IB market data for sierra chart?

ZBZB said:
IB data is snapshot 10 or more times per second not every tick so your pc or their servers will not get overloaded during a fast market.
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Very good point. I assume they conflate the data, but can you (or anyone) confirm that all trade(last sale) messages are sent?
 
antares66 said:
Could someone answer my question, if you get level 2 order flow with SC at stocks?
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Yes, you can, Ive seen it but don't know what the data feed was. Could have been TD Ameritrade. I have both but have not setup a L2 board yet. Have taken in DOM data though which is cool to have on equities as I mainly a futures trader.
I need to switch to IB as I'm getting screwed with Amp.
 
As an aside, if Im using IB for broker, do I have to use their data feed for my dom/ charts or can I use the SC data feed and still execute on my SC dom routing to IB?
 
Gotcha said:
IB data isn't so bad, its just that, as mentioned above, it is snapshots, and also the Bid/Ask volume is not correct, so you couldn't use studies that rely on this.
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May I ask what do you exactly mean by Bid/Ask volume is not correct?
I would use
Cumulative Delta Bars - Volume study on a 1 minutes timeframe chart to specify my entry (also conditioned on price change and cumulative volume) with a spreadsheet trading study when I am away from the computer. So did you mean that this is not reliable with IB live data?
Thanks
 
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