Interactive Brokers Forex Volume Data

Comentarios de corretaje: TradeStation vs. Interactive Brokers Fuente de datos: Tradestation y Interactivebrokers Las tasas de margen de TradeStations están en línea con el promedio de la industria. Mientras tanto, las tasas de margen Interactive Brokers (IB) están entre las más bajas de la industria, y alientan el comercio activo en futuros y ventas en corto. IB ofrece un valor significativo a los comerciantes activos que pueden cumplir con los requisitos. Stocks, ETFs y Opciones: Con TradeStation, tanto las acciones (acciones y ETFs) y las operaciones de opciones tienen un esquema de precios similares. Los operadores tienen la opción de cobrar una comisión fija o por acción (por acciones) y una comisión por contrato (por opciones). La comisión por contrato o por acción se fija en 1,00 por contrato de opción o 0,01 por acción o participación en ETF. Por lo general, un contrato de opción de capital se basa en el subyacente de 100 acciones o ETF acciones, y 100 acciones se negocian por 1,00, sobre la base de la comisión por acción. El precio por contrato no tiene tarifa base y un requisito mínimo de un contrato que es equivalente a 1,00. Mientras tanto, la comisión de tarifa plana es escalonada, y por lo tanto oscila entre una tasa básica de 9,99 más 0,70 por contrato de 1 a 9 operaciones al mes, hasta una tasa base de 4,99 más 0,20 por contrato para 200 y más operaciones al mes. Observamos que el tipo de base o por tipo de cambio en la estructura de fijación de tarifas uniformes se aplica tanto a las transacciones de opciones como a las acciones (acciones y ETFs). La comisión por contrato sobre el precio de tarifa plana sólo se aplica a las operaciones de opción. Como se muestra en la tabla a continuación, los comerciantes más frecuentes o activos comercian por mes, la comisión por comercio más baja que pagan. Además, para las primeras 1.000 acciones por comercio en el esquema de precios por negociación se encaminará directamente de forma gratuita, renunciando a la tarifa directa de 0,004. (Para obtener más información, consulte Cómo puedo evitar que comisiones y honorarios consuman mis beneficios comerciales). TradeStation Opción Comisión de tarifas planas Volumen de comercio mensual Tasa de base o tasa de comercio aplicada a acciones Opciones de amperios Fuente de datos: Tradestation Otras tarifas, como la ejecución de cambios y las comisiones de compensación por mercados, se aplican al comercio de futuros de TradeStation, dependiendo del nivel de membresía cambiaria. El comerciante (por ejemplo, en los tesoros, los no miembros pagan 0,65 y los comerciantes propietarios pagan 0,30) en el CBOT. Monedas Forex: Comercio de divisas en la comisión TradeStation libre porque hace su dinero en los spreads apretados en las operaciones de divisas. Los comerciantes activos y los clientes institucionales obtienen una mejor ejecución, liquidez y spreads, con spreads tan bajos como 1 pip (por ejemplo, los spreads se mueven desde 1,6 pips para EUR / USD para precios minoristas, hasta 1,0 pips para EUR / USD para precios activos). RadarScreen es gratuito para las cuentas exclusivamente de divisas y no incurre en cargos de servicio de cuenta de 99,95. Bonos y fondos mutuos: Los bonos se negocian por una tasa base de 14,95 por comercio más 5,00 por bono y los T-bills se negocian a un precio fijo de 50 por operación. Los fondos mutuos se negocian por una tasa básica de 14,95 por comercio, más cualquier honorario específico del fondo que pueda aplicarse. TradeStation puede cobrar una cuota de servicio mensual de 99.95 si los comerciantes no mantienen un determinado volumen mínimo de operaciones en el mes anterior (como 50 acciones y contratos de opción de ETF, 5,000 acciones o acciones de ETF o 10 contratos de futuros o contratos de futuros 50 vueltas redondas de futuros de una sola acción) o un saldo de cuenta de 100.000 al final del mes anterior (excepto las cuentas sólo para forex). Las primeras 10 cancelaciones de contrato de opción son gratuitas, siempre y cuando las cancelaciones totales no excedan el número de pedidos para el día en el precio de la comisión por contrato. El precio por acción no tiene tasas de cancelación. Interactive Brokers, también conocido como IB: IB trabaja principalmente con dos planes de precios: plan de comisión fija y plan de comisión escalonada. El plan fijo es un tipo fijo para cada transacción (por ejemplo, por operación o por contrato) y es inclusivo (por ejemplo, el IVA incluye tasas de cambio y regulación). No todas las tarifas están incluidas en la comisión de tasa fija, sino que algunas (por ejemplo, las comisiones de transacción) se pasan al comerciante. El plan de comisiones escalonadas es un plan no inclusivo, mientras que las comisiones cambiarias, regulatorias y de compensación, así como el IVA son complementos, y está inversamente relacionado con el número de contratos o el volumen negociado (disminuyendo a medida que aumenta el valor de transacción). Los ahorros transmitidos a los comerciantes incluyen una parte de los descuentos de los intercambios. (Para obtener más información, consulte Interactive Brokers: Comisión, Tarifas y Atención al Cliente). Evidentemente, IB se centra en comerciantes activos e instituciones financieras experimentadas y bien financiadas (como los fondos de cobertura y las firmas comerciales de propiedad). Esto se refleja en su requerimiento mínimo de saldo de apertura de cuenta mínimo (por ejemplo, 10.000 en los EE. UU. y la mayoría de los otros mercados, y un equivalente de 5.000 en la India) y en su requisito mínimo de actividad mensual de 10 en comisión mensual. Si no se cumplen estos requisitos, se obtiene una comisión de actividad igual a la diferencia entre el mínimo de 10 y la comisión efectiva alcanzada. Acciones, ETFs y warrants: En América del Norte, la comisión fija IBs es de USD 0,005 por acción en los EE. UU. y de CAD 0,01 por acción en Canadá, con un mínimo de dólar local de 1,00 y un máximo de 0,5 del valor comercial en México, Es 0.1 del valor comercial, con MXN 60 por acción mínimo y sin máximo. En Europa, la comisión fija suele ser de 0,1% del valor comercial de las inversiones denominadas en euros y en dólares, con un mínimo de 4,00 euros por acción en la mayoría de los mercados (por ejemplo, Austria, Alemania, Bélgica y Francia) y comisiones máximas variables. Se aplican algunas excepciones, en las que la comisión fija en los países nórdicos (Suecia y Noruega) es 0,05 del valor comercial y en el Reino Unido es el tipo básico de GBP 6,00 hasta un valor comercial de GBP 50 000 y para una transacción superior a 50 000 GBP, La tasa base de 6,00 libras esterlinas se aplica al primer GBP 50,000 más 0,05 del valor comercial incremental más de GBP 50,000. En Asia Pacífico (Japón, Australia, Singapur y Hong Kong), la comisión fija es 0,08 del valor comercial con diversos mínimos (por ejemplo, AUD 6,00, NZD 8,00, SGD 2,50, JPY 80,00 y HKD 18,00 para las existencias, HKD 10,00 para los warrants y Productos estructurados y CNH 15,00 para las existencias conectadas entre Shanghai y Hong Kong), sin límite máximo. La comisión escalonada, como se explicó anteriormente, disminuye a medida que el valor comercial (o acciones) aumenta a diferencia de la tasa fija, tanto los descuentos como las comisiones de los intercambios se pasan a los comerciantes. La comisión por niveles, basada en el número de acciones negociadas por mes, oscila entre USD 0.0035, hasta USD 0.0005 en los EE. UU., y de CAD 0.008, hasta USD 0.003 en Canadá, con una comisión máxima de 0.5 del valor comercial más Las tarifas de compensación y transacción aplicables. Los precios por niveles se ilustran en la siguiente tabla. Interactive Brokers En Europa, la comisión por niveles se basa en el valor de la divisa (EUR, SEK, NOK y GBP) negociado por mes (no el número de acciones), con las siguientes comisiones mínimas: EUR 1,25, CHF 1,50 y USD 1,70, y las siguientes comisiones máximas: EUR 29,00, CHF 49,00 y USD 39,00 para las respectivas inversiones en moneda extranjera. Los países del Reino Unido y de los países nórdicos (Suecia y Noruega) tienen comisiones mínimas de GBP 1.00 y SEK / NOK 10.00, sin comisiones máximas. La estructura de comisiones escalonadas en Europa se ilustra en el cuadro siguiente. (EUR) cotizadas por mes Valor (GBP) negociado por mes Valor (NOK amp SEK) cotizado por Mes Fuente de datos: Interactivebrokers Opciones: En los Estados Unidos, todas las órdenes de órdenes enrutadas directas se negocian a una comisión fija de USD 1,00 por contrato y las órdenes de opciones enrutadas inteligentes se cobran una comisión escalonada, basada en el número de contratos por mes y sus primas de opción. Mientras que en Canadá, todas las opciones negocian (sólo) en la comisión fija o fija de CAD 1,50 por contrato. La comisión mínima cobrada por el comercio de cualquier opción en IB es de USD 1,00 por pedido en los EE. UU. y CAD 1,50 por pedido en Canadá. La siguiente tabla ilustra la estructura de comisiones escalonada para opciones en los Estados Unidos. IB Comisión de Estados Unidos sobre órdenes inteligentes de opciones enrutadas por mes Fuente de datos: Interactivebrokers Opciones de Futuros y Futuros: IB cobra comisiones a tasa fija y en niveles (por comercio) por sus futuros y opciones de futuros. En el mercado estadounidense, las comisiones a tipo fijo (todo incluido) son 0,85 para futuros y opciones de futuros, 0,50 para futuros Globex e-mini FX y 0,15 para futuros Globex e-micro FX por transacción. En los mercados no estadounidenses, las tarifas fijas se fijan a un precio fijo por transacción (por ejemplo, CAD 2,40 por transacción en Canadá), o como porcentaje de la transacción (por ejemplo, 0,05 de órdenes de futuros de acciones suecas o 0,01 de órdenes de futuros de la India) . La siguiente tabla es un ejemplo de la comisión escalonada en los EE. UU. y otros pocos mercados importantes. Moneda Forex: IB cobra diferenciales escalonados en operaciones con divisas, que van desde 0,20 puntos básicos, hasta 0,08 puntos básicos del valor nominal. Como se muestra en la tabla siguiente. Fuente: Interactivebrokers Margen de divisas: Los requisitos varían desde un mínimo de 2,5 (apalancado 40 a 1) para monedas muy líquidas y estables como USD, GBP y GBP. CAD a un alto 20 (apalancado de 5 a 1) para las monedas volátiles como los escombros rusos (RUB). Bonos: Los bonos corporativos y los bonos municipales (munis) se negocian en los Estados Unidos a una tasa de comisión escalonada de 10 bps o 0,10 del valor nominal de USD 10.000 (o menos) ya una tasa de 2,5 pb del valor nominal de más de USD 10.000 en el principal. Los bonos del Tesoro negocian a una tasa escalonada de 2,5 pb del valor nominal de USD 1 millón (o menos) en principal ya la tasa de 0,5 pb del valor nominal de más de USD 1 millón. La comisión mínima para todas las operaciones de bonos es de USD 5.00. Recomendamos que los comerciantes se familiaricen con el sitio web de IBs para comisiones de bonos en monedas extranjeras (por ejemplo, HKD y EUR). Metal Commodities (oro y plata): Ellos negocian con comisiones fijas de 0,15 bps del valor mensual, con 2,00 mínimo por transacción. El costo anual de almacenamiento de los activos físicos es de 10 bps. Contrato por Diferencia (CFD): El tipo de CFD de IB no indexado a la tasa diferenciada, mientras que la tasa de comisión diferenciada de US varía de 0.0050 (con un mínimo de 1.00) para un volumen mensual de 300.000 (o menos), hasta 0.0030 0,65 mínimo) para un volumen mensual de más de 100 millones. Mientras tanto, los índices norteamericano y norteamericano IBD CFD negocian a tasas fijas de la siguiente manera: el índice US500 tiene un precio de 0,005 del valor por comercio, el índice US30 tiene un precio de 0,005 del valor por comercio y el índice US Tech 500 A un precio de 0.010 del valor por comercio, todos con una comisión mínima de 1.00 por transacción. Se recomienda que los comerciantes se familiaricen con el sitio web de IBs para comisiones de CFD en divisas (por ejemplo, JPY y EUR). (Para la lectura relacionada, refiérase a Introducción a CFDs). Fondos Mutuos: IB cotiza en fondos de inversión sin carga en los EE. UU. sólo a la tasa fija fija de 14,95 por el comercio (sin precios diferenciados en los EE. UU.), con un mínimo inicial de 3.000. Los fondos europeos se negocian tanto a tasa fija como a tipo de comisión escalonada. La tasa fija es 0,10 del valor comercial mensual, con un mínimo de 4,00 euros y una comisión máxima de 29,00 euros por transacción. La tasa de comisión escalonada, aplicable únicamente a los fondos europeos, oscila entre 0,080 por un valor mensual de 1 