IB Charting.
- Thread starter IBsoft
- Start date
IBSoft, thats great. 1 week of backfill will be superb for those times when you're away a few days.
I have a problem with the current version. Let me give you SierraChart Admin's answer and then my question:
Kiwi,
IB does not accept any date or time information in the historical intraday data request. Therefore, only IB can solve this problem.
While Sierrachart have been developing the beta I have been experiencing downloading problems that people in EST have not seen. I believe that this is caused because I am on Brisbane time (GMT+10) and it is ahead of the two exchanges I am downloading from (GLOBEX and HKFE). I have found that if I change the time to EST I can sometimes completely download data (I restart TWS and Sierrachart after changing the time so that they both show the computer's time) but when I am on GMT+10 I experience very poor outcomes.
Here was yesterdays experiment for Sierra
v62a. GMT+10 7:53am
Software version: 62 07:53:18 05/12/05
Usage end date: 8/28/2006 07:53:18 05/12/05
Connecting to data feed server 127.0.0.1 port 7496 .... 07:53:28 05/12/05
Waiting for acceptance .... 07:53:28 05/12/05
Connected to data feed server. Version 18 07:53:32 05/12/05
Next valid data feed ID: 1 07:53:32 05/12/05
Currently no data in file to display. Will start download and updates. c:\SierraChartb\data\6EM5-FUT-GLOBEX.mnd 07:53:45 05/12/05
Starting updates for: 6EM5-FUT-GLOBEX RQN: 20 07:53:46 05/12/05
Downloading intraday chart data for 6EM5-FUT-GLOBEX -> 6EM5-FUT-GLOBEX.mnd 07:53:46 05/12/05
Requesting 86400 seconds of data for 6EM5-FUT-GLOBEX 07:53:46 05/12/05
Data Feed Message: Historical Market Data Service query failed.:HMDS query returned no data. Error Code: 162 RQN: 40 07:53:47 05/12/05
Received 0 records of data for day 0 07:53:47 05/12/05
Intraday download COMPLETE for 6EM5-FUT-GLOBEX 07:53:47 05/12/05
Currently no data in file to display. Will start download and updates. c:\SierraChartb\data\JPY-200506-GLOBEX.mnd 07:54:06 05/12/05
Starting updates for: JPY-200506-GLOBEX RQN: 60 07:54:08 05/12/05
Downloading intraday chart data for JPY-200506-GLOBEX -> JPY-200506-GLOBEX.mnd 07:54:08 05/12/05
Requesting 86400 seconds of data for JPY-200506-GLOBEX 07:54:08 05/12/05
Data Feed Message: Historical Market Data Service query failed.:HMDS query returned no data. Error Code: 162 RQN: 80 07:54:09 05/12/05
Received 0 records of data for day 0 07:54:09 05/12/05
Intraday download COMPLETE for JPY-200506-GLOBEX 07:54:09 05/12/05
Currently no data in file to display. Will start download and updates. c:\SierraChartb\data\HSIK5-FUT-HKFE.mnd 07:54:20 05/12/05
Starting updates for: HSIK5-FUT-HKFE RQN: 100 07:54:21 05/12/05
Downloading intraday chart data for HSIK5-FUT-HKFE -> HSIK5-FUT-HKFE.mnd 07:54:21 05/12/05
Requesting 86400 seconds of data for HSIK5-FUT-HKFE 07:54:21 05/12/05
Data Feed Message: Historical Market Data Service query failed.:HMDS query returned no data. Error Code: 162 RQN: 120 07:54:22 05/12/05
Received 0 records of data for day 0 07:54:22 05/12/05
Intraday download COMPLETE for HSIK5-FUT-HKFE 07:54:22 05/12/05
************************************************** *
Adjust time to EST
Restart IB TWS so that it has correct time. Restart Sierrachart.
