Sierra / IB - Data Share

[rossored]

Hi all.

I'm wondering if there's a bunch of us out here who use Sierra and IB to chart the US majors - YM / ES / NQ / ER2

If so, you'll know what a pain in the backside it is if you miss a day - you've got a blazing great hole in your charts.

So, I know that there are products out there like SC Magic for you to fill in the gaps, download historical data etc - but I figured we ought to be able to set up our own data-sharing group if we have enough interested parties.

Of course, it doesn't have to be data from just the above mentioned instruments - if there's enough of us, it can be anything.

Anyway, I'm looking for some data myself for YM / ES / NQ, in GMT timestamp format.

If someone has this they can send to me, please PM me and I'll let you have my email.

Likewise, if you're interested in starting a data-sharing group, reply to this thread and I can organise it somehow.

Cheers,

 

[frugi]

I've got Q`H.mnd and Q`M.mnd if that helps Matt. Not subscribed to CME so afraid I don't have ES.
First file is 2.15 meg the other about 550k. MyTrack data though so you may not want it PM me with Email address if you do.

 

[rossored]

Cheers my old mucker.

However I think Sierra may throw a wobbly if I try to intergrate MT with IB .

I've been using Advanced GET charts, but they're just a piece of junk for YM, despite the backfill.

 

[mutantcar]

Hi Matt,

I've only recently started collecting those, so don't have any older stuff, I assume that is what you're after?

I'm interested in a group if you can organise something. I've got mostly currency futures, though I suspect like others there may be the occasional hole pre-backfill.

I came to this thread looking for EUR-200509-GLOBEX mainly for 3rd June between 14:08 - 16:01. I have big holes around there for some reason, it's causing me a bit of a problem backtesting.

Grateful if anyone has it?

Cheers,

 

[nine]

Just a thought guys ... If you use Ray DeAngelis's mndtotext and mndsplicing tools you can take a section from the wrong time zone, convert to text, change the times using excel, convert back to mnd and splice them into your file.

It sounds hard but it really isnt.

I cant contribute much (some old euro files and current hsi files) but if anyone needs hsi in gmt+10 timezone I can provide it.

 

[nine]

Actually, if anyone has thursdays HSI N05 file I'd like to try the above so any time zone is ok ... I have a 4 minute gap where I accidently rpressed F12 and didnt notice

 

[mutantcar]

Yes, thanks Kiwi, I should have said I don't mind what timezone, as long as you tell me which one it's from!

Sorry can't help on HSI N05.

 

[rossored]

Actually, due to the relatively small response I had, I started using SC Magic for my backfill, which I have found to be excellent. It includes a timeshift function so that you can download the data with whatever timestamp suits your location, and its pretty cheap. Gives you the major futures (spoos, dow, nas etc) and the major currency pairs.

 

[ianp]

I cant contribute much (some old euro files and current hsi files) but if anyone needs hsi in gmt+10 timezone I can provide it.

Hi Kiwi,

I would be interested in recent Hsi data, I am living in Qld at the moment and am looking for a market to trade in right timezone.

thanks
Ian

 

[DanielLambert]

Is anyone else still encountering problems with IB and SIerra? I am not getting any backfill of data and no new data when logged in , just the price moving but not printing any new chart data.

 

[EK1]

Hi Dan,

Yes many probs today with IB backfill/Sierra. See this for help: http://www.sierrachart.com/discus/messages/2/2.html

 

[senyorqueso]

Response from IB

Hi Dan,

Yes many probs today with IB backfill/Sierra. See this for help: http://www.sierrachart.com/discus/messages/2/2.html

Hasn't worked for me since about 5pm. Here's the response I got from IB...

Dear Trader.


We were experiencing some issues earlier today.
All systems will gradually will comeback to
Normality, the back fill and charting should be
fully available tomorrow.
If you need further assistance please let us know.
Thank you

-Hugo
IB TAC

 

[Indi]

Hi Daniel,

I Dont use sierra but the UK data fed into tradestation from IB is Horrendous.Get spikes evey where.
US data is ok..

 

[Edster]

I had problems with IB / Sierra too but it kicked back into life on Friday.
I'm glad that I don't rely on them to make a living - only a sideline.

 

[mutantcar]

Anyone got a decent YM-200506-ECBOT with 2sec ticks? UK time if possible, but let me know if different & I'll convert it.

Thanks,

 

[JonnyT]

The IB data is superb and is actual market quotes and last trades straight off the exchanges.

If you see a spike then that what happened.

I have found IB and Seirra extremely reliable.

JonnyT

 

[DanielLambert]

Does anyone know if IB supply data for the DJ and US futures at CBOT? I have seen it on CBOT ADVANTAGE charts.

I know the symbols for YM-200512-ECBOT and ZB-200512-ECBOT, but cant get the DJ and US data. Is this data just limited to CBOT ADVANTAGE because it is open outcry?

 

[JonnyT]

IB only trade electronic contracts.

If they are the open outcry ones then IB will not supply data etc

 

[jonnyy40]

Does anyone else have lag when trading YM,ES with IB feed into sierra?Normally it's about 2? seconds but sometimes seems like five.

 

[senyorqueso]

Seems ok to me, but I did have some problems a while ago due to lack of RAM - Sierra became very slow at updating the prices. Have you got lots of stuff using your memory?