What is the InteractiveBrokers code for CL?

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To post a message in this thread, you need to login with your Sierra Chart account:. Thu, 05 Apr We will add an option to not insert trades from Daily Volume messages and then you can evaluate what works best for you. There is a good reason why we do that processing because sometimes there is trading that occurs, but TWS will only send daily volume messages. There used to be a way to disable this, but we force this feature on because if someone inadvertently disables it, then we would receive feedback from them asking why their chart bars look sparse and incomplete.

So unless IB has changed the data feed, we would likely think that you would keep the interactive brokers trader workstation api oil on.

Although, we want to provide you the capability to interactive brokers trader workstation api oil your own evaluation. The problem with this is that if you find you need to keep this on, we might as well take the option out. This is now supported in the latest Sierra Chart version: When using the Interactive Brokers Trading service, this functionality to simulate a trade in order for the Intraday chart volume to match the Daily Volume messages, has shown to cause volume spikes in Intraday charts.

Therefore, this can be disabled for Interactive Brokers. Actually, there is a way to disable this. More information about this here: Why do not you use it? Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy: IB's documentation mistakenly says that RTvolume is passed by tickGeneric but this is wrong. RTVolume is a interactive brokers trader workstation api oil and is passed by the tickString event.

When I use IB's demo account edemo I also get numbers like and However, when I use my IB account, I get more realistic data with prices around Looks like you are now retrieving the proper info from the data feed.

To post a message in this thread, you need to login with your Sierra Chart account: Login Page - Create Account. Service Terms and Refund Policy. A lot of postings deal with volume issues with Interactive Broker's datafeed. SC developers have indeicated that the data feed is missing trades, so the volume is understated.

To compensate, SC adds phantom trades to make up for this missing volume. The SC developers have suggested that alternate brokers or alternate data feed providers be used if the quality of IB's data feed is inadequate. Unfortunately if you reside in Canada especially British Columbiathere are very few alternate brokers available to replace Interactive Brokers and provide comparable trade commissions. The resulting feed data differs quite significantly when compared to Interactive brokers trader workstation api oil Chart's version of the IB data feed.

To measure the accuracy of the data feed, I have compared the feed to Sierra Chart's two data feed backfill services: Using the crude oil futures symbol, CL, I created 10 minute bars using the four different data feeds, and compared their volumes: However the closest match is my custom data feed and SC historical data.

I believe the addition of phantom trades by SC is the cause of the large volume numbers. I have attached two screen shots of the 10 minutes charts using the various data feed, showing the market profiles of the bars. The shots show that my custom data feed matches SC futures backfill data fairly closely, while Sierra Charts data feed using IB data does not. I hope this information illustrates my point that a better data feed using Interactive Broker's data feed and API can be created.

My programming skills as rather crude, so I am sure the SC developers would have not problem improving upon my attempt. I can submit details about the coding of the custom data feed if anyone is interested. Sierra Chart Engineering - Posts: This posting is very puzzling to us.

We have addressed this problem for you and for others and made it very clear here: Here is the documentation once again for this: There is nothing new here.

We assumed you followed our suggestions and you continued to indicate there was a problem with the data feed, and we said this is an IB problemwhich is correct if you continued to have an issue after following our instructions, so there was nothing for us to do.

And there still is not. We have for years, based on user feedback heard about incomplete data from IB. So we know there is and has been a problem. Maybe they have made some improvements which seem to be indicated in your testing. There was a good reason why Sierra Chart would simulate trades to match the daily volume messages. This was implemented many years ago based upon how the data feed from Interactive Brokers worked many years ago and this information was explained interactive brokers trader workstation api oil us by a user.

What TWS would do, is when the price does not change they interactive brokers trader workstation api oil not send a new price but instead just increment the daily volume. So the only accurate way to chart it was to do processing with the daily volume messages. We are just providing some background here. This may not be necessary currently or in the CL Futures market. Date Time Of Last Edit: Thanks for the quick reply. I have not interactive brokers trader workstation api oil your suggestions about using the TrueRealTimeData option.

I recognize it as being very innovative and a significant improvment. Although I do not fully understand the details of how it is implemented, I see that it provides accurate volume. This was added to help provide accurate tick volume data. I used it to create the custom data feed. OK, we looked this up and we see it. Clearly we have not been using this and did not consider the usefulness of it.

So we have learned something here. We will have to see how best to implement this. We have implemented the use of RT volume, but we could not test it. This is in version Let us know how it works. But we wonder if it's going to work properly with all symbols. In any case, after considering this some more, while it may be helpful with volume, it still does not solve the problem of IB providing incomplete Tick by tick data.

You really have to use the True Real-time data for complete bars. When I delete the intraday data and it reloads the data again it seems to be ok. Please update to the very latest version. The changes have been removed. We are not even clear if there interactive brokers trader workstation api oil any practical solution at this point. We will have to review it later on. I have tested the IB data feed using verion and found the same problem as reported by Tonkadad.

I continue using my custom version of IB's data feed using an implementation of "RTVolume" to retrieve volume information. I have calculated that this custom datafeed is This is difficult for us to test because we do not have access to a standard Interactive Brokers data feed. Also how do you use RT Volume? It is a completely separate value independently sent. In our testing we did not receive any data for it. So we are just making guesses about interactive brokers trader workstation api oil.

The way we were using it was the same the standard Daily Volume messages. And we were no longer processing the Daily Volume messages. Interactive brokers trader workstation api oil requesting market data how did you set generic ticks. We were using "": Otherwise, because we do not have access to the actual live interactive brokers trader workstation api oil it is hard to evaluate how we should do this.

Here is what I used to code the data feed: The market data will be returned by the tickPrice and tickString events. This is the issue. We will solve this. For tick type 48 on the TickString event, we are getting the last trade price. We are testing ES June futures and getting a number like Highly interactive brokers trader workstation api oil we are doing anything wrong with the data processing.

This is on the "edemo" username.

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It has examples and lists some common symbols. All symbols other than simple stock symbols for IB require special formatting. If you enter an incorrect symbol, then you will receive this message in the message log: You can go to the IB symbols page to look up the symbol and exchange if necessary to use in the symbol formats described on this page.

The symbol you will use in WinTrend to access IB data consists of the symbol of the instrument you want plus the exchange code and some other information. All of this together makes up a complete symbol.

Other than for stock symbols, the exchange and other information needs to be specified. One reason you may receive a symbol error is because your IB account may not be enabled for the symbol you are using.

You will need to contact IB to have your account enabled for the particular exchanges you need data for. List of IB Symbol Formats 1. Futures Options Format 6. Currency Pair Format Example 1. Stock Format General Format: The letter S stands for stock. If you do not receive data using this format, use format 2 shown below instead. Futures Format 2 Example General Format: The letter U specifies the month of September. The number 3 specifies the year.

The underlying symbols for futures can be looked up on the IB web site. Index Format General Format: The letter I stands for index. You need to know the exchange it's on. IND can also be used instead of I. No History is available. Option Format General Format: FOP stands for Futures Option.

There is a space between the 4 and the P in this symbol. Advancing Issues minus Declining Issues.