millón de euros (o menos), hasta 0,015 por un valor mensual superior a 500 millones de euros, con un mínimo de 1,25 euros y una comisión máxima de 29,00 euros Por transacción. (Para la lectura relacionada, refiérase a Cuál es la diferencia entre una carga y un fondo mutuo sin carga). Las acciones y los ETFs se cotizan de la siguiente manera: Acciones y ETFs a 0,01 por acción con 100 mínimos, opciones a 0,95 por contrato con un mínimo de 95 y futuros y opciones sobre futuros a 3,00 por contrato con un mínimo de 300. Interactive Brokers está maduro con muchos tipos de honorarios que los comerciantes deben ser conscientes de (por ejemplo 500 busto de comercio / tasa de ajuste con el Grupo CME), y por lo tanto, es altamente recomendable que los lectores visitan su sitio web para familiarizarse con IBs extensas tarifas y precios Tanto en dólares como en divisas extranjeras (por ejemplo, CHF). La maestría de la estructura de la tarifa puede jugar a la ventaja de los comerciantes. Por ejemplo, los comerciantes suscritos al paquete de datos de mercado no profesional que realizan transacciones por lo menos 30 en comisión por mes tendrán el 10 costo exento, que también se renuncia en los primeros tres meses para una cuenta con un saldo neto de 100.000. Productos de inversión y acceso al mercado TradeStation: Comercio de todos los principales productos de inversión: acciones (acciones y ETFs), opciones, futuros, bonos de renta fija. T-facturas, divisas y fondos mutuos en múltiples bolsas. Para una extensión, los comerciantes pueden transaccionar CFDs en materias primas sin ninguna comisión, y comercio OTC microchip y acciones de penique vía el OTCBB. Interactive Brokers: IB ofrece todos los productos de inversión que están disponibles en TradeStation y algunos incluyendo índices, futuros de acciones individuales. Futuros sobre opciones, productos estructurados, divisas, CFDs, warrants, commodities de metales, callable bull / bear contract (CBBCS). Una de las características prominentes de Interactive Brokers es que da acceso a 100 centros de mercado en 24 países (por ejemplo, Estados Unidos, Canadá, México, Hong Kong, Singapur, Australia, Reino Unido, Francia, Suecia y Japón) y una amplia variedad De los productos transables. IB tiene una de las ofertas de inversión más versátiles entre las empresas de corretaje en línea. Tiene un mercado donde los clientes pueden acceder a asesores independientes por una cuota. Tecnología, Datos de Mercado e Investigación TradeStation: Es reconocido en la industria por tener algunas de las mejores herramientas y tecnologías que los comerciantes pueden tener a su disposición. Comercio en el hogar, oficina y en movimiento en los escritorios, laptops, smartphones, tabletas y la web. Proporciona plataformas comerciales altamente personalizables (TradeStation y OptionStation) que permiten gráficos avanzados, opciones y calculadoras griegas, barra de comercio rápido y sofisticadas herramientas de entrada de pedidos que permiten opciones de opciones complejas. Las plataformas permiten a los comerciantes configurar macros y atajos de teclado y ventanas preferidas. Portfolio Maestro es una herramienta utilizada para back-testing de estrategia y optimización de cartera. RadarScreen es una sofisticada herramienta basada en honorarios que escanea el mercado de oportunidades y los clasifica para ayudar al comerciante, por lo que es muy recomendable. TradeStation Labs es un equipo de analistas que ayuda a los comerciantes a dominar la plataforma y proporciona investigación y análisis perspicaz. Reconocimiento es una avanzada herramienta técnica de gráficos que analiza decenas de miles de productos de inversión (acciones, futuros y monedas) en intercambios en todo el mundo para identificar los patrones de oportunidades emergentes para los comerciantes. Interactive Brokers: IB también proporciona una plataforma muy avanzada y herramientas para los comerciantes sofisticados. Probability Labs y Option Calculator ayudan a los operadores de opciones a visualizar la mecánica de las opciones y ayudarles en la computación y análisis de la utilidad de la opción, los griegos y la distribución de probabilidad de las opciones. Incluyendo el análisis de escenarios. Option Strategies Widget ayuda a los comerciantes en la creación y prueba de varias estrategias de opciones. Los comerciantes tienen acceso a la investigación, noticias feeds y datos de mercado de Interactive Brokers Information System IBIS (propia investigación y proveedor de servicios de noticias) y otros proveedores de una cuota. IB Risk Navigator es una herramienta gratuita que ayuda a los comerciantes en la gestión del riesgo desde una perspectiva de cartera. Volatility Lab ayuda a los comerciantes a trazar perfiles de volatilidad histórica, prospectiva e implícita y sesgos. La herramienta PortfolioAnalyst realiza un análisis periódico (incluyendo el análisis comparativo de SampP 500) a través de las diversas clases de activos de la cuenta en función de la estructura de la cartera y las características de riesgo / rendimiento. (Para obtener más información, consulte Creación de sistemas automatizados de negociación mediante intermediarios interactivos: negociación automatizada con intermediarios interactivos). Ventaja competitiva: TradeStations ventaja competitiva principal se encuentra en sus tecnologías avanzadas y herramientas que pone a disposición en su plataforma de negociación que compite con los mejores (por ejemplo, TD Ameritrades Thinkorswim). (Para la lectura relacionada, refiérase a la guía de principiantes a la plataforma de negociación de Thinkorswim). La plataforma TradeStations está entre los sistemas más versátiles y personalizables, basados ​​principalmente en el sistema TWS. Mientras tanto, la competitividad de Interactive Brokers se centra en el acceso a unos 100 mercados internacionales en 24 países, ya un conjunto muy diverso de productos de inversión. Las tasas de margen ultra bajas de IBs son muy atractivas para los vendedores a corto plazo. Comerciantes de futuros y grupos institucionales (por ejemplo, firmas comerciales propietarias). Una característica única de IB es su mercado de inversores que combina con comerciantes con diversos proveedores de servicios (tales como corredores y asesores independientes, fondos de cobertura, administradores de dinero, proveedores de educación e investigación y otros). Otra ventaja clave de Interactive Brokers es que es conocida por ofrecer mejoras en el precio de valor a través de su Smart-Router. Los operadores de opciones pueden dirigir sus pedidos inteligentes de títulos no negociables a un cambio que ofrezca el mejor descuento o liquidez. Conveniencia: Estos corredores no son ideales ni recomendados para los principiantes que seguramente se encontrarán aturdidos con estas plataformas muy avanzadas que requieren una curva de aprendizaje escarpada y la compleja estructura de tarifas. TradeStation es el mejor para los comerciantes sofisticados e institucionales que pueden utilizar mejor sus tecnologías avanzadas, dispuestos a pagar por herramientas de valor añadido y la investigación, y puede comprender y navegar eficazmente sus tarifas y los sistemas de precios a su favor. Una vez más, Interactive Brokers es el más adecuado para los comerciantes sofisticados que pueden pagar por sus herramientas y la investigación (en su mayoría provistos por terceros), y puede encontrar valor en el pago de sus diversos servicios, navegar su estructura de tarifas muy complejas a su ventaja, Pagar y encontrar valor en sus servicios en general. Lo que es más importante, IB es más adecuado para los comerciantes que valoran la diversificación de los productos de inversión y el acceso a los mercados internacionales. Estas firmas de corretaje apuntan a la misma clientela (comerciantes experimentados, bien financiados y activos) con pocas diferencias, y esto se evidencia por sus tarifas de actividad mensuales mínimas mencionadas anteriormente. Los comerciantes de día y los comerciantes institucionales que pueden negociar el volumen necesario, tienen las habilidades para maximizar el valor de las herramientas y productos de estos corredores, y pueden minimizar los costos promedio se beneficiarán más de estas empresas de corretaje. Debido a la complejidad de las plataformas y las tarifas onerosas, estos corredores pueden ser perjudiciales para los operadores nuevos e inexpertos, los comerciantes poco frecuentes y los que no están bien financiados para aprovechar los esquemas de precios. Estos corredores atraen a los comerciantes con la promesa de herramientas avanzadas y un mayor acceso a los mercados y las opciones de inversión, incluidos los intercambios internacionales, y no sobre la base de la estructura de precios simple y barato o promociones atractivas. Como ambos corredores están plagados de numerosos y complejos honorarios, los comerciantes deben pasar suficiente tiempo para familiarizarse. Interactive Brokers tiene una estructura de tarifas y precios especialmente compleja. Dada la complejidad de estas tarifas, recomendamos a los comerciantes que visiten cada sitio web de los corredores y estudien extensamente las estructuras de precios y tarifas. Un contrato (póliza) en el cual un individuo o entidad recibe protección financiera o reembolso contra pérdidas de un. La parte del beneficio de una empresa asignada a cada acción en circulación de acciones ordinarias. El beneficio por acción sirve como indicador. Desde la elección de Donald Trump, las expectativas de inflación se dispararon, ya que muchos creen que sus políticas llevarán a aumentos de precios. La generación de individuos de mediana edad que son presionados para apoyar tanto a los padres envejecidos como a los niños en crecimiento. El sandwich. Las operaciones de petróleo y gas que tienen lugar después de la fase de producción, hasta el punto de venta. Operaciones aguas abajo. El nombre dado al jueves, 24 de octubre, 1929, cuando el promedio industrial de Dow Jones cayó 11 en el abierto en volumen muy pesado. CORRIENTES INTERACTIVOS DATOS PLUGIN AmiBroker Ahora apoya citas en tiempo real de Corredores Interactivos TWS IMPORTANTE: USTED NO NECESITA INSTALAR el complemento si instaló AmiBroker 5.70 o posterior. Ya está instalado por la configuración de AmiBroker. Soporta hasta 100 símbolos de transmisión en tiempo real (igual al límite IB TWS) soporta todos los intervalos de tiempo de base: 15, 5, 1-minuto, 15-, 5 segundos, marca la conexión automática (no necesita cotizar manualmente la conexión entrante en TWS) soporta hasta 30 (180) DAYS datos intradía BACKFILL en intervalo de barra de 1 minuto hasta 2000 barras de relleno utilizando intervalos de barra de 1 seg / 5 seg / 15 segundos funciona en todas las versiones de Windows de 32 bits 180 días el relleno puede ser lento Debido al IB que estrangula las solicitudes de relleno. NOTA SOBRE EL RENDIMIENTO IB / TWS: El relleno IB / TWS es muy limitado (1 símbolo a la vez) y MUY MUY lento. IB bloquea los rellenos y no puede enviar más de 60 solicitudes en 5 minutos (equivale a un mes de datos de 1 minuto para 12 símbolos solamente). Para rellenos mucho más rápidos recomendamos eSignal o IQFeed. REQUISITOS IMPORTANTES DEL SISTEMA NOTA: mientras que AmiBroker no tiene requisitos grandes (vea la página Getting Started), Interactive Brokers TWS es una aplicación basada en Java que tiene memoria y CPU con hambre. Usted tendría que tener al menos 800MHz CPU para usar TWS. Ver la página oficial de requisitos del sistema de TWS: interactivebrokers / es / software / requirements. php NOTA IMPORTANTE SOBRE EL RETROCESO DEL IB EN EL MODO TICK: La mejor resolución de BACKFILLS que Interactive Brokers TWS ofrece es de 1 SEGUNDA barra. Esto significa que aunque puede recopilar datos en tiempo real de transmisión en formato de tick, el relleno siempre tendrá resolución limitada a barras de 1 segundo. También los datos de transmisión de IB TWS no son tick-by-tick, sino más bien instantáneas de 0.2-0.3 segundos, lea esto para más detalles: interactivebrokers / cgi-bin / discus / board-auth. plfile / 2 / 37364.html Por esta razón le recomendamos Usando intervalos más altos como 5 seg, 15 segundos o mejor aún 1 minuto. Para Windows XP, Vista, Windows 7, Windows NT, 98 incluye una corrección de compatibilidad para TWS 907 Para Windows XP, Vista, Windows 7, Windows NT, 98 Actualizado para AmiBroker 5.30 (ya está incluido en la configuración de AmiBroker 5.30) 2.0 .2. Lanzado el 2 de octubre de 2009 para Windows XP, Vista, Win 7, Win 2000, Win NT, Win98 soporta 64 bit de fecha / hora y volumen de float / openint (AmiBroker 4.27 y superior) en Vista y