i've been saying this for many many years(if not decade). it's not the right way to report trades(highs and lows, chart and trigger for a 'spike message). if exchanges now are requiring to post all trades (odd lots included) then as an solution i can recommend you to add a FILTER for the customer. look at this particular example not only it's an odd lot trade,but it's also far away from the NBBO. simple filter such as - do not display trades (on chart) that are away from NBBO at that time will solve the problem. i can only imagine what this particular spike did trigger all over the world on your customers software(specially for those TA lowers)
Hi, I have been using TWS 943.1c ( standalone version). Is it okay to upgrade to TWS 946.2 now ? https://www.interactivebrokers.com/en/index.php?f=674 It seems that a new version was released today. Thanks.
Thank you for your input; we have adjusted IWM historical data to remove this spike; we also made changes to the software to exclude odd lots from the recorded bars, and we are working to make the same change for the bars that are generated in realtime. While we monitor ET, it is not the best way to get your question answered or concern addressed, follow this link to reach out to our support team. 946 standalone was released a while back; remember that you can always take it for a test drive using browser-delivered 946 build (without installing new build or altering your existing standalone build).
I'll try this here to get some other input. Ever since the new Mosaic TAB integration, I've seen this problem. If I add a new mosaic tab or edit an existing one, TWS begins to have constant high cpu usage. (25% on 1 core) This will stay that way until I close it down and restart. Anyone else see this behavior? It's possible there some issue unique to me , but I'm skeptical.
I'm scared of this mosaic thing more than damn ebola. Last time I got into Internet problems and have to install tws from scratch-i almost got an heart attack, when it's opens as an default view. Took me an hour to find the classic view and set everything as it was in good old days..
Hi, I upgraded to TWS 946.2f ( standalone version ) during the weekend. Found some issues: https://www.sierrachart.com/SupportBoard.php?ThreadID=8810#P39293
We have not seen issues like this; I will send you PM with my contact info so I can follow up. Thanks. Thank you for report; we are checking.
stock777, thank you for working with us to troubleshoot this; the fix of this was just posted to TWS 947 beta. moonmist, thank you too for working with us; just so we are on the same page - this seems to be caused by upgrade to Sierra Chart (they seem to acknowledge that the problem is in their new functionality)
dst- What's the meaning of a "GOT exceeded" error message? First time I've seen one. I submitted a MOC order to NYSE at 3:41pm EST (via API) and received that message along with the order cancellation. Annoying in that it leaves me with an unwanted position. Would be a real nightmare if this was widespread.