Interactive Brokers and Historical Download Regular Hours  [SOLVED]

I had issues with my daily ES chart not loading outside of the pit hours and then found the setting where I uncheck the historical data regular hours box. Did that with no problem. Now all my stock charts are showing daily bars that are outside of 0930-1600. How can I have the globex sessions on a daily chart for ES and only the regular trading hours for the stocks? Setting individual charts does not work nor does changing the symbol settings in quote manager. Thanks.

I had issues with my daily ES chart not loading outside of the pit hours and then found the setting where I uncheck the historical data regular hours box. Did that with no problem. Now all my stock charts are showing daily bars that are outside of 0930-1600. How can I have the globex sessions on a daily chart for ES and only the regular trading hours for the stocks? Setting individual charts does not work nor does changing the symbol settings in quote manager. Thanks.

see post#4
viewtopic.php?f=16&t=6845

TJ, did all of that. Easy to manipulate the intraday charts to see regular sessions or extended sessions, but it has no effect on the 1 Day daily chart. The only way I can limit the data showing on the daily chart is to change the Interactive Brokers settings and select the "Regular Trading Hours" check box under Download Historical Data. But when this is selected, then I cannot see Globex sessions in ES on a daily chart. It appears that the Interactive Brokers regular hours historical data settings override any settings for default symbol sessions, Exchanges and ECN sessions, or individual chart session settings for daily displays. Why IB has this setting as the universal override is unknown to me...perhaps as a way to limit the amount of pacing violations?

I need the session settings for daily data in IB to work like the link you posted TJ.

I am fairly certain that I have found a legitimate issue since I do understand the session settings pointed out in TJ's post and the IB settings necessary to display daily data outside of regular trading hours for daily charts (necessary for displaying globex data in a daily chart for ES but causing my issue with displaying extended session data for stocks in a daily chart). I am, however, open to other suggestions and realize there could be a simple solution I have overlooked. I surely cannot be the only user who wants to use regular session data for daily charts in equities but the extended globex data for daily charts in ES and other futures.

Hello eztraderjr,

Checking/uncheckig the "Regular Trading Hours" box in settings of IB data source in QuoteManager affects only daily-based charts. It works for all daily data coming from IB, not for particular symbols.

Session settings in QuoteManager for particular symbols do not affect daily-based data, because we receive historical daily bars as OHLC value that cannot be cut by sessions in MC.

If you want to have regular trading hours on daily charts for some symbols and for other you want to have data outside regular trading hours, the only solution for you is to use 24 hours bars that would be build out of minute data and affected by your session settings in QM.

Andrew, I take it weekly and monthly charts are built off the daily data, so these would be affected the same as daily?

I can make this work using this info but was also interested to know if other datafeeds work in a similar manner? For instance, does IQ Feed allow one to see the daily info of both stocks and futures using regular hours for one and extended sessions for the other type?

Thanks

Andrew, I take it weekly and monthly charts are built off the daily data, so these would be affected the same as daily?

Yes. There are three base data resolutions, which are used to plot all others in MC.

I can make this work using this info but was also interested to know if other datafeeds work in a similar manner?

The logic is common for all data feeds, in terms of using sessions for daily-based and intraday-based resolutions. However some data source, like in this case IB, has additional settings (regular trading hours checkbox)/

For instance, does IQ Feed allow one to see the daily info of both stocks and futures using regular hours for one and extended sessions for the other type?

IQFeed is another example of a data source that has additional setting. If the box "Build minute and daily bars based on tick data" is checked, only ticks are requested and those ticks are used to build daily-based chart, so the session settings do affect daily-based charts from IQFeed in this case. Though you will be limieted in amount of data because only ticks are used, it may be the solution for you.

Hi Andrew,

Could I suggest that the IQ Feed prefs allow for daily bars to be built from minute data. This would allow flexibility of session times and a longer history from IQ Feed.

Regards,

Anthony

Could I suggest that the IQ Feed prefs allow for daily bars to be built from minute data. This would allow flexibility of session times and a longer history from IQ Feed.

Hello AMarsland,

You are welcome to leave us such feature request.