Windows 7 versiones anteriores de IB plugin se estrelló cuando Solicitando un símbolo no válido porque la función AfxIsValidAddress está rota en Vista / Win7. Se corrigió reescribiendo el código para no utilizar AfxIsValidAddress. Fijar para los índices no-US negociados con diversas monedas que USD 1.8.2 lanzado el 23 de octubre de 2008 el plugin ahora acepta los códigos del tipo de la seguridad de la sola letra además de los códigos de 3 letras. Ahora el tipo de seguridad puede ser: S o STK para acciones F o FUT para futuros O o OPT para opciones P o FOP para opciones de futuros C o CASH para monedas (Forex) I o IND para índices Se proporciona para acortar los símbolos de los instrumentos citados En monedas no estadounidenses para que se ajusten a una longitud máxima de 25 caracteres. Por ejemplo, el FSMI DEC 08-SOFFEX-F-CHFquot (futuros de índices suizos cotizados en CHF) 1.8.1 publicado el 22 de octubre de 2008 debido a la posible ambigüedad del enrutamiento SMART cuando el mismo símbolo se comercializa con múltiples monedas, IB plugin permite ahora especificar CURRENCY En un símbolo. El formato de símbolo es ahora: SYMBOL-EXCHANGE-TYPE-CURRENCY. Todos los símbolos que no tienen especificación de moneda explícita usan USD ahora (excepto forex). La moneda predeterminada es USD y se utiliza cuando no se especifica nada como la cuarta parte del símbolo. Por ejemplo, MSFT obtiene internamente resuelto a MSFT-SMART-STK-USD1.8.0 lanzado el 15 de octubre de 2008 (obsoleto - por favor use 1.8.1) fijar a quotduplicate ticker IDquot error ocurriendo con el TWS más reciente cuando más de 5 días de relleno fue solicitado 1.7 .1 publicado el 10 de junio de 2008 Ampliado el relleno hasta 180 días (experimental / puede ser lento / sujeto a estrangulamiento IB) (reabastecimiento de un año eliminado debido a la inestabilidad) 1.7.0 publicado 8 de mayo de 2008 Para el inventario) Ampliación del relleno 180 días (experimental / puede ser lento / sujeto a estrangulamiento IB) Mejor manejo de reconexión automática en la desconexión de la red Actualización del manejo del código de error (código 162 - Disminución de la carga de la CPU durante los períodos de alta actividad actualizado a TWSAPI más reciente 9.0 y probado con el más reciente TWS 863, así como 862 y 861. 1.6.6 publicado 6 de julio de 2006 PrimaryExchange ahora se establece en cadena vacía y sólo símbolo local se utiliza al solicitar datos. Esto resuelve un problema de símbolo equivocado ocurrido en algunas cuentas durante las últimas 2 semanas después de cambios aparentes en IB. 1.6.7 lanzado el 31 de marzo de 2006 ahora la conexión de corriente utiliza el pequeño almacenador intermediario, mientras que la conexión del relleno utiliza la protección agregada grande del almacenador intermediario contra parar el relleno cuando el usuario rueda a través de la lista de símbolo y el ticker inválido se encuentra Mensaje de error de mensaje de error TWS 165 (desconexión HDMS) - permite la solución alternativa de reducción de TWS añadido quotCancel Backfillquot opción de menú añadido quotMinimumquot longitud de relleno que se rellena en menos de un día si ya tiene algunos datos de hoy más recientemente La longitud seleccionada del relleno se almacena entre la sesión agregó la conexión separada para el relleno a la solución los problemas de TWS con colgar los rellenos más la reconexión automática si los tiempos de relleno terminan o las desconexiones de HDMS agregaron algunas comprobaciones de tiempo de ejecución para los punteros válidos a la solución. Son descargados de la memoria de plugin agregó la notificación getquotes para usar en versiones futuras de AmiBroker problema fijo con los símbolos - IND (bug apareció en 1.5.0) 1.4.4 código de socket reutilizado (uno más nuevo estaba funcionando bien en todas menos una máquina) 1.5 .0 publicado el 27 de enero de 2006 La duración de 1-minuto del relleno ahora se extiende a hasta 30 días. Usuario seleccionable desde el menú del botón del ratón DERECHO sobre el área de estado del complemento. (Tenga en cuenta que debido a la limitación de TWS, los rellenos de más de 5 días se dividen en bloques de 5 días y se descargan secuencialmente) Implementado solución a IB manera extraña de enviar tickSize eventos El problema es que IB veces repite muchas veces la misma marca y algunas veces omite algunas garrapatas y Los acumulan en un evento tickSize LASTSIZE. Esto se debe a que el feed de IB no fue diseñado como tick-by-tick y nunca tuvo la intención de crear series de timeampsales, sino únicamente para actualizar la cuadrícula de visualización de TWS. Ahora el complemento intenta solucionar esta rareza ignorando los eventos duplicados tickSize LASTSIZE (con el mismo tamaño) y corrigiendo ticks faltantes use el volumen CUMULATIVO enviado con el evento tickSize VOLUME. La corrección es necesaria porque sin ella acabaríamos teniendo un volumen total incorrecto (a veces las operaciones reales pueden tener los mismos eventos, por lo que múltiples REAL ticks pueden tener el mismo precio / tamaño, desafortunadamente no hay forma de detectar cuando se trata de comercio real o duplicado generado por IB , Por lo que la corrección de acuerdo con el volumen acumulativo es la única manera de ir). Plugin ahora acepta quotOquot y quotOP como especificación de tipo y lo trata como quotOPTquot Esto permite obtener cotizaciones para algunas opciones que tienen símbolos muy largos (más de 26 caracteres permitidos por AB). Por ejemplo, para obtener opciones de DAX utilice estos símbolos: C ODAX MAR 06 5500-DTB-O P ODAX MAR 06 5500-DTB-O (tenga en cuenta que hay DOS espacios entre 06 (año código) y 5500 (precio). Problemas con Microsofts Implementación de CSocket buggy IB API mensaje de error 165 se utiliza ahora para detectar cuando el relleno está disponible o no (cuenta de demostración, por ejemplo, no ofrece relleno) partes de la API núcleo reescrito para utilizar sockets de buffer rápido - da hasta 10x mejora de rendimiento Utilizado código EClientSocket suministrado como parte de TWS API Desafortunadamente, este código estaba usando un solo byte-a-tiempo de lectura de socket y fue terrible cerdo de rendimiento cuando los rellenos fueron más de un día. Un nuevo código de socket tamponado es capaz de leer Hasta 4096 bytes a la vez) relleno completo de 5 días para todos los símbolos (intervalo de 1 minuto) IDEALPRO ahora usa MIDPRICE en lugar de BID para obtener un relleno más limpio, pero el usuario puede volver a BID en la pantalla de configuración. Esta versión ofrece un rendimiento ligeramente mejorado (menos uso de la CPU) 1.4.1 lanzado el 13 de junio de 2005 Esta versión corrige la actualización en tiempo real para el mercado IDEALPRO (forex), es decir, símbolos como EUR. USD-IDEALPRO-CASH se actualizan correctamente en tiempo real. (IB no envía las últimas actualizaciones de precio / tamaño del mercado para Forex, de modo que se utilice el precio de la oferta), es compatible con el relleno (lea a continuación los detalles). No requiere ninguna instalación de API. Ya está incluido en la configuración completa de AmiBroker 4.70.5 a) el relleno no está disponible en las cuentas DEMO (esta es la limitación de TWS) b) los datos de relleno para algunos símbolos pueden no estar presentes en los servidores IB c) UseRTH (relleno prolongado horas on / Apagado) no parece estar funcionando (bug en TWS reportado a IB ya) d) TWS soporta solo un relleno a la vez, por lo que el complemento impide que se dispare más. NOTA: Interactive Brokers TWS es una aplicación que requiere mucha CPU, por lo que para obtener los mejores resultados se recomienda utilizar una máquina con un procesador de 1GHz o más rápido. Para utilizar el complemento de datos de Interactive Brokers con AmiBroker es necesario: NO DEBE INSTALAR el complemento si instaló AmiBroker 5.70 o posterior. Ya está incluido. Descargar IB plugin desde: amibroker / bin / ib204 / IB. dll Versión actual STABLE de IB. DLL: 2.0.4 y copiarlo a la subcarpeta PLUGINS del directorio de AmiBroker. Ejecute TWS basado en web o descargue TWS independiente En TWS, seleccione Configure - gt API - gt Habilite clientes Active X y Socket Escriba también 127.0.0.1 en el menú TWS, Configure-gtAPI-gtTrusted IP addresses para evitar el cuadro de diálogo quotAllow entrant connectionquot. Ejecute AmiBroker y cree una nueva base de datos con el complemento Interactive Brokers como origen de datos, siguiendo estos pasos: Elija Archivo-gtNueva base de datos Escriba un nuevo nombre de carpeta (por ejemplo: C: Archivos de programaAmiBrokerIB) y haga clic en Crear como se muestra en la imagen siguiente: (R) Plug-in de Combo de fuente de datos y Habilitar desde Almacenamiento de datos local Introduzca 30000 o más en Quot Número de barras para cargar el campo quot Ahora elija Intervalo de tiempo base. Los intervalos admitidos son: EOD, cada hora, 15 minutos, 5 minutos, 1 minuto. Edición Profesional de AmiBroker permite también seleccionar Tick, 5 segundos, intervalos de 15 segundos. Tenga en cuenta que el relleno está en el intervalo de barras de 1 minuto o menos (limitación TWS). Si usted desea tener historias diarias largas Y las cartas intraday usted debe considerar funcionar DOS CUADROS de AmiBroker. Uno para los gráficos EOD y segundo para gráficos intradía. Ambas instancias pueden utilizar IB como fuente de datos. A partir de ahora, su AmiBroker lee citas directamente de Interactive Brokers. El formato de símbolo ahora usa el modo de símbolo de TWS, no el modo subyacente. El modo de símbolo en TWS se puede ver en la opción de menú View-gtSymbol Mode en TWS. El formato es: SYMBOL - EXCHANGE - TYPE - CURRENCY SYMBOL es el mismo que la columna de símbolos que se muestra en TWS mientras que en el modo de símbolo EXCHANGE (opcional) es el cambio d en TWS mientras que en modo de símbolo TYPE (opcional) es uno de los siguientes: STK or S - stocks, FUT or F - futures, FOP or P - options on futures, OPT or O - options, IND or I - indexes, CASH or C - cash (ideal FX) Note that for stocks only the EXCHANGE and TYPE fields are optional. The exchange will be set to BEST (SMART) and the TYPE will be set to STK. Note that SINGLE LETTER type codes are allowed ONLY in version 1.8.2 and above. CURRENCY (optional - ONLY plugin version 1.8.1 and above ) - is the currency that given symbol is traded with. The default for STK, FUT, FOP, OPT, IND types is USD (US dollar). The default currency for CASH (forex) is empty. Please take special care when typing symbols as some of them (futures) have MULTIPLE SPACES in the symbol name. You have to type EXACTLY THE SAME number of spaces as provided in the examples below (see the dashes below symbol name that make it easier to see the number of characters) NOTES ON IB API LIMITATIONS: 1. Backfill is available for REAL IB accounts only (not on demo) 2. Open price is NOT provided by IB. For that reason Open field is empty in real time quote window 3. The data from IB does not include a timestamp on the trades. The current system time is used to timestamp each tick. HOW TO USE BACKFILL FEATURE Backfill feature in plugin 1.3.7 allows to download 24 intraday historical data to fill-in the gaps that may have occurred when AmiBroker / TWS is not running. IB Backfill feature is configurable from File-gtDatabase Settings . Configure : Two main backfill-related settings are: 1. request length 2. automatic backfill When request length is considered, as explained in TWS API Release Notes at: interactivebrokers/en/software/apiReleaseNotes/apiBetanotes. php currently IB backfill feature is limited to some fixed duration / bar interval ranges. For example you can get maximum 2000 1-second ticks, maximum 10000 seconds in 5-second interval (2000 bars), maximum 30000 seconds in 15-second interval (also 2000 bars) and maximum of 5 DAYS of 1-minute bars . By default AmiBroker uses maximum allowable amounts. As for quotautomatic backfill on first data accessquot - when it is checked AmiBroker attempts to backfill symbol when you display a chart for given symbol (or perform backtest or scan). Please note that TWS API currently allows only one backfill at a time so when there is a backfill already running in the background, automatic backfill request for next symbol will be ignored, until previous backfill is complete. It is convenient to have this option turned on, however it can cause additional load on your internet connection because of data needed to be downloaded during backfill process. If you switch quotautomatic backfill on first data accessquot option off, you will still be able to backfill data for current symbol or all symbols in real-time quote window list