Software version: 62 17:57:41 05/11/05
Usage end date: 8/28/2006 17:57:41 05/11/05
Connecting to data feed server 127.0.0.1 port 7496 .... 17:57:45 05/11/05
Waiting for acceptance .... 17:57:45 05/11/05
Connected to data feed server. Version 18 17:57:49 05/11/05
Next valid data feed ID: 1 17:57:49 05/11/05
Currently no data in file to display. Will start download and updates. c:\SierraChartb\data\6EM5-FUT-GLOBEX.mnd 17:58:05 05/11/05
Starting updates for: 6EM5-FUT-GLOBEX RQN: 20 17:58:06 05/11/05
Downloading intraday chart data for 6EM5-FUT-GLOBEX -> 6EM5-FUT-GLOBEX.mnd 17:58:06 05/11/05
Requesting 86400 seconds of data for 6EM5-FUT-GLOBEX 17:58:06 05/11/05
Receiving 5/10/2005 intraday data for 6EM5-FUT-GLOBEX 17:58:11 05/11/05
Received 1380 records of data for day 0 17:58:12 05/11/05
Intraday download COMPLETE for 6EM5-FUT-GLOBEX 17:58:12 05/11/05
Currently no data in file to display. Will start download and updates. c:\SierraChartb\data\JPY-200506-GLOBEX.mnd 17:58:32 05/11/05
Starting updates for: JPY-200506-GLOBEX RQN: 60 17:58:33 05/11/05
Downloading intraday chart data for JPY-200506-GLOBEX -> JPY-200506-GLOBEX.mnd 17:58:34 05/11/05
Requesting 86400 seconds of data for JPY-200506-GLOBEX 17:58:34 05/11/05
Receiving 5/10/2005 intraday data for JPY-200506-GLOBEX 17:58:36 05/11/05
Received 1379 records of data for day 0 17:58:36 05/11/05
Intraday download COMPLETE for JPY-200506-GLOBEX 17:58:37 05/11/05
Currently no data in file to display. Will start download and updates. c:\SierraChartb\data\HSIK5-FUT-HKFE.mnd 17:58:55 05/11/05
Starting updates for: HSIK5-FUT-HKFE RQN: 100 17:58:56 05/11/05
Downloading intraday chart data for HSIK5-FUT-HKFE -> HSIK5-FUT-HKFE.mnd 17:58:56 05/11/05
Requesting 86400 seconds of data for HSIK5-FUT-HKFE 17:58:56 05/11/05
Receiving 5/10/2005 intraday data for HSIK5-FUT-HKFE 17:58:57 05/11/05
Received 270 records of data for day 0 17:58:57 05/11/05
Intraday download COMPLETE for HSIK5-FUT-HKFE 17:58:57 05/11/05
**********************************
Set back to brisbane again. Restarted both applications:
Software version: 62 08:01:49 05/12/05
Usage end date: 8/28/2006 08:01:49 05/12/05
Connecting to data feed server 127.0.0.1 port 7496 .... 08:01:57 05/12/05
Waiting for acceptance .... 08:01:58 05/12/05
Connected to data feed server. Version 18 08:02:01 05/12/05
Next valid data feed ID: 1 08:02:01 05/12/05
Currently no data in file to display. Will start download and updates. c:\SierraChartb\data\6EM5-FUT-GLOBEX.mnd 08:02:31 05/12/05
Starting updates for: 6EM5-FUT-GLOBEX RQN: 20 08:02:32 05/12/05
Downloading intraday chart data for 6EM5-FUT-GLOBEX -> 6EM5-FUT-GLOBEX.mnd 08:02:32 05/12/05
Requesting 86400 seconds of data for 6EM5-FUT-GLOBEX 08:02:32 05/12/05
Receiving 5/12/2005 intraday data for 6EM5-FUT-GLOBEX 08:02:36 05/12/05
Received 3 records of data for day 0 08:02:36 05/12/05
Intraday download COMPLETE for 6EM5-FUT-GLOBEX 08:02:36 05/12/05
Currently no data in file to display. Will start download and updates. c:\SierraChartb\data\JPY-200506-GLOBEX.mnd 08:02:56 05/12/05
Starting updates for: JPY-200506-GLOBEX RQN: 60 08:02:57 05/12/05
Downloading intraday chart data for JPY-200506-GLOBEX -> JPY-200506-GLOBEX.mnd 08:02:57 05/12/05
Requesting 86400 seconds of data for JPY-200506-GLOBEX 08:02:57 05/12/05
Receiving 5/12/2005 intraday data for JPY-200506-GLOBEX 08:02:58 05/12/05
Received 4 records of data for day 0 08:02:58 05/12/05
Intraday download COMPLETE for JPY-200506-GLOBEX 08:02:58 05/12/05
Currently no data in file to display. Will start download and updates. c:\SierraChartb\data\HSIK5-FUT-HKFE.mnd 08:03:10 05/12/05
Starting updates for: HSIK5-FUT-HKFE RQN: 100 08:03:11 05/12/05
Downloading intraday chart data for HSIK5-FUT-HKFE -> HSIK5-FUT-HKFE.mnd 08:03:11 05/12/05
Requesting 86400 seconds of data for HSIK5-FUT-HKFE 08:03:11 05/12/05
Data Feed Message: Historical Market Data Service query failed.:HMDS query returned no data. Error Code: 162 RQN: 120 08:03:12 05/12/05
Received 0 records of data for day 0 08:03:12 05/12/05
Intraday download COMPLETE for HSIK5-FUT-HKFE 08:03:12 05/12/05
I have a problem with the current version. Let me give you SierraChart Admin's answer and then my question:
Kiwi,
IB does not accept any date or time information in the historical intraday data request. Therefore, only IB can solve this problem.
