A question for those who use Ensign for charting and IB for data

Discussion in 'Data Sets and Feeds' started by Thunderdog, Oct 19, 2006.

  1. The issue of backfill data being correct and real time data sometimes missing highs and lows is a real IB issue. I ran a campaign to get this fixed a while back and IB have also committed to fixing it.

    Briefly what happens is that IB send you timely data, one sample every 0.2 seconds. If there are multiple prices in that sample you may miss a critical high or low. Its also being fixed but I haven't checked to see how far they've got yet.
     
    #11     Oct 19, 2006
  2. I see...looks like I learned something new here. However this would not impact the bar charts I assuming, such as the OP is using.

    OldTrader
     
    #12     Oct 19, 2006
  3. But I think the question here is whether the real time data and the backfill data from IB are the same.

    OldTrader
     
    #13     Oct 19, 2006
  4. Thank you all for your input. It is much appreciated.

    Kiwi, since you mentioned that you spoke with IB and that it is committed to fixing the backfill/real time discrepancy, did they mention any timeline on a potential fix? Would you know if it is anything of a priority?
     
    #14     Oct 19, 2006
  5. mtwokay

    mtwokay

    Keep in mind that IB aggregates tick data, in .3 second chunks i believe, but when you refresh from DT you get all the ticks and your charts will look slightly different.
     
    #15     Oct 19, 2006
  6. LOL Td.

    Its on the committed list for their suggestions, I didn't actually talk to anyone, I just got as many people as possible to sign up that it was important and was then pleased when it was one of the first items to get the development tick.

    Dev, did mention some details to me in an off topic email so I assume they're beavering away as we type. :)
     
    #16     Oct 19, 2006
  7. Has it always been like that, I know when I used it the refresh was from DTN. I guess they now have both.
     
    #17     Oct 19, 2006
  8. This is off topic, but you seem to know alot about IB. How is trading the ag futures going with IB. I like the breadth of product they are now offering, what is your experience with these products.

    Thanks
     
    #18     Oct 19, 2006
  9. Backfill and real time data (from IB) should be the same, or nearly the same. The issue that they supposedly are working on is the issue of whether a high (or low) happens to occur during the interval that they aggregate together. IB does not give you each tick...they give you an interval. That shouldn't affect the issue that you mentioned, but it might effect slightly the accuracy of the chart itself...regardless of whether it is filled with realtime IB data or backfill.

    OldTrader
     
    #19     Oct 19, 2006
  10. I can't remember when that started...but it's been quite a while. The DTN refresh is delayed. The IB refresh on intraday charts up to 1 week is not delayed.

    OldTrader
     
    #20     Oct 19, 2006