IB's Data feed

Xraptor · Jul 10, 2016

I can't see where the Chart Control automatically builds candles using a tick I should self to create and to edit new X axis. Chart control doesn't understand where is a start trade session and where is an end trade session understand too. It all I should coding self.

Do you can show me?

But it still if will be the delay we will have incorrect charting it's fact!

If IB sends TICK with time stamp or RealTimeBars change on 1 sec delay it was cool!

justrading · Jul 10, 2016

vicirek said:
Chart control will do everything for you, just set the time series, type of chart, legends and it's done. For consistency plot no data bars with the last available data to keep X axis running. Do not worry about IB data. For most applications it is sufficient. There is some misunderstanding what server time means. TWS instance running on your computer is the server. Your application is the client. Server time in this case means your local computer time. You do not know what is the IB server time. The only time stamp from IB you can get is for bar data not ticks.

This is complete bullshit. Sorry.

Run Sierra Charts. When you load, the log gives you the difference between server time and your computer time.

Do a time sync with time.nist.gov or time.windows.com and the difference disappears.

If you don't know what the fuck you are talking about, don't say anything.

vicirek · Jul 10, 2016

justrading said:
This is complete bullshit. Sorry.

Run Sierra Charts. When you load, the log gives you the difference between server time and your computer time.

Do a time sync with time.nist.gov or time.windows.com and the difference disappears.

If you don't know what the fuck you are talking about, don't say anything.

So what is the problem then? Does it work the same if "server" and local computer are in different time zones? Who uses Sierra Chart anyway, Why?

justrading · Jul 10, 2016

vicirek said:
So what is the problem then? Does it work the same if "server" and local computer are in different time zones? Who uses Sierra Chart anyway, Why?

The time stamp is always the time stamp, it doesn't change. I used to run my workstation on Bangkok time, then I got fed up of the Daylight saving time changes and changed my time zone to New York.

The problem with your response is simply this bit;

"TWS instance running on your computer is the server. Your application is the client. Server time in this case means your local computer time. You do not know what is the IB server time."

This is sheer bloody nonsense. Server time is never your local computer time.

vicirek · Jul 10, 2016

Xraptor said:
I can't see where the Chart Control automatically builds candles using a tick I should self to create and to edit new X axis. Chart control doesn't understand where is a start trade session and where is an end trade session understand too. It all I should coding self.

Do you can show me?

But it still if will be the delay we will have incorrect charting it's fact!

If IB sends TICK with time stamp or RealTimeBars change on 1 sec delay it was cool!

You have to build time series yourself. We are talking about graphics package that will draw candles for you from time series you generate instead of you coding bitmaps yourself. This lets you concentrate on your data not the presentation.

Real time bars are 5 sec only.

Use your computer time and time stamp ticks. Just remember that ticks will arrive in the socket buffer in batches every 50 to 300 ms and several ticks may have the same time stamp which of course is irrelevant to you when your minimal desired resolution is 1 second.

vicirek · Jul 10, 2016

justrading said:
The time stamp is always the time stamp, it doesn't change. I used to run my workstation on Bangkok time, then I got fed up of the Daylight saving time changes and changed my time zone to New York.

The problem with your response is simply this bit;

"TWS instance running on your computer is the server. Your application is the client. Server time in this case means your local computer time. You do not know what is the IB server time."

This is sheer bloody nonsense. Server time is never your local computer time.

When I have time I will check this again. From the programming point of view the connection is between TWS instance running on local machine and client application. TWS itself is a client application of remote IB server. IB documentation always refers to TWS as server. IB server is not directly accessible.

vicirek · Jul 10, 2016

justrading said:
The time stamp is always the time stamp, it doesn't change. I used to run my workstation on Bangkok time, then I got fed up of the Daylight saving time changes and changed my time zone to New York.

The problem with your response is simply this bit;

"TWS instance running on your computer is the server. Your application is the client. Server time in this case means your local computer time. You do not know what is the IB server time."

This is sheer bloody nonsense. Server time is never your local computer time.

There is no point to engage in any discussion on this forum. This will be my last post. I will just use Elite in read only mode.

justrading · Jul 10, 2016

vicirek said:
There is no point to engage in any discussion on this forum. This will be my last post. I will just use Elite in read only mode.

If you provide wrong information to people who need help, purely because you think you know more than you actually do, and sulk when called out on it, then good riddance, this forum doesn't need people like you.

You made stupid assumptions and presented them as fact.

BTW, if you want to check the veracity of what I said, Sierra Charts offers a free trial with most data, not all, after which in free mode you can still check my point about server/local time difference.

It may come as a shock to you, but some of us who take a quantitative approach to trading do use Sierra Charts.

Some info for you.

http://www.sierrachart.com/index.php?page=doc/helpdetails59.php

Xraptor · Jul 10, 2016

Hold your horses guy, Sierra Charts it is as Visual Studio for big money!

Do you understand that delay may be very big sort of some power off or an connection lost ...

As the results we can use it as tikePrice + localtime is it over? And reqHistoricalData can we used only once? I got error: Duplicate ticker ID for API historical data query when try got HistoricalData again.

conduit · Jul 13, 2016

That's not true I believe. Doesn't the IB API supply a call back with IBs server time which is not local time?

vicirek said:
Chart control will do everything for you, just set the time series, type of chart, legends and it's done. For consistency plot no data bars with the last available data to keep X axis running. Do not worry about IB data. For most applications it is sufficient. There is some misunderstanding what server time means. TWS instance running on your computer is the server. Your application is the client. Server time in this case means your local computer time. You do not know what is the IB server time. The only time stamp from IB you can get is for bar data not ticks.