While Sierrachart have been developing the beta I have been experiencing downloading problems that people in EST have not seen. I believe that this is caused because I am on Brisbane time (GMT+10) and it is ahead of the two exchanges I am downloading from (GLOBEX and HKFE). I have found that if I change the time to EST I can sometimes completely download data (I restart TWS and Sierrachart after changing the time so that they both show the computer's time) but when I am on GMT+10 I experience very poor outcomes.
Here was yesterdays experiment for Sierra
v62a. GMT+10 7:53am
Software version: 62 07:53:18 05/12/05
Usage end date: 8/28/2006 07:53:18 05/12/05
Connecting to data feed server 127.0.0.1 port 7496 .... 07:53:28 05/12/05
Waiting for acceptance .... 07:53:28 05/12/05
Connected to data feed server. Version 18 07:53:32 05/12/05
Next valid data feed ID: 1 07:53:32 05/12/05
Currently no data in file to display. Will start download and updates. c:\SierraChartb\data\6EM5-FUT-GLOBEX.mnd 07:53:45 05/12/05
Starting updates for: 6EM5-FUT-GLOBEX RQN: 20 07:53:46 05/12/05
Downloading intraday chart data for 6EM5-FUT-GLOBEX -> 6EM5-FUT-GLOBEX.mnd 07:53:46 05/12/05
Requesting 86400 seconds of data for 6EM5-FUT-GLOBEX 07:53:46 05/12/05
Data Feed Message: Historical Market Data Service query failed.:HMDS query returned no data. Error Code: 162 RQN: 40 07:53:47 05/12/05
Received 0 records of data for day 0 07:53:47 05/12/05
Intraday download COMPLETE for 6EM5-FUT-GLOBEX 07:53:47 05/12/05
Currently no data in file to display. Will start download and updates. c:\SierraChartb\data\JPY-200506-GLOBEX.mnd 07:54:06 05/12/05
Starting updates for: JPY-200506-GLOBEX RQN: 60 07:54:08 05/12/05
Downloading intraday chart data for JPY-200506-GLOBEX -> JPY-200506-GLOBEX.mnd 07:54:08 05/12/05
Requesting 86400 seconds of data for JPY-200506-GLOBEX 07:54:08 05/12/05
Data Feed Message: Historical Market Data Service query failed.:HMDS query returned no data. Error Code: 162 RQN: 80 07:54:09 05/12/05
Received 0 records of data for day 0 07:54:09 05/12/05
Intraday download COMPLETE for JPY-200506-GLOBEX 07:54:09 05/12/05
Currently no data in file to display. Will start download and updates. c:\SierraChartb\data\HSIK5-FUT-HKFE.mnd 07:54:20 05/12/05
Starting updates for: HSIK5-FUT-HKFE RQN: 100 07:54:21 05/12/05
Downloading intraday chart data for HSIK5-FUT-HKFE -> HSIK5-FUT-HKFE.mnd 07:54:21 05/12/05
Requesting 86400 seconds of data for HSIK5-FUT-HKFE 07:54:21 05/12/05
Data Feed Message: Historical Market Data Service query failed.:HMDS query returned no data. Error Code: 162 RQN: 120 07:54:22 05/12/05
Received 0 records of data for day 0 07:54:22 05/12/05
Intraday download COMPLETE for HSIK5-FUT-HKFE 07:54:22 05/12/05
************************************************** *
Adjust time to EST
Restart IB TWS so that it has correct time. Restart Sierrachart.
