Not the solution unfortunately, I did the update.
IB Symbol Problems - MSFT, INTC, CSCO
- Thread starter justrading
- Start date
Not the solution unfortunately, I did the update.
BTW thanks for chipping in. If you hadn't I'd still be going around in circles looking for a solution.
I did a comparison for MSFT ISLAND vs BATS for 09:30-14:30 ET today.
Five minute chart, 62 bars.
Open - 8 different
High - 9 different
Low - 10 different
Close - 17 different
Volume - All different
So the short answer is no, you will not get the same data.
I could upload an Excel sheet if you like and if it's possible? I tested a PDF, no good because it is too wide.
Edit: Price difference is mostly 0.01, so it could be rounding difference in the software.
Volume differences are more significant.
justrading-Thank you for info!
did you tried to compare data that you geting with data in TWS?
---I did a comparison for MSFT ISLAND vs BATS for 09:30-14:30 ET today.----
then the question to IB still remains-how one can get data via API for NASDAQ stocks from PRIMARY exchange? ie-we are looking for same data that we are getting in TWS
did you tried to compare data that you geting with data in TWS?
---I did a comparison for MSFT ISLAND vs BATS for 09:30-14:30 ET today.----
then the question to IB still remains-how one can get data via API for NASDAQ stocks from PRIMARY exchange? ie-we are looking for same data that we are getting in TWS
Price in TWS is 3 decimal places so typically between BATS and ISLAND when those have differences.
I don't have volume on the TWS charts and can't see an option to display it either. Chart parameters only shows option volume(?).
IB is implementing a solution at their end, pls see the 9th post here;
https://www.sierrachart.com/SupportBoard.php?ThreadID=4138
The SC link there illustrates how to specify the exchange and primary exchange.
BTW, for US stocks, how does one identify the primary exchange? As I understand it volumes traded on various exchanges tend to vary depending on which big player is offered what discount for trading at an exchange, so it would be a thankless task chasing this around.
https://www.sierrachart.com/SupportBoard.php?ThreadID=4138
The SC link there illustrates how to specify the exchange and primary exchange.
BTW, for US stocks, how does one identify the primary exchange? As I understand it volumes traded on various exchanges tend to vary depending on which big player is offered what discount for trading at an exchange, so it would be a thankless task chasing this around.
The problem is not that the primary exchange is sometimes required. That has always been the case with a small number of stocks (eg ALTR). The problem is that there doesn't seem to be any way to tell in advance -- ie without trial and error -- that the primary exchange is required for a particular stock.
Before November 2013 only a very small number of stocks required the primary exchange (in addition to, eg, SMART). But in November primary exchange is now required for three very popular stocks: MSFT, CSCO, INTC.
How on earth were we meant to know that suddenly a primary exchange must be specified for these stocks? In "contract info" in TWS the primary exchange is listed for these stocks, but it is for every other stock as well, so that doesn't tell you whether you need to use it or not.
Currently as far as I can see the only way to know if a primary exchange is required is to wait until a quote request fails, and then to try and work out why. If anybody knows how to tell -- in advance, before quote requests fail-- when a primary exchange must be specified, I'd love to know.
Before November 2013 only a very small number of stocks required the primary exchange (in addition to, eg, SMART). But in November primary exchange is now required for three very popular stocks: MSFT, CSCO, INTC.
How on earth were we meant to know that suddenly a primary exchange must be specified for these stocks? In "contract info" in TWS the primary exchange is listed for these stocks, but it is for every other stock as well, so that doesn't tell you whether you need to use it or not.
Currently as far as I can see the only way to know if a primary exchange is required is to wait until a quote request fails, and then to try and work out why. If anybody knows how to tell -- in advance, before quote requests fail-- when a primary exchange must be specified, I'd love to know.