usign appropriate menu options from plugin status menu. Backfill Current option allows to force backfill of currently selected symbol, while Backfill All RTQ symbols allow to force backfill of all symbols listed in Real-Time Quote window. Backfill of multiple symbols is performed sequentially (one at a time) due to limitations of TWS. During backfilling a tooltip pops up informing the user about symbol being currently backfilled and plugin status color changes to light blue (turquoise) as shown below:Interactive Brokers Trading Service Introduction Sierra Chart works with the Interactive Brokers (Interactive Brokers) trading service. This service provides the Sierra Chart software with historical Daily and historical Intraday data, streaming real-time data, and complete trading services for all types of markets around the world. The Sierra Chart trading interface fully supports trading with Interactive Brokers. To use Interactive Brokers with Sierra Chart, follow the Setup Instructions below. We only recommend the use of Interactive Brokers for experienced traders, those who are technically competent with computers and software, and understand the source of technical problems . The large length of this page confirms the complexity and issues that you will face when using Interactive Brokers. Interactive Brokers does provide many advantages and can be a good choice for many traders, but it is important that you are aware of potential problems and are willing to accept the consequence of them. Even though you may see a particular problem in Sierra Chart when using Interactive Brokers and possibly do not see it in another program, still means the problem is on the Interactive Brokers side. The reason has to do with differences in the way that Sierra Chart may interact with the API and it may be encountering particular problems with TWS or Interactive Brokers which the other programs may not be encountering because the interaction could be different. Sierra Chart will interact with TWS in the most reliable and redundant way. Support policy: Support from Sierra Chart for technical issues encountered when using Interactive Brokers, is within the discretion of Sierra Chart. There are some complex technical issues that a user may encounter when using Interactive Brokers, that can have various causes which are on the side of Interactive Brokers and therefore are outside of the control of Sierra Chart. Therefore these will be hard for us to understand and assist with because they are not within Sierra Chart and the Interactive Brokers system is a highly complex system with many reasons why things can go wrong. Therefore, we will not hesitate to decline support for some issues reported to us involving Interactive Brokers . Be aware of this when making a decision as to whether you should be using Interactive Brokers. What we want to avoid is where you waste a significant amount of your own time because of Interactive Brokers issues and our time gets wasted as well and then you end up giving up. So consider this carefully because we do not want you to get into trouble with Interactive Brokers . From our perspective Interactive Brokers is an unnecessary burden to Sierra Chart support . If you plan to use Sierra Chart with Interactive Brokers consider instead using another supported Trading service if that is reasonable for you. Interactive Brokers needs to adopt the DTC Protocol and implement it 100 percent according to the specifications. When using Sierra Chart for the first time you should not judge the performance of Sierra Chart using Interactive Brokers since it provides a substandard market data system. When evaluating the charting performance of Sierra Chart both historically and in real-time we recommend using the Sierra Chart Real Time and Historical Forex and CFD Data Service which is provided with all Service Packages. This may not be the best introduction for a Trading service, but it is absolutely necessary all of this is communicated upfront. ¿Qué se incluye? Streaming de datos en tiempo real: Sí. Datos históricos intradía: Sí. Limited amount from Interactive Brokers. When using Sierra Chart Service Package 3 or higher and Global Settings gtgt Data/Trade Service Settings gtgt Allow Support for Sierra Chart Data Feeds is enabled, the Sierra Chart Historical Data Service is used for major futures contract symbols and US stock symbols, providing 3 years of historical Intraday data. The data from the Sierra Chart Historical Data Service is 10-15 minutes delayed. The most recent 10 to 15 minutes will still be downloaded from Interactive Brokers. The historical Intraday data from the Sierra Chart Historical Data Service has a minimum time unit of 1 second when using Service Package 3 and 1 Tick when using Service Package 5. Historical Daily Data: Yes. 1 year if from Interactive Brokers. When using Sierra Chart Service Package 3 or higher, Historical Daily data for major futures contract, cash index and US stock symbols is provided by the Sierra Chart Historical Data service. In this case 10 years are available. Historical BidVolume and AskVolume: No from Interactive Brokers . Yes when the Sierra Chart Historical Data Service is used. See above. Live Trading Services: Yes. Comercio Simulado: Sí. Tipos de pedido soportados: Todos. Server Managed OCO (Order Cancels Order): Yes when Global Settings gtgt General Trade Settings gtgt Use Server Side OCO and Bracket Orders is enabled (applies to 1166 and higher). Server Managed Bracket Orders: Yes. Automated Trading (applies to Live or Simulated): Yes. Supports Negative Offset for Stop-Limit Orders: Yes. Amount of Historical Data Available . Interactive Brokers provides 1 year of Historical Daily and 1 year of historical Intraday data. Sierra Chart will always download the full 1 year of Historical Daily data for Historical charts. For Intraday charts, it is not very practical to download 1 year of historical Intraday data all at once from Interactive Brokers. Normally the download will fail and it will take a very long before it completes. Downloading 30 days is more practical. The instructions below explain how to specify the number of historical Intraday days to download. Setup Instructions If you are having a problem connecting to the Interactive Brokers Trading service, then be sure to follow through all of the steps below. To use the Interactive Brokers trading service, you need an account with Interactive Brokers. Go to the Interactive Brokers website and open an account with them if you do not already have one. It is possible to use an Interactive Brokers demo account and log into TWS with the username edemo and password demouser . This should only be used for test purposes though. Run the Interactive Brokers Trader Workstation (TWS) software. It is highly recommended that you use the stand alone TWS software. Not the browser based TWS. Select Edit gtgt Global Configuration on the Interactive Brokers TWS software menu. Go to API gtgt Settings . Enable the Enable ActiveX and Socket Clients option. Set the Socket Port to 7496 . Disable the Read-only API option. Make sure the Component Exchange Separator setting is set to a / . Add a Trusted IP Address for 127.0.0.1.Go to API gtgt Precautions in the TWS Configuration window. It is essential that you enable Bypass Order Precautions for API Orders . Press OK to save the Interactive Brokers API settings. Go to Sierra Chart. Select Global Settings gtgt Data/Trade Service Settings on the menu. Click on the Service list box arrow. Select Interactive Brokers from the list. If you do not see the service in the list box, then refer to this help topic. Click on the Server list box arrow in the Connection Details frame. Select the localhost:7496 server name from the list. If the TWS software is running on a computer different than Sierra Chart, then the Server can be set to the IP address where TWS is running. Enable the Connect On Program Startup option. Enable the Reconnect On Failure option. Optionally enter your Interactive Brokers username and password in the Username and Password boxes. By entering your Interactive Brokers username and password, this enables Sierra Chart to log you into the standalone TWS automatically at the TWS New Login window. Refer to the Automatically Logging Into TWS section. For the downloading of historical data to work correctly, your computers Date and Time need to be set correctly. The last Date and Time in the chart also needs to be correct for that bar. Otherwise, some or all of the data received from Interactive Brokers may be filtered out. If you have problems with historical data, like pacing violations . refer to Interactive Brokers Historical Data Issues and Solutions . Multiple Concurrent Connections to TWS: To have multiple copies of Sierra Chart connected to Interactive Brokers Trader Workstation (TWS), then each copy of Sierra Chart needs to be set to a different Instance Client ID number, set with the Instance Client ID setting in the Connection Details section in the Global Settings gtgt Data/Trade Service Settings window. You can use any of the listed Instance Client ID numbers. It does not matter. You only need to be certain that each copy of Sierra Chart uses a different Instance Client ID number. This Instance Client ID number is given to TWS when Sierra Chart connects to TWS. Accessing All Trade Orders from TWS: If you want to have access to all trade orders entered from TWS as well as orders entered from Sierra Chart, then you will need to set the Instance Client ID setting to 0 . Set the Time Zone setting to the time zone that you want times displayed in. Set the Intraday Data Storage Time Unit to what you require. Set the Data and Other Settings gtgt Default Currency Code to the currency code that will be specified with stock symbols when a currency code or exchange is not part of the symbol. Press OK to close the Data/Trade Service Settings window. Uncheck the Global Settings gtgt General Trade Settings gtgt Use Server Side OCO and Bracket Orders (applies to Sierra Chart version 1166 and higher) option if you want to have Sierra Chart provide the OCO bracket order functionality rather than relying upon what Interactive Brokers provides. In earlier versions of Sierra Chart, this option is located in Global Settings gtgt Data/Trade Service Settings. The Interactive Brokers provided bracket order functionality may not work well. Therefore, we recommend keeping this option unchecked. However, for the ultimate safety, you may want to check this option and rely on the Interactive Brokers functionality because if you lose connectivity to Interactive Brokers, then Sierra Chart cannot properly manage OCO orders. Make sure TWS is running. To connect to the data and trading server, select File gtgt Connect to Data Feed on the menu. If the Window gtgt Message Log window opens and displays messages indicating there was an error connecting to TWS, then perform the following steps: Select File gtgt Disconnect to prevent further connection attempts. Restart TWS (Interactive Brokers Trader Workstation) and make certain TWS is running. It should be running on the same computer where Sierra Chart is installed to. Carefully review the setup steps above again to be certain all of the settings are correct. The most important steps to follow are 2 through 17 above . Make sure the Global Settings gtgt Data/Trade Service Settings gtgt Server in Sierra Chart is set to localhost:port number . The port number can be any port number and further information about this is below. Be sure to follow the step above to add a Trusted IP Address in the TWS API settings (step 7). Disable any firewall software you are running. The built-in operating system firewall can be kept enabled, but you may want to try disabling it as well or make sure it is not blocking TWS or the specified Socket Port. If one of the messages in the Message Log says Failed to connect to the data and trade server. Winsock error: (10061) No connection could be made because the target machine actively refused it. . then try using a different socket port. To change the socket port, select Global Settings gtgt Data/Trade Service Settings . In the Server box enter localhost:7497 (you can use any number). In Interactive Brokers TWS, select Edit gtgt Global Configuration gtgt API gtgt Settings gtgt Socket Port and enter 7497 (use the same number you have set in Sierra Chart). Remove your TWS Username and Password in Global Settings gtgt Data/Trade Service Settings to prevent Sierra Chart from automatically acknowledging any connection related dialog windows. Try connecting to the