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Direct MessagesDate/Time: Fri, 20 Sep 2024 06:45:32 +0000
Market depth for Sierra data and IB trading account
View Count: 1861
| [2014-09-23 13:32:36] |
| User76539 - Posts: 18 |
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Hi all, I do not see market depth data from IB. I am using Sierra data and trading account at IB. TWS is version 9452. thank you mirek |
| [2014-09-23 15:38:43] |
| User59235 - Posts: 4 |
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hello, same here, when i open the sierra charts DOM i see only the "Best" bid/ask with no depth. i see this error on the message log: Message from IB: Deep market data is not supported for this combination of security type/exchange. IB Error Code: 10092. Request ID: 100001. | 2014-09-23 15:27:04 please note that: 1. connected to TWS 946.2 stand alone via api 2. i can transmit orders. 3. chart and time & sales updated correctly. 3. in the Data/Trade service settings i removed the "allow supported for sierra chart data feeds" even though i bought SC exchange data feed. 4. i can see the market depth correctly from within the IB TWS. 5. i am using the trail version of sierra charts for evaluation. thanks |
| [2014-09-23 16:40:45] |
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In response to post #1, the reason you are not getting market depth data is because the CME exchange fee you have activated does not include market depth. For market depth the cost is 15.75 USD per month. In response to post #2, ask IB about this: Message from IB: Deep market data is not supported for this combination of security type/exchange. IB Error Code: 10092. Request ID: 100001. 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 |
| [2014-09-23 17:22:45] |
| User76539 - Posts: 18 |
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I am using following subscription: Full CME Group (CME, CBOT, COMEX, NYMEX) for Trading accounts there is no other option to select. If I missed something pls direct me to the link where I can enable it. Full means for me with market depth:-( thx mirek |
| [2014-09-23 17:26:44] |
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There is an exchange fee that includes market depth that you will see when you deactivate that exchange. We recommend deactivating that exchange now. It will remain active until the end of the month and then at October 1 activate the CME Group with market depth exchange fee.
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 |
| [2014-09-23 17:44:09] |
| User59235 - Posts: 4 |
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after a live chat with IB, they said that sierra charts is asking for a combination of the stock + exchange that does not exist. is that possible? after all, every other information other then market depth is visible in sierra charts. Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2014-09-23 17:32:24 Message from IB: Deep market data is not supported for this combination of security type/exchange. IB Error Code: 10092. Request ID: 100001. | 2014-09-23 17:32:24 |
| [2014-09-23 18:14:22] |
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The stock symbol and exchange code that Sierra Chart is requesting is controlled directly by you. Refer to the symbol formats here: http://www.sierrachart.com/index.php?page=doc/IBSymbols.html 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 |
| [2014-09-23 18:36:10] |
| User59235 - Posts: 4 |
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i reviewed the IBsymbols post, sierra charts request information for market depth with the same symbol format it uses for price data (iv unchecked the "allow supported for sierra chart data feeds") I am getting all the other information expect market depth correctly (real time price time and sales etc). so the symbol structure is fine. is there something else i should check? |
| [2014-09-23 19:39:51] |
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IB needs to be more specific about what the particular problem is with the symbol or exchange. Otherwise, we do not know 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2014-09-26 13:57:37] |
| User59235 - Posts: 4 |
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I gave up on IB data feed, are you planning to provide market depth for stocks using sierra charts data feed or support IQfeed market depth? Thank you Date Time Of Last Edit: 2014-09-26 13:58:07
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| [2014-09-26 14:58:08] |
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No and no. The source data feed we have for stocks does not provide market depth and IQ Feed equity market depth is not usable in the way that Sierra Chart requires market depth.
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: 2014-09-26 14:58:22
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