board Posting Information: How to Post Your Message Log (Required In Some Cases) We will then determine what the problem is. 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

[2024-06-24 04:04:57] #4 [Go To First Post]
User898836 - Posts: 4
Dear Sierra_chart Engineering Team, I have just send the message log per your instruction on my problem with my footprint and times and sales and volume. Please check the message log I sent a couple minutes ago at 12:02pm hong kong time. Thanks and Regards, Calvin

[2024-06-25 22:05:44] #5 [Go To First Post]
Sierra_Chart Engineering - Posts: 16292
One thing to be aware of is that historical data from Interactive Brokers definitely does not contain the necessary data for Numbers Bars. There is no solution to that. The missing volume, is it with historical data or during real-time updating of the chart? It would not surprise us if you notice this during real-time updating of a chart, and there is no solution for that. Since all the trades are not going to be transmitted by TWS. There may be some message types, that do transmit the data but they are not supported by Sierra Chart for various technical reasons. 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: 2024-06-25 22:06:50

[2024-06-26 04:17:20] #6 [Go To First Post]
User898836 - Posts: 4
1. "necessary data for number bars" do you mean the footprint data ? which I am seeing 0x0 for all price point from historical data 2. missing volume is only with real-time session which I seeing partial volume and partial footprint data (e.g. 2x4,4x7, and not 0x0)at each price point. therefore, both volume and footprint data are incomplete and incorrect. in historical data, the volume are complete and correct, but as i mentioned, footprint data is only showing 0x0

[2024-06-28 17:17:34] #7 [Go To First Post]
Sierra_Chart Engineering - Posts: 16292
1. Yes referring to footprint type of charts. You will see 0 x 0 for the data in the chart from Interactive Brokers historical data but data recorded in real time you should see the numbers. 2. Yes actually this does make sense it would be like that, with the particular data feed Sierra Chart is using with Interactive brokers because it is just a snapshot type of data. It is not the full tick feed. Yes this does make sense: in historical data, the volume are complete and correct, but as i mentioned, footprint data is only showing 0x0 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: 2024-06-28 17:18:19

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