Data and Trading server again in Sierra Chart by selecting File gtgt Connect to Data Feed on the menu. If there still is an error connecting, then review help topic 1.5 . To open a Historical Chart . an Intraday Chart or a Trading DOM . select File gtgt Find Symbol on the menu. Locate the symbol in the lists and press the appropriate button. If you do not see the symbol listed that you want to use, refer to the Interactive Brokers Symbols page to determine the proper symbol format and manually type the properly formatted symbol into the Selected Symbol box on the Find Symbol window and then open a chart or Trade DOM. You can also yourself add symbols which will be listed in the Find Symbol window, through the Global Symbol Settings. Symbol Limits . Interactive Brokers may limit the number of symbols you can receive data on at the same time. This limit may be increased based on your trading volume. If you try to get Charts or Quotes lines for more than the allowed symbols, then those Charts or Quote lines will not update. You can tell how many symbols Sierra Chart is currently tracking by looking at the number after ST in the right most status box below the Sierra Chart menu. Once you exceed the limit you need to do two things to get updates on the symbols that go over the limit. Reduce the number of Charts open and the number of Quote lines you are using on a Quote Board or Spreadsheet to below allowed number of symbols, and then reconnect to the data and trade server by selecting File gtgt Disconnect on the menu and File gtgt Connect to Data Feed on the menu. Historical Order Fills . Upon a connection to the Interactive Brokers Trader Workstation, Sierra Chart will request 10 days of historical order fills for all of the accounts available on the logged in instance of Trader Workstation. This is to insert any missing order fills into the Sierra Chart Trade Activity Log for trade reporting. However, you may not receive 10 days of historical order fills upon the connection. If you do not, then open the Trade Log in Trader Workstation (TWS) and while the Trade Log is displayed, reconnect to TWS from Sierra Chart by selecting Disconnect and Connect to Data Feed on the File menu. To receive historical order fills, you also need to have Global Settings gtgt Data/Trade Service Settings gtgt Data and Other Settings gtgt Download Historical Order Fills on Connect set to True. Continue with step number 3 on the Getting Started documentation page. Market Data Not Subscribed Through Interactive Brokers In order to receive market data for charts and quote lines within Sierra Chart, it is necessary you are subscribed to the exchange that the Symbol is listed on. If market data is not subscribed, you will see error messages similar to the following in the Sierra Chart Message Log and you will not receive historical and/or real-time data for the symbol: Message from Interactive Brokers: Requested market data is not subscribed. ErrorampDTB/IND/TopDTB/IND/Top. Interactive Brokers Error Code: 354. Request ID: 1. Symbol: DAX-I-DTB. Message from Interactive Brokers: Requested market data is not subscribed. YM SEP15/TOP/ALL. Interactive Brokers Error Code: 354. Request ID: 1. Symbol: YM-201509-ECBOT. HD Request 2 Message from Interactive Brokers: Historical Market Data Service error message:No market data permissions for DTB IND. Interactive Brokers Error Code: 162. Request ID: 2. HD Request 3 Message from Interactive Brokers: Historical Market Data Service error message:No market data permissions for NASDAQ IND. Interactive Brokers Error Code: 162. Request ID: 27. HD Request 3 Message from Interactive Brokers: Requested market data is not subscribed. Interactive Brokers Error Code: 354. Request ID: 28. Message from Interactive Brokers: Invalid Real-time Query:No market data permissions for GLOBEX FUT. Interactive Brokers Error Code: 420. In this case you will need to contact Interactive Brokers and subscribe to market data from the particular exchanges mentioned in these messages. After this is done, restart Trader Workstation. Sierra Chart will establish a new connection and you should then receive market data. Interactive Brokers Market Data Problems There are a wide array of issues you can potentially have with Interactive Brokers market data. They are as follows: Missing historical data (moderately common) Slow historical data downloading (common) Real-time data not updating (uncommon) Incomplete price and volume data ( Completely normal and routine. Happens all the time.) Confusing and complex symbology which can change from time to time (moderately common) No real-time data (Moderately common and depends upon symbol. In particular CFD symbols.) These issues can be solved by using the Sierra Chart Exchange Data Feed which integrates with Interactive Brokers trading services. If you are using the Sierra Chart Numbers Bars feature, then the Interactive Brokers data feed is completely unacceptable for this study and it will require using the Sierra Chart Exchange Data Feed instead. Automatically Logging Into TWS When the Interactive Brokers Trader Workstation software is started and the TWS Login window is displayed, Sierra Chart can enter your TWS Username and Password into the TWS Login window and automatically log into TWS when connecting to the data feed in Sierra Chart. Follow the instructions below. Select Global Settings gtgt Data/Trade Service Settings on the menu. Enter your Interactive Brokers Username and Password in the Username and Password fields for Interactive Brokers. Enable the Reconnect on Failure option. If you do not want to use this feature or have difficulty with it, then clear your Interactive Brokers Username and Password in the Data/Trade Service Settings window. Press OK . Start the Interactive Brokers TWS software. The Interactive Brokers TWS Login window will display. What we have found in the newer versions of this login window is that you may need to click in the User Name box to give it the focus in order for the automatic login process to work properly. To automatically login to TWS when the TWS Login window is displayed, go to Sierra Chart and select File gtgt Connect to Data Feed on the menu. You may need to switch back to the TWS Login window. Do not switch to another program on your desktop while waiting for the automatic login. If Sierra Chart is waiting to reconnect to the data feed ( Waiting to Reconnect is shown in the status window below the Sierra Chart menu), it will also log you into TWS. Keep in mind that when Sierra Chart is waiting to reconnect, the login may not occur right away. To force an immediate connection in this case, select File gtgt Connect to Data Feed from within Sierra Chart. To automate the process to start both the Sierra Chart software and the Interactive Brokers TWS software by using a single shortcut, then you will need to create an operating system command line batch file. This batch file needs to start Trader Workstation (TWS). To find the specific command line to use, go to the existing icon that you use the start TWS. Right-click on it and select Properties . Look at the Target. That is going to be the command line that you need to use in the batch file. You also need to add another line in the batch file to start Sierra Chart. If there any difficulties with this feature, then it is outside the scope of our support to help with it. Do not use it in that case . Running Multiple TWS Instances This section is relevant if you want to run multiple TWS instances when you have two or more Interactive Brokers accounts that you wish to use at the same time. If you simply want to connect multiple copies of Sierra Chart to a single TWS instance, then you only need to configure each copy of Sierra Chart to work with Interactive Brokers and connect them to the single copy of TWS that is running. In this case, follow the Setup Instructions above for each copy of Sierra Chart. It is possible to use multiple TWS (Interactive Brokers Trader Workstation) instances and have multiple copies of Sierra Chart using those instances. For example, you can have two instances of TWS running and have two copies of Sierra Chart also running where one is connected to one instance and the other one to the other instance. The way this is accomplished is by using different port numbers for each TWS instance. Select Edit gtgt Global Configuration gtgt API gtgt Settings from the Interactive Brokers TWS software menu. Set a different Port number for each TWS instance. You need to use the same Port number in the Sierra Chart copy that will be connected to that instance. To set the port number in Sierra Chart, select Global Settings gtgt Data/Trade Service Settings . In the Server box change the number after the colon :. This is the port number. Example: localhost:7494 Market Depth There are several features in Sierra Chart which require market depth data. These include the chart DOM, when it has the Bid Size and Ask Size columns ( Global Settings gtgt Customize Trade DOM/Chart DOM Columns ), the Trade gtgt Draw DOM Graph On Chart feature, and other features. When using any of these features that require market depth, the market depth updates will be automatically started for the symbol of the chart. Keep in mind that you can only receive market depth for up to 3 symbols from Interactive Brokers at a time. This is an Interactive Brokers limitation. If you exceed this limitation, you will not get market depth beyond the best Bid and Ask on the additional symbols. So you need to make certain that you are not using Market Depth features on more than 3 symbols at a time. After you reduce the use of market depth features to 3 charts or less, then reconnect to the data feed with File gtgt Disconnect and File gtgt Connect to Data Feed . Market Depth Data Issues If you experience out of order price levels, or missing price levels in the market depth data from the Interactive Brokers data feed being used in Sierra Chart, then try changing the state of the Global Settings gtgt Data/Trade Service Settings gtgt Data and Other Settings gtgt Clear Out Of Order Market Depth Data option. It is recommended to set Clear Out Of Order Market Depth Data to False. You will need to reconnect to the data feed after changing this setting. Sierra Chart can handle both normal market depth and Level 2 data from Interactive Brokers. Although in the case of Level 2 data because there potentially are multiple entries at the same price level, when this information is displayed through features like the DOM Graph, there can be overlapping levels on the chart. If you continue have issues with the market depth data from Interactive Brokers, consider using the Sierra Chart Exchange Data Feed to replace the market depth data from Interactive Brokers. Using Interactive Brokers True Real-Time Bar Data The standard Interactive Brokers data feed is a substandard data feed which provides incomplete price and volume data. You may want to use the Sierra Chart Exchange Data Feed with your Interactive Brokers account as an alternative. However, Interactive Brokers provides another data feed that updates every 5 seconds which provides the accurate Open, High, Low, Last, Volume values for a 5 second timeframe. Sierra Chart supports this data feed. This data is transmitted at the end of the 5 second timeframe. To use this data feed, enable Global Settings gtgt Data/Trade Service Settings gtgt Data and Other Settings gtgt Record True Real-Time Data in Intraday Charts . After enabling or disabling this option, it is necessary to select File gtgt Disconnect and then File gtgt Connect to Data Feed for the change to go into effect. When Record True Real-Time Data in Intraday Charts is enabled, then Interactive Brokers True Real-time Bar data will be recorded in all Intraday charts no matter what the symbol, if this type of data is available for the symbol. The way that the recording of the True Real-Time Bar data works is that the chart bars will update every 5 seconds using this true real-time data feed. The Time and Sales data, market depth data, Current Quote data, and the last trade price box on the right side of the chart are updated as the standard Interactive Brokers market data feed provides data. So you will have fast updates with Time and Sales data, market depth data, Current Quote data, and the last trade price box, and 5 second updates with the chart bars themselves. When using the True Real-time Data and this data feed is available for a symbol, the Intraday Chart bars are no longer updated with the standard data feed and instead only from this 5 second data feed. The