- ago
Hi,
I usually see the day's data for $SPX from Schwab a few minutes after market close.
It is now 1:30 PM PT and the data manager shows 5/30 as the last day data.
Has there been a change on your side or Schwab?
What is typical for indexes across your providers?
Thanks!
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- ago
#1
I updated my ASCII day data file from Fidelity ATP.
Ran the 1-D strategy using it.
On top of this I ran the 1-minute strategy using $SPX from Schwab.
This data was available.
I am set for now. Still wondering what is typical for day data from Schwab in terms of availability at the end of the day.
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Cone8
 ( 5.95% )
- ago
#2
In my experience, intraday index data is hit and miss during the current day. Ask Schwab about it. Their answer in the past is that if you can get the data on Schwab.com, then it's available from the API. (ThinkOrSwim uses a different source.)
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- ago
#3
Thank you for the complete information on this.
In my WL6 / TDA setup I run streaming strategies during market hours.
Then follow up with a back test run after hours.
If any tweaks are to be made, they are done after hours.
So, it is nice to have automated SPX day data right after market hours.

The WL8 data manager has several free and available sources.
Wonder if any of them have this data for SPX.
My difficulty there is to know the ticker symbol for the S&P 500 index.
Any suggestions are appreciated.
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Cone8
 ( 5.95% )
- ago
#4
Generally, free sources don't have intraday data (though Tiingo is quite good if IEX data meets your needs, and I doubt indices are available).

If I need intraday SP500 index data, I get it from IB (symbol: SPX).
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Cone8
 ( 5.95% )
- ago
#5
I just noticed that Schwab Build 7 wasn't released yet. The problem with intraday streaming is that there's is no volume, so the bars aren't being built - this is fixed for "$" symbols in Schwab Build 7.

For now, just used the Strategy Monitor and you'll get the 1-min updates. Make sure to GetPairHistory (not GetHistory) to ensure you get the latest updates for external symbols for intraday trading.
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- ago
#6
Running strategy monitor for $SPX.
Upside: I got to use the Strategy Monitor.
Using streaming bars.
Status: no updates for $SPX.
It does it once and in subsequent minutes the above message.
Could it be that either the same volume issue persists or Schwab does not see the streaming bars request?
Here is a snip of the screen.
Thanks!
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Cone8
 ( 5.95% )
- ago
#7
Don't use streaming (or s. bars). It's not going to work for indices until Build 7.
Polling only.
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- ago
#8
Please note that the time of the next run is given in local Pacific time.
Wondering if this is a bug. And if it has anything to do with the issue?
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Cone8
 ( 5.95% )
- ago
#9
Nope. See User Guide (and everything else I just mentioned ^^^).
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- ago
#10
Thank you! I write the bars that I get into a file.
In that file I can see OHLC updates each minute.
So, I am in the game until build seven comes.
I take it that polling asks for $SPX every few seconds to build an OHLC at the top of the minute. I am happy to work with polling. It may increase the compute load on my machine.

This was the signaling piece running each minute..
I also have a trading piece that runs every 10 seconds.
I do not need OHLC just data every 10 seconds.
When Y! was working I was able to run both in charts and saw OHLC for 1-minute and 10-second.
Can this be done in a strategy monitor? I saw somewhere a note that strategu monitoronly works down to 1 minute.
I will give the 10 second strategy a try in a stratehgy monitor.
Hoping that either here or in charts when build 7 comes it will work.
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Cone8
 ( 5.95% )
- ago
#11
Polling is a one-time historical request. Once each minute for 1-minute bars. Once every 10 minutes for 10-minute bars. Once a day for Daily bars.

S. Monitor minimum interval is 1 minute. I predict that it will never work for sub-1-minute intervals. Don't even ask for it.
Use Streaming charts for sub 1-minute if you must.
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- ago
#12
Thank a bunch!
Final question if I may: when do you expect build 7 for Schwab?
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Cone8
 ( 5.95% )
- ago
#13
I expected it 2 weeks ago. It's not up to me.
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Glitch8
 ( 9.97% )
- ago
#14
I'll target tomorrow for the Build releases.
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- ago
#15
Thank you all!!
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Cone8
 ( 5.95% )
- ago
#16
Build 7 is out.
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