Anyone else having stuttering problems on their DOM lately (particularly on CL and ES) when they get busy? Anytime CL or ES jump a few levels (i.e. inventory report) all my levels of market depth drop out for about 10-15 seconds until it catches back up, sometimes I'll see a burst of missing data right before it gets caught up. It almost seems like a packet loss situation, but all my speed, ping, and latency tests are normal. This started happening about 3 weeks ago.
CL AND ES doing this a lot today, Ib rep needs to check into this problem, and get back to us on it for an explanation.
I'm well aware IB is 100-200ms snapshot data, the recent problems I've been having involve stutters and pauses in data that can last 10-15 full seconds. I had no major problems up until 1 month ago. I'm tearing my hair out trying to diagnose this, I've duplicated it with 2 separate broadband connections.
I mean, of course there are always worse options. You could also use the best tick feed and unplug your router...also worse than IB. But as a matter of fact, the IB datafeed is not suitable for short term trading. They don't provide realtime data and they aggregate the ticks. Meaning instead of 5000 shares on bid and 300 shares traded on offer, you will see 5300 traded on the offer if those two ticks are aggregated and this is totally different from reality. Thus you can use IB in order to eyeball things on a longer timeframe. But if you trade intraday, the IB feed is not just useless but misleading. Do yourself a favour and get a decent feed. I will never understand people who spend 1000$ on an iPhone, blow 200$ for booze over a weekend and lease a 20mpg car for 800$/month but when it comes to investing their own money they shy away from 150$/month for software and decent data. Even if you should be on TT-X Trader for futures, you can save some $$ by using Ninja/Kinetick or DTN IQ with any other software. Trading especially CL with a crappy datafeed is just plain stupid.
Interactive brokers is a lot safer place to hold assets and money than a lot of futures brokers. use another datafeed in conjunction with IB.
Could your problem be using IB with the rev at 944 vs the latest. My problem was started when I had to revert back to IB, although my issues was Ninja 7 stability or lack off. After multiple discussions with IB (they don't support 944) and Ninja was blaming the IB feed. Ninja was crashing without recovery 12X a day, I finally gave up, and now shopping for a stable platform. No other programs had difficulties, including the 6 IB accounts on one of my screens.
Here's an instance where CL depth froze and stuttered around 1pm Eastern on Fri, Aug 12. Can anyone familiar with TWS logs see if they have these types of events in their log? Code: JX 13:00:14:361 JTS-usfutureDispatcher-90: ShortRowContainer.clear() called for BID: CL SEP'16 Futures JX 13:00:14:361 JTS-usfutureDispatcher-90: ShortRowContainer.clear() called for ASK: CL SEP'16 Futures JX 13:00:15:526 JTS-usfutureDispatcher-90: ShortRowContainer.clear() called for BID: CL SEP'16 Futures JX 13:00:15:526 JTS-usfutureDispatcher-90: ShortRowContainer.clear() called for ASK: CL SEP'16 Futures JX 13:00:16:171 JTS-Async-26: DeepRecord.clean called for 81037194 on NYMEX JX 13:00:16:171 JTS-Async-26: ShortRowContainer.clear() called for ASK: CL SEP'16 Futures JX 13:00:16:171 JTS-Async-26: ShortRowContainer.clear() called for BID: CL SEP'16 Futures JX 13:00:16:171 JTS-Async-26: ShortRowContainer.clear() called for ASK: CL SEP'16 Futures JX 13:00:16:171 JTS-Async-26: ShortRowContainer.clear() called for BID: CL SEP'16 Futures JX 13:00:16:172 JTS-Async-26: No longer subscribed to depth for CL on NYMEX JX 13:00:16:172 JTS-Async-26: checkSubscription() call for contract 81037194, NYMEX, CL delayed for 2999 milliseconds JX 13:00:19:271 JTS-Fuse-SubscribeDelayBomb-5138: checkSubscription() calling for contract 81037194, NYMEX, CL after delay JX 13:00:19:307 JTS-usfutureDispatcher-90: DeepRecord.clean called for 81037194 on NYMEX JX 13:00:19:307 JTS-usfutureDispatcher-90: ShortRowContainer.clear() called for ASK: CL SEP'16 Futures JX 13:00:19:307 JTS-usfutureDispatcher-90: ShortRowContainer.clear() called for BID: CL SEP'16 Futures JX 13:00:19:307 JTS-usfutureDispatcher-90: ShortRowContainer.clear() called for ASK: CL SEP'16 Futures JX 13:00:19:307 JTS-usfutureDispatcher-90: ShortRowContainer.clear() called for BID: CL SEP'16 Futures JX 13:00:19:782 JTS-usfutureDispatcher-90: ShortRowContainer.clear() called for BID: CL SEP'16 Futures JX 13:00:19:782 JTS-usfutureDispatcher-90: ShortRowContainer.clear() called for ASK: CL SEP'16 Futures JX 13:00:20:708 JTS-Async-26: DeepRecord.clean called for 81037194 on NYMEX JX 13:00:20:708 JTS-Async-26: ShortRowContainer.clear() called for ASK: CL SEP'16 Futures JX 13:00:20:708 JTS-Async-26: ShortRowContainer.clear() called for BID: CL SEP'16 Futures JX 13:00:20:708 JTS-Async-26: ShortRowContainer.clear() called for ASK: CL SEP'16 Futures JX 13:00:20:708 JTS-Async-26: ShortRowContainer.clear() called for BID: CL SEP'16 Futures JX 13:00:20:709 JTS-Async-26: No longer subscribed to depth for CL on NYMEX JX 13:00:20:709 JTS-Async-26: checkSubscription() call for contract 81037194, NYMEX, CL delayed for 2999 milliseconds JX 13:00:23:808 JTS-Fuse-SubscribeDelayBomb-5141: checkSubscription() calling for contract 81037194, NYMEX, CL after delay