advantage of enabling Record True Real-Time Data in Intraday Charts is that the Open, High, Low, Close, and Volume values for each bar in the chart are now very accurate. Whereas when this option is disabled, all of these values are less accurate. Bid Volume and Ask Volume data are not accurate when using the Record True Real-Time Data in Intraday Charts option. However, in the case of Interactive Brokers, Bid Volume and Ask Volume are not very accurate when not using this option either. When using the Record True Real-Time Data in Intraday Charts option and a true 5 second data record is received from Interactive Brokers, then you will see 4 trades listed in the Time and Sales window for the symbol. They will have a volume of 0. This represents the Open, High, Low and Last trade prices for a True Real-Time Data record. The timestamps of these trades will be at the beginning of the 5 second timeframe. The including of these trades in the updating of the Time and Sales is necessary for trade order related processing. If you do not wish to see these trades within the Time and Sales window, then select the Settings menu. Set the Volume setting to 1. Press OK. Charts Stop Updating . When using True Real-time Bar Data and you notice that the charts stop updating, then you will need to reconnect to the data feed by selecting File gtgt Disconnect and then File gtgt Connect to Data Feed . Based on feedback, we have heard that sometimes the true real-time data feed stops and the only way to restart it is by a reconnection. We have no other solution for this because it is outside of our control. When using this True Real-time Data Feed it does not matter what the Intraday Data Storage Time Unit is set to. The data will always be stored in 5 second units. As of version 1473 true real-time data is not used to fill simulated orders and it is not used for trailing stop orders. The reason for this is that the data is delayed and can cause unexpected behavior when trailing stop Attached Orders become active. The basic problem is that five second old data is used to adjust an order which became active at a particular moment in time using price action which occurred before the order became active. In many cases this will not cause a problem but could be a problem in a fast-moving market. About Interactive Brokers Interactive Brokers, a global electronic brokerage firm, provides professional traders, financial advisors, brokers and institutions low cost execution and clearing services for stocks, options, futures, forex, and bonds. For Interactive Brokers current commissions and information, visit the Interactive Brokers Commissions page. The Interactive Brokers Universal Account allows customers to trade stocks, options, futures, forex, and bonds on over 50 market centers in 14 countries from a single account. Using Financial Advisor Accounts Below is information about using an Interactive Brokers Financial Advisor account with Sierra Chart. Other than the information here, Sierra Chart support does not provide any support for these types of accounts. The functionality is provided as is and you have to evaluate whether the functionality is useful and whether it works properly for you. Due to the interface provided by Interactive Brokers for Financial Advisor accounts, Sierra Chart cannot have reliable integration to these types of accounts. Sierra Chart can submit orders to a Financial Advisor account, but the tracking of Orders and Trade Positions cannot be regarded as reliable. Sierra Chart supports using an Interactive Brokers Financial Advisor account. You are able to submit orders from Sierra Chart to your Financial Advisor account. To configure Sierra Chart for this, select Global Settings gtgt Data/Trade Service Settings . Enable the Financial Advisor Settings gtgt Enable Financial Advisor Account Settings for Trading option. Fill in the other Financial Advisor Settings fields as you require. These fields are provided exactly as you have specified, with all orders submitted from Sierra Chart to TWS (Trader Workstation). The specific text or values to use for the Financial Advisor Settings fields are beyond the scope of this document and of Sierra Chart support. Consult with Interactive Brokers documentation and their support department. The following are the list of the fields that are submitted with orders when using a Financial Advisor Account: When using a Financial Advisor account, most likely you will need to rely upon the Sierra Chart calculated Trade Position data instead of the Position data provided by Interactive Brokers because there may not be Trade Position data for the particular Trade Account you have selected to trade from within Sierra Chart. To do this, refer to the Using Order Fill Calculated Positions documentation. Based on user feedback, when using a Financial Advisor account you may want to disable Global Settings gtgt Data/Trade Service Settings gtgt Download Historical Order Fills on Connect . Current Daily High and Low for Forex Data The current daily High and Low data for the IDEALPRO Forex markets from Interactive Brokers on the real-time data feed may not represent the High and Low for the current date, but instead from a prior day. This will be most obvious in a Historical Daily chart. To avoid this issue in a Historical Daily chart, go to that chart and select Chart gtgt Chart Settings gtgt Advanced Settings and disable Allow Real-Time Updating of Historical Chart . This is an Interactive Brokers issue and we have no control over it. Avoid contacting Sierra Chart support about this. Trading Related Error Messages The following are common error messages that you may see reported in the Trade gtgt Trade Service Log . when making trades through Interactive Brokers from Sierra Chart and their meanings. Order Event Warning:Attribute Outside Regular Trading Hours is ignored based on the order type and destination. PlaceOrder is now being processed. Error Code: 2109. . This message means that the order will be immediately processed and submitted into the market even if the current time is outside of the Regular Trading Hours for the market. Notice: An overfill UpdateOrder call has occurred. . This error message will occur when using an Interactive Brokers Financial Advisor account. It is harmless. While Sierra Chart does have some support for Financial Advisor accounts. Due to the inherent complexity of these types of accounts, Sierra Chart cannot handle all aspects of them perfectly. The reason this occurs is that when you submit an order in a Financial Advisor account, that account may be configured to submit the order into more than one subaccount. Therefore, there is going to be more than one fill reported for the order. These additional fills are from the sub accounts. Message from IB: API client has been unsubscribed from account data. IB Error Code: 2100. . This message means that the Trade Position data updates have been unsubscribed. It is normal to see this message because Sierra Chart has to unsubscribe and resubscribe to the Trade Position data updates in order to force an update of Trade Position data and when there are multiple trading accounts a user may have. Interactive Brokers has a very poorly designed API when it comes to providing Trade Position data updates. Trading Related Issues When using Interactive Brokers you could potentially encounter any of the following trading related issues: Canceled order stays in a Pending Cancel state. Submitted order stays in an Order Sent state. Submitted and accepted order disappears from chart even though it is still working. Current Trade Position is not displayed on chart or on the Positions tab of the Trade gtgt Trade Orders and Positions window. A filled order remains in a Open state on the chart. A Trade Position Quantity displayed in Sierra Chart does not update and is displaying a wrong Position Quantity. This can also be a problem if you are using the Order Fill Calculated Position in Sierra Chart. There are various causes of these issues. From the perspective of Sierra Chart, the general cause is that Interactive Brokers does not provide the necessary order data feedback to maintain a proper state of an order, uses inconsistent symbols, or does not provide the necessary Trade Position data feedback for Positions. If you encounter one of these problems, then you will need to contact Interactive Brokers technical support for help with these. They will need to review your Trader Workstation log file. They may not be able to help you with these kinds of issues. Therefore, please consider carefully whether using Sierra Chart with Interactive Brokers is appropriate. You could also encounter a condition where a submitted order gets rejected and the Status goes to Error for reasons which are not apparent and not stated by the Trader Workstation API. You will need to contact Interactive Brokers about this. Order Not Transmitted When an order is submitted from Sierra Chart to Trader Workstation, it is always flagged to be transmitted by Trader Workstation. There never is any other possibility. Therefore, if you see an order in Trader Workstation submitted by Sierra Chart with a Transmit button next to it, then this means that Trader Workstation is set to not transmit the order automatically. Contact Interactive Brokers support for help with this. Orders Entered from Trader Workstation do Not Appear in Sierra Chart When an order is submitted from Trader Workstation, in order for it to appear within Sierra Chart, it is necessary that Global Settings gtgt Data/Trade Service Settings gtgt Connection Details gtgt Instance be set to Client ID: 0 (Access All Orders) . After changing this particular setting reconnect to the data feed. However, there can be a difference with the Symbol between a chart and the Symbol in the Trade gtgt Trade Orders and Positions gtgt Orders tab which will cause both order fills and working orders not to appear in a chart or Trade DOM. This is due to the very complex and inconsistent symbology from Interactive Brokers. Trade Position Line or Quantity Disappearing or Displaying Zero If you are an Interactive Brokers user, and you do not see the Trade Position for a particular Symbol and Trade Account listed on the Trade gtgt Trade Orders and Positions gtgt Positions tab when the Trade Position actually exists for a particular Symbol and Trade Account, or the Position Quantity is incorrect, or the Position is displayed temporarily and disappears . then update to current version of Sierra Chart. Refer to Fast Update . Updating in almost all cases will not make any difference . Sometimes over the years due to the substandard design of the Interactive Brokers TWS API, there have been problems with Trade Position data from the API that required changes on the Sierra Chart side to resolve. Therefore, by running the current version you can be sure that you have the latest support for Trade Position data from TWS. If this does not resolve the problem, then understand that the problem is on the side of Interactive Brokers Trader Workstation and you must contact Interactive Brokers support for assistance for this kind of issue. Basically the problem is why is it that Trader Workstation (TWS) is not transmitting the Trade Position data for the Symbol and Trade Account through the TWS API to the connected client, in this case Sierra Chart. Interactive Broker support may request the TWS Log files. On the Orders and Positions gtgt Positions tab which displays the Positions, you will see Quantity and Trade Service Position Quantity fields. Normally these will match but could be different for up to 8 seconds. If the Trade Service Position Quantity remains at 0 when there is actually a nonzero Trade Position for a particular Symbol and Trade Account, then the Trader Workstation is not transmitting any Trade Position data to Sierra Chart. For more information about this subject in general, refer to Incorrectly Reported Trade Position Quantity . Another solution is to use the Order Fill Calculated Position. Although with this method you must be very diligent to make sure you have all of the order fills for the Symbol and Trade Account being traded. Other than the information given in this section there is no further support that Sierra Chart can offer with this kind of issue and you should consider whether it is appropriate for you to be using Interactive Brokers. Sierra Chart development and support cannot solve these numerous problems from Interactive Brokers. Either switch to a different supported trading service. or discontinue use of Sierra Chart. Symbol Comparisons and