Software version: 62 17:57:41 05/11/05
Usage end date: 8/28/2006 17:57:41 05/11/05
Connecting to data feed server 127.0.0.1 port 7496 .... 17:57:45 05/11/05
Waiting for acceptance .... 17:57:45 05/11/05
Connected to data feed server. Version 18 17:57:49 05/11/05
Next valid data feed ID: 1 17:57:49 05/11/05
Currently no data in file to display. Will start download and updates. c:\SierraChartb\data\6EM5-FUT-GLOBEX.mnd 17:58:05 05/11/05
Starting updates for: 6EM5-FUT-GLOBEX RQN: 20 17:58:06 05/11/05
Downloading intraday chart data for 6EM5-FUT-GLOBEX -> 6EM5-FUT-GLOBEX.mnd 17:58:06 05/11/05
Requesting 86400 seconds of data for 6EM5-FUT-GLOBEX 17:58:06 05/11/05
Receiving 5/10/2005 intraday data for 6EM5-FUT-GLOBEX 17:58:11 05/11/05
Received 1380 records of data for day 0 17:58:12 05/11/05
Intraday download COMPLETE for 6EM5-FUT-GLOBEX 17:58:12 05/11/05
Currently no data in file to display. Will start download and updates. c:\SierraChartb\data\JPY-200506-GLOBEX.mnd 17:58:32 05/11/05
Starting updates for: JPY-200506-GLOBEX RQN: 60 17:58:33 05/11/05
Downloading intraday chart data for JPY-200506-GLOBEX -> JPY-200506-GLOBEX.mnd 17:58:34 05/11/05
Requesting 86400 seconds of data for JPY-200506-GLOBEX 17:58:34 05/11/05
Receiving 5/10/2005 intraday data for JPY-200506-GLOBEX 17:58:36 05/11/05
Received 1379 records of data for day 0 17:58:36 05/11/05
Intraday download COMPLETE for JPY-200506-GLOBEX 17:58:37 05/11/05
Currently no data in file to display. Will start download and updates. c:\SierraChartb\data\HSIK5-FUT-HKFE.mnd 17:58:55 05/11/05
Starting updates for: HSIK5-FUT-HKFE RQN: 100 17:58:56 05/11/05
Downloading intraday chart data for HSIK5-FUT-HKFE -> HSIK5-FUT-HKFE.mnd 17:58:56 05/11/05
Requesting 86400 seconds of data for HSIK5-FUT-HKFE 17:58:56 05/11/05
Receiving 5/10/2005 intraday data for HSIK5-FUT-HKFE 17:58:57 05/11/05
Received 270 records of data for day 0 17:58:57 05/11/05
Intraday download COMPLETE for HSIK5-FUT-HKFE 17:58:57 05/11/05
**********************************
Set back to brisbane again. Restarted both applications:
Software version: 62 08:01:49 05/12/05
Usage end date: 8/28/2006 08:01:49 05/12/05
Connecting to data feed server 127.0.0.1 port 7496 .... 08:01:57 05/12/05
Waiting for acceptance .... 08:01:58 05/12/05
Connected to data feed server. Version 18 08:02:01 05/12/05
Next valid data feed ID: 1 08:02:01 05/12/05
Currently no data in file to display. Will start download and updates. c:\SierraChartb\data\6EM5-FUT-GLOBEX.mnd 08:02:31 05/12/05
Starting updates for: 6EM5-FUT-GLOBEX RQN: 20 08:02:32 05/12/05
Downloading intraday chart data for 6EM5-FUT-GLOBEX -> 6EM5-FUT-GLOBEX.mnd 08:02:32 05/12/05
Requesting 86400 seconds of data for 6EM5-FUT-GLOBEX 08:02:32 05/12/05
Receiving 5/12/2005 intraday data for 6EM5-FUT-GLOBEX 08:02:36 05/12/05
Received 3 records of data for day 0 08:02:36 05/12/05
Intraday download COMPLETE for 6EM5-FUT-GLOBEX 08:02:36 05/12/05
Currently no data in file to display. Will start download and updates. c:\SierraChartb\data\JPY-200506-GLOBEX.mnd 08:02:56 05/12/05
Starting updates for: JPY-200506-GLOBEX RQN: 60 08:02:57 05/12/05
Downloading intraday chart data for JPY-200506-GLOBEX -> JPY-200506-GLOBEX.mnd 08:02:57 05/12/05
Requesting 86400 seconds of data for JPY-200506-GLOBEX 08:02:57 05/12/05
Receiving 5/12/2005 intraday data for JPY-200506-GLOBEX 08:02:58 05/12/05
Received 4 records of data for day 0 08:02:58 05/12/05
Intraday download COMPLETE for JPY-200506-GLOBEX 08:02:58 05/12/05
Currently no data in file to display. Will start download and updates. c:\SierraChartb\data\HSIK5-FUT-HKFE.mnd 08:03:10 05/12/05
