Data downloaded from IBKR and using markets such as CME and CBOE seems to have all data time stamped to 1 hour too early (ESxxx, MESxxx, VIX ect.). Data has correct time in TWS. All US stock times are correct. (Data source and market confirmed from the bottom of chart.)
I deleted all local data from IBKR and downloaded it again with same results. Also checked that in TWS api settings, I have selected the data to be sent in UTC time format. WL build 104 and IB extension build 58. I have no idea why data has different time depending on the source.
Also, I am not sure whether earlier problem with syntax "ES#C" is already fixed or not, but it is not working. (Maybe fix is coming in future builds..?)
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Btw. why is WL candles time stamped with the end time of each candle? For example 15 min SPY market opening candle has time stamp of 9:45. Everywhere else in the whole world, time stamp is from the candle start, and therefore SPY market opening candle should be stamped to 9:30
I deleted all local data from IBKR and downloaded it again with same results. Also checked that in TWS api settings, I have selected the data to be sent in UTC time format. WL build 104 and IB extension build 58. I have no idea why data has different time depending on the source.
Also, I am not sure whether earlier problem with syntax "ES#C" is already fixed or not, but it is not working. (Maybe fix is coming in future builds..?)
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Btw. why is WL candles time stamped with the end time of each candle? For example 15 min SPY market opening candle has time stamp of 9:45. Everywhere else in the whole world, time stamp is from the candle start, and therefore SPY market opening candle should be stamped to 9:30
Rename
>> Btw. why is WL candles time stamped with the end time of each candle? For example 15 min SPY market opening candle has time stamp of 9:45. Everywhere else in the whole world, time stamp is from the candle start<<
That’s not true. TradeStation also uses end of bar timestamps. And since WL was created in 2000 we followed that convention since TS was the dominant platform at the time.
That’s not true. TradeStation also uses end of bar timestamps. And since WL was created in 2000 we followed that convention since TS was the dominant platform at the time.
I wasn't aware there is anyone else using the candle end time. But answer is good and there seems to be that historical connection. Just baffled me a bit because I hadn't encountered that before
Yes, times have changed. But at this point changing the protocol would be too much of a breaking change for WL.
I'm leaving the other question for Cone since he's our IB expert.
I'm leaving the other question for Cone since he's our IB expert.
Is there a question about #C contracts again?
IB will not provide extended histories of #C contracts. You can get up to 2 years back with Daily contracts, but probably not more than a few weeks with intraday. There's no way to get it using the API. "It is what it is".
If you need extended histories of contracts for testing, pay for IQFeed for a month and download what you need.
IB will not provide extended histories of #C contracts. You can get up to 2 years back with Daily contracts, but probably not more than a few weeks with intraday. There's no way to get it using the API. "It is what it is".
If you need extended histories of contracts for testing, pay for IQFeed for a month and download what you need.
QUOTE:
You can get up to 2 years back with Daily contracts, but probably not more than a few weeks with intraday.
I am aware of that limitation. But the problem is I am not getting anything with #C
Start a new topic.. with the indications from the Log Viewer when you request a Daily chart of a #C contract.
By the way, back on this topic.
The WL standard is to show intraday charts in the Market's time zone. (Using WL's end-of-bar timestamp convention.) Because of the way it's set up, Tradestation is an exception and will always show EST. If you trade a CST market with Tradestation - mainly when using the S. Monitor - you need to create an "EST" Market and assign the symbol to it.
Example (for Tradestation)
For CME contracts create a new market by copying the CME market and changing its time zone to Eastern. Name the new market appropriately, like "CME-ET". Then create Symbol records, (ES###, MES###, NQ###, etc.) that use CME-ET.
The WL standard is to show intraday charts in the Market's time zone. (Using WL's end-of-bar timestamp convention.) Because of the way it's set up, Tradestation is an exception and will always show EST. If you trade a CST market with Tradestation - mainly when using the S. Monitor - you need to create an "EST" Market and assign the symbol to it.
Example (for Tradestation)
For CME contracts create a new market by copying the CME market and changing its time zone to Eastern. Name the new market appropriately, like "CME-ET". Then create Symbol records, (ES###, MES###, NQ###, etc.) that use CME-ET.
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