Partial Symbols Interactive Brokers has inconsistent and complex symbology specifications. It is the position of Sierra Chart, that this is a major fault of the Interactive Brokers system and it has no reasonable defense whatsoever. There is also the problem where it is possible to use SMART order routing but a Trade Position update will specify the specific exchange the symbol was filled on and this creates an inconsistency. Therefore, based upon the security type, it often is not possible to match up the symbol provided with a Trade Position update from Interactive Brokers to the symbol of the Chart. For this reason a symbol is partially truncated by Sierra Chart when added to the Trade gtgt Trade Orders and Positions gtgt Positions tab, and when matching it to a chart, the chart symbol is truncated at the same location and a match is performed on the truncated text strings. Therefore, when looking at the symbols on the Positions tab, you may see only a portion of the symbol. This is expected. However, if there are two symbols listed for the same security, this can be a problem and could potentially be the source of the problem where you do not see the current Position Quantity on a Chart or Trade DOM. In this case Sierra Chart support needs to be made aware of this. Also, due to the substandard and complex design of the TWS API, you may see the Symbol for a particular Trade Position display as a number only on the Positions tab. This should only be for a short period of time. Less than about 10 seconds. If you see a number continuously displayed for a Symbol, then Sierra Chart Support should be made aware of this. Interactive Brokers Historical Data Issues and Solutions General Information When using Interactive Brokers, the required historical chart data is downloaded from both the Sierra Chart Historical Data Service and from the Interactive Brokers system. Or depending upon the symbol, the historical data comes completely from the Interactive Brokers system. You can experience many problems when this historical data is downloaded from the Interactive Brokers system. The Interactive Brokers historical data system is not always reliable and works as you would expect. This historical data is also called backfill . You may experience a problem where the Interactive Brokers backfill system does respond, but does not give you data and this is known as a pacing violation or possibly the data is just not available. For information about pacing violations, refer to the Pacing Violations section. You may experience a problem where historical data is not downloaded at all because the Interactive Brokers historical data system does not respond resulting in both a delay with chart updating and missing data. This is called a Timeout and how to deal with it is explained in the No Response When Downloading Historical Data and Timeouts section. When using Sierra Chart Service Package 3 or 5, Historical Daily price data for major futures contract symbols, cash indexes and US stocks, is downloaded from the Sierra Chart Historical Data Service. When using those Service Packages and Global Settings gtgt Data/Trade Service Settings gtgt Allow Support for Sierra Chart Data Feeds is enabled, then historical Intraday data for major futures contract symbols and US stocks is downloaded from the Sierra Chart Historical Data Service except for the most recent 10 to 15 minutes which will come from the Interactive Brokers system. This greatly reduces the problems with historical data from Interactive Brokers since that data is not used. Therefore, use Service Package 3 or 5 when using Interactive Brokers. Avoid making postings on our Support Board about the possibility that the problems are with Sierra Chart. They are not . unless Interactive Brokers has made changes to their historical data system that require us to make changes. Also, do not assume that just because you see a problem with one Sierra Chart version and not in another, that somehow it is a Sierra Chart problem. The problem is simply intermittent and what you see is simply coincidental, or the relevant settings are different. Interactive Brokers is a broker and not a data provider. Review the information in this section about historical data issues from Interactive Brokers. We have done our best to handle the limitations of Interactive Brokers data, however you still will encounter issues. If you require very reliable and complete historical and real-time data, then the very best choice is to use the Sierra Chart Real-Time and Historical Exchange Data Service which is fully integrated with Interactive Brokers trading. Although you may see a chart in TWS and you may not get a chart in Sierra Chart, does not at all imply there is something wrong with Sierra Chart. Their API simply is not delivering the data being requested for various reliability and technical reasons such as differences with request parameters. Sierra Chart also employs special methods to filter out bad data to ensure reliable charts. It is for this reason (although very unlikely in almost all cases) that you may not see data in Sierra Chart compared with other programs. Pacing Violations Interactive Brokers has limits on the amount of historical data you can download during a short period of time. In the Sierra Chart Message Log opened with Windowgtgt Message Log . you may see messages that contain the words pacing violation . This message is from Interactive Brokers and it indicates the limit has been exceeded. There are several different pacing violation rules that Interactive Brokers has. If you get this error, it means you have violated one of their rules. When you get this error, there are some things you can do to minimize it. Follow these instructions: Select Global Settings gtgt Intraday File Update List and remove any symbols that are expired or you are no longer interested in, from that list. Close any charts you have open in open chartbooks for expired futures contracts, so there is not any unnecessary downloading. Interactive Brokers will still give you a pacing violation for historical data requests that return no data. Select File gtgt Data/Trade Service Settings . In the list of Service specific settings on the left, set the Data and Other Settings gtgt Maximum Historical Intraday Days to Download Limit to 15 days or less. The higher this number is set to, the longer historical data will take to download. . You must keep it to a small number to minimize pacing violations and avoid a long time to download historical data. Enable Allow Support for Sierra Chart Data Feeds to use Sierra Chart Historical Data for major futures contract symbols and US stock symbols for Intraday charts. Sierra Chart Service Package 3 or higher is required for this. Data for Historical Daily charts for major futures contract symbols, major index symbols, and US stocks symbols, will always be downloaded from the Sierra Chart Historical Data service if on Service Package 3 or higher. Optionally enable Support Alternate Forex Historical Data to use Sierra Chart Historical Forex data for Interactive Brokers - CASH-IDEALPRO symbols. Sierra Chart Service Package 3 or higher is required for this. Press OK . Select File gtgt Disconnect and wait a few minutes for the pacing violation condition to be removed by Interactive Brokers. Select File gtgt Connect to Data Feed In the case of Intraday charts, follow the Retrying the Download When There is Data in the Chart instructions to re-download the data in the chart to recover missing data. In the case of Historical Daily charts, follow the instructions in Help Topic 6.3 to re-download the data in the chart to recover missing data. No Response When Downloading Historical Data and Timeouts This section explains some things you can do to handle a problem where Interactive Brokers Trader Workstation (TWS) does not respond to historical data requests. Eventually this leads to the historical data request timing out and results in missing data in the chart. In the Sierra Chart Message Log, you will see a phrase that says The download timed out in a line for the Historical data requests. The first thing that you should do is to make certain that you have the minimum amount of charts open and that the symbols of all of those charts are valid and current Interactive Brokers symbols. If you are using an incorrect symbol, then potentially this can lead to this problem. After you have closed some charts for symbols that you do not need or with invalid or expired symbols, then it is necessary to reconnect to the data and trade server by selecting File gtgt Disconnect and then File gtgt Connect to Data Feed . Make sure the Historical Data Timeout Time In Minutes in Global Settings gtgt Data / Trade Service Settings is set to a reasonable time. We recommend 3 minutes. When you see your charts say Waiting to Download or Downloading Historical Data . and there is no response for a while, then restart Interactive Brokers Trader Workstation (TWS) . Be sure you do this within 3 minutes (default) before the timeout occurs. After restarting TWS, Sierra Chart will then reconnect to TWS. When a download timeout does occur, the historical data download will fail for the symbol currently having historical data downloaded and all the other symbols will have the download canceled for them. This occurs if Cancel Active Backfill Requests on Timeout in Global Settings gtgt Data / Trade Service Settings is checked. If it is unchecked, then the remaining symbols will not have their pending downloads canceled and the historical data downloads will continue. However, this may be an excessively long time if the Interactive Brokers system does not respond, which is the reason why we recommend keeping that option enabled. If you are missing historical data in your charts, refer to the Retrying Downloading of Intraday Data section and help topic number 6.3 for instructions to retry the download for Intraday and Historical charts respectively. Slow Historical Data Downloading Downloading historical data from Interactive Brokers is a slow process to avoid Pacing Violations. Also the Interactive Brokers system may respond slowly to historical data requests. If you see Waiting to Download or Downloading Historical Data. Bars may not appear until done. displayed on a chart or charts for an extended time, then follow these instructions: Update Sierra Chart to the current version. Go to each chart you have open in each of the open Chartbooks and make sure the symbol of it is a valid and actively trading symbol. If it is not a valid symbol, then close the chart by selecting File gtgt Close Active Window . The easiest way to go through all of the charts in all of the open Chartbooks is to use Window gtgt Windows and Chartbooks . Select Global Settings gtgt Data/Trade Service Settings . In the list of settings on the left, set the Data and Other Settings gtgt Maximum Historical Intraday Days to Download Limit to 15 days or less. Set Download 5 Seconds Historical Intraday Data to False . Press OK . Select File gtgt Disconnect . Seleccione Archivo gtgt Conectar al feed de datos. Using Sierra Chart Historical Data If your Sierra Chart Service Package includes the Sierra Chart Historical Data Service. then you can use that service for historical Intraday data for supported symbols when using Interactive Brokers. In almost all cases you will want to use the Sierra Chart Historical Data service for much faster and reliable historical data access. In the case of Historical Daily and higher timeframe charts, if your Sierra Chart Service Package includes the Sierra Chart Historical Data Service. then this service is always used for Historical Daily charts for supported symbols. Follow the instructions below to use the Sierra Chart Historical Data Service for Intraday charts. If you require 1 Tick historical Intraday data, then it is necessary that your Sierra Chart account is set to Service Package 5 (Advanced). If not, you can change to Service Package 5. Go to the Change Service Package page to see your current service package and to change it. Select Global Settings gtgt Data/Trade Service Settings . Enable Allow Support for Sierra Chart Data Feeds . Optionally enable Support Alternate Forex Historical Data to use Sierra Chart historical Forex data for Interactive Brokers - CASH-IDEALPRO symbols. Set the Maximum Historical Intraday Days to Download gtgt Non-Tick Data / 1-Tick Data settings to 186 . These settings can be made higher, if you require it. So it is OK to set these to a higher setting as needed. However, keep in mind that for symbols which are not mapped