Starting updates for: HSIK5-FUT-HKFE RQN: 100 08:03:11 05/12/05
Downloading intraday chart data for HSIK5-FUT-HKFE -> HSIK5-FUT-HKFE.mnd 08:03:11 05/12/05
Requesting 86400 seconds of data for HSIK5-FUT-HKFE 08:03:11 05/12/05
Data Feed Message: Historical Market Data Service query failed.:HMDS query returned no data. Error Code: 162 RQN: 120 08:03:12 05/12/05
Received 0 records of data for day 0 08:03:12 05/12/05
Intraday download COMPLETE for HSIK5-FUT-HKFE 08:03:12 05/12/05
This is a welcome feature but there are multiple serious problems being reported by numerous people on this board I suggest someone at IB does something about those too.
For now I have pretty much given up on TWS/IB due to multiple issues all confirmed by other users.
Addresss these issues and you will have an unbeatable offering for many users.
For now I have pretty much given up on TWS/IB due to multiple issues all confirmed by other users.
Addresss these issues and you will have an unbeatable offering for many users.
I like IB. But when I have a stop set and it goes straight through it, I think there are some serious issues. I brought this issue up, I really hope they have a look at it.
edit: Some info on my system (I just did a complete re-install this weekend)
TWS Build 845.5
Java Version: 1.5.0_02
Also want to add several market orders were not executed (around 5 so far, it does not happen everytime, but once in while it does not execute)
IBSoft - is that 1 week at 1 minute frequency, or only at higher frequencies?
kiwi_Trader - The data for the historical quotes has timestamps either in the local time on the computer requesting the data, or GMT, depending on what the calling application sends. I really do not see any use for doing Local time. For applications, you have to have a consistent point of reference. The calling app should request the time stamps in GMT and handle the conversion (if any) after retrieving the data.
We use GMT in QuoteTracker and it has no problem regardless of what timezone the end-user is in
Here is a quote from IB on the subject:
" The date-time of a bar will be in the exact same format that execution details messages use to report their time: yyymmdd hh:mm:ss. The time will be the local time in TWS. In addition, a version 2 of the reqIntradayData() method will have an integer parameter after the whatToShow string that will allow the specification of what date format to return, either that one (value = 1), or a long integer specifying the number of seconds since 1/1/1970 GMT (value=2). "
Jerry Medved
http://www.quotetracker.com
kiwi_Trader - The data for the historical quotes has timestamps either in the local time on the computer requesting the data, or GMT, depending on what the calling application sends. I really do not see any use for doing Local time. For applications, you have to have a consistent point of reference. The calling app should request the time stamps in GMT and handle the conversion (if any) after retrieving the data.
We use GMT in QuoteTracker and it has no problem regardless of what timezone the end-user is in
Here is a quote from IB on the subject:
" The date-time of a bar will be in the exact same format that execution details messages use to report their time: yyymmdd hh:mm:ss. The time will be the local time in TWS. In addition, a version 2 of the reqIntradayData() method will have an integer parameter after the whatToShow string that will allow the specification of what date format to return, either that one (value = 1), or a long integer specifying the number of seconds since 1/1/1970 GMT (value=2). "
Jerry Medved
http://www.quotetracker.com