to the Sierra Chart Historical Data Service, that data will still come from Interactive Brokers and instead the Service Setting gtgt Maximum historical Intraday Days to Download Limit setting applies. That needs to be set at 15 or less. Do not make that setting too high, otherwise it will take an extremely long time to download historical data Press OK . Follow the instructions to Update the Symbol Settings. This is an important step to ensure Sierra Chart has the correct Symbol Settings to route data requests to the Sierra Chart Historical Data Service . Select File gtgt Disconnect . Seleccione Archivo gtgt Conectar al feed de datos. Open a chart through File gtgt Find Symbol . In the case of futures contracts, you must use one of the listed symbols to use the Sierra Chart Historical Data Service . Not all of the listed symbols support this service, but if the futures symbol is not listed, then definitely the symbol does not support using the Sierra Chart Historical Data Service. If the symbol in an existing futures contract chart is not using one of the symbols listed in File gtgt Find Symbol . then to change the symbol follow the Changing the Symbol of a Chart instructions. Retry downloading the Intraday chart data again. Go to the Intraday chart and select Edit gtgt Delete All Data and Download . This only needs to be done once per symbol. For further details, refer to the Retrying the Download When There is Data in the Chart section. Support Policy Regarding Interactive Brokers Historical Data Depending upon the symbol and your Sierra Chart service package, historical data may come partially from the Sierra Chart Historical Data Service and partially from the Interactive Brokers historical data system. Or fully from the Interactive Brokers historical data system. In the case where data is partially coming from the Interactive Brokers data system, usually this is only about 10 to 15 minutes of data. The majority of data will come from the Sierra Chart Historical Data Service. Only data for major futures contracts, US stocks and some index symbols comes from the Sierra Chart Historical Data service. If you are encountering a historical data problem involving data from the Interactive Brokers historical data system and you have received at least 15 days of current historical Intraday data or 6 months of historical Daily data, then as a matter of policy Sierra Chart support will not provide any help for the problem you are having. There are several choices you have in this particular case. Use the Sierra Chart Exchange Data Feed if it provides data for the particular symbol you are having Interactive Brokers market data problems with. Live with the problem. Use another supported Trading service. Or discontinue use of Sierra Chart. Also keep in mind that only major futures contracts have Continuous Futures Contract Rollover rules defined for them. Therefore, the Continuous Futures Contract Chart feature will not work with all futures markets unless the rollover rules are defined for them. Missing Data Due to Incorrect Time Zone Settings If you find that you are consistently missing historical data from your charts or the timestamps of chart bars are not correct, then you may have incorrect Time Zone settings. You need to have the correct Time Zone setting in Sierra Chart and in the operating system. It is also imperative that your computers clock is accurately set. For complete information, refer to help topic 38. Interactive Brokers Market Data Error/Status Messages Data Feed Messages from Interactive Brokers with error codes 2104, 2106, 2107 displayed in the Sierra Chart Message Log indicate the status of market data connections to their servers. They are informational messages from Interactive Brokers. Below are examples of these messages and descriptions. Message from Interactive Brokers: Market data farm connection is broken:usfuture. Interactive Brokers Error Code: 2103. Request ID: -1. (This message indicates the connection to the US future market data farm is broken.) Message from Interactive Brokers: Market data farm connection is OK:usfuture. Interactive Brokers Error Code: 2104. Request ID: -1. (This message indicates the connection to the US future market data farm is now OK. If this message follows the message above, then the connection is now OK.) Message from Interactive Brokers: Market data farm connection is inactive but should be available upon demand. usfarm. us. Interactive Brokers Error Code: 2108. Request ID: -1. Interactive Brokers Historical Daily Data In Sierra Chart, you have the option of downloading historical Daily data from Interactive Brokers as 24 hour bars or regular trading session only bars. However, this option will not work when the symbol is mapped to the Sierra Chart Historical Data Service. The data from that service will always contain the full 24 hour of trading for each Daily bar unless the symbol is a stock. To change the setting to download regular trading hours Daily bars, select Global Settings gtgt Data/Trade Service Settings . If the option Data and Other Settings gtgt Download Regular Trading Hours Bars (Daily Bars Only) is set to True . Sierra Chart will only request the regular trading hours Daily bar data. Otherwise, a request for the standard 24-hour Daily bar data will be made. If you made a change to the Download Regular Trading Hours Bars (Daily Bars Only) setting, then you need to re-download the data in the Historical Daily charts to get the regular trading hours bars. You need to do this only once for each symbol. To do this go to a Historical Daily chart and select Edit gtgt Delete All Data and Download . This only needs to be done once for each symbol. Time and Sales Window Data The data that you see for a symbol in the Time and Sales window when using Interactive Brokers consists of 3 categories of data. The first category of data are normal Interactive Brokers trade messages for a symbol. There is no assurance that this data is complete from Interactive Brokers and we cannot help with it . The second category of data is trades which are inserted by Sierra Chart in order to make the volume for chart bars match the total Daily Volume for the symbol. This is documented in the Simulate Trades to Match Daily Volume section. The third category of data is prices which are from the True Real Time Data Feed . If Sierra Chart support has referred you to this section, please do not ask us further about discrepancies. We cannot help with them. And please do not use the argument that you do not see the problem in another program. Such a statement is not relevant to the limitations of the Interactive Brokers substandard data feed. We explain the origin of the data above. You are welcome to use whatever program that meets your requirements. One solution to the problem is to use the Sierra Chart Real-Time and Historical Exchange Data Feed instead of the substandard Interactive Brokers data feed. Orders Disappear after Being Submitted Although They Are Still Open In the case when you submit an order from a chart or Trade DOM and the order disappears within about 10 seconds after being submitted, even though the order is still working and has not yet been filled, follow this procedure for help with this: For the order that disappears, locate the order in the Trade gtgt Trade Orders and Positions gtgt Orders tab. Get the Service Order ID for it. Send an email to APIinteractivebrokers and ask them why when a reqOpenOrders call is made through the API, why is there not a response for the order ID ( tell Interactive Brokers the ID you got from the Service Order ID field in Sierra Chart). The fact that there is no response indicates the order is no longer open. Interactive Brokers may need to see your TWS log file. They will give you instructions on how to provide that. Interactive Brokers Stop Order Trigger Method It is possible to specify how Interactive Brokers Simulated Stop and Stop-Limit orders are triggered. This setting can be changed in Global Settings gtgt Data/Trade Service Settings gtgt Interactive Brokers Stop Order Trigger Method . Changing this setting has no effect upon Stop orders entered directly from TWS. The valid values are as follows: 0 The default value. The double bid/ask function will be used for orders for OTC stocks and US options. All other orders will used the last function. 1 use double bid/ask function, where stop orders are triggered based on two consecutive bid or ask prices. 2 last function, where stop orders are triggered based on the last price. 3 double last function. 4 bid/ask function. 7 last or bid/ask function. 8 mid-point function. Procedure for Providing TWS Log Files Please refer to the below directions for assistance. In TWS, navigate to Edit Global Configure Settings API Settings . Then within Setting change the Logging Level to Detail . Check the box Create API message log file and hit Apply and OK . Replicate the problem again and reply to this e-mail with a new log file attached. Both log files are located within C:JTS directory and it is named log. Day. txt (TWS Log File) and api. clientId. Day. Log (API Log File). Once the logging levels have been adjusted please restart TWS. Now that the adjustments has been made please replicate the issue again then reply back with a new copy of both the TWS and API Log file attached as well as details of the specific order. Historical and Real-time Stock/Equities Data Volume Differences The volume data for equities/stocks from Interactive Brokers is in units of 100s. Therefore, a trade of 100 shares will be reported with the volume of 1. As a general rule Sierra Chart does not alter price or volume data from a Data or Trading service. In the past, Sierra Chart was modifying stock volume data from Interactive Brokers by multiplying it by 100. There have been problems associated with this. And newer versions of Sierra Chart do not do this any longer. When the Sierra Chart Historical Data is set to be used when using the Interactive Brokers trading service, the historical equity/stock data is downloaded from the Sierra Chart Historical Data Service which has volume as actual values. Therefore, the volume values from the Sierra Chart Historical Data Service are higher by 100 times the amount of the Interactive Brokers volume data. Not only is there a problem with the volume numbers being too low from Interactive Brokers but the real-time data as well when not using the Sierra Chart Exchange Data Feed is incomplete. To multiply the volume for stock symbols by 100 so you see the actual volume in Quote Boards. change the Volume Multiplier to 100 for the stock symbol patterns in the Global Symbol Settings . The solutions for Intraday charts for the above-described problems are as follows: Activate the Sierra Chart Exchange Data Feed on your Sierra Chart account and activate the US Equities exchange. As of this writing the cost of this is 45.50 USD per month which includes the exchange fees. With this data feed, both the historical and real-time data will be used from this data feed instead of the Interactive Brokers data. Obviously this is a huge improvement and provides you a reliable data feed. This solves the volume inconsistency and provides you very accurate tick by tick data which is necessary for accurate chart bars. The real-time data is completely matched with the historical data. The second solution is to not use the Sierra Chart Historical Data Service and rely completely upon the Interactive Brokers historical data. To do this, select Global Settings gtgt Data/Trade Service Settings . Uncheck Allow Support for Sierra Chart Data Feeds . When not using the Sierra Chart Historical Data Service . in the stock charts you will want to multiply the volume by 100. To do this select Chart gtgt Chart Settings gtgt Advanced Settings 2 . Set the Volume/Open Interest Multiplier to 100 . Do this for each stock chart. This Volume Multiplier will be reset back to the default of 1 when changing the symbol of the chart. To prevent this, change the Volume Multiplier to 100 for the stock symbol patterns in the Global Symbol Settings. After performing either of the above steps, it is necessary to re-download the data in your Intraday charts to make the historical volume data completely consistent. To do this, go to the chart and select Edit gtgt Delete All Data and Download . This only needs to be done once per symbol. Do not contact Sierra Chart support wanting some other solution to the problem because we have no other solution to offer. If you have any questions about the above, let us know. Last modified Sunday, 13th November, 2016.