Have flat bars everyday since two weeks. I have seen them on TWS, Amibroker, NinjaTrader, so it is not software related, but the data is simply not there. Happens when the market is busy. See example below taken 10 minutes ago.
this is my set up tws 886.5 java 1.6.0_05 us server os win xp multicharts Version 4.0 Beta 1 (Build 1440) I haven't got any flat bars. whatever is causing the problem... I hope you guys (IB) figured it out before the problem gets to my charts too.
I am using TWS 887.2 which the last release. Previous releases had problems with TF. This one's working with TF, but scrapped ES.... Good to know that the other releases might work. I just tried TWS 882.2 - it does not load the charts now and I do not want to wait for hours.
My first flat bars occured September 19th in the morning around 9am ish (I thought it was a trading halt but maybe it was this problem). That is 4 weeks ago. Again I only see it if MC aborts and a backfill is needed. If I pull up a TWS chart the range is the last 1 hours to 2.5 hours of backfill that is flat. When MC aborts it appears to save to the database so the best thing to do is restart it A.S.A.P. That way it will not have to do any more than 1 minute of backfilling and your charts appear basically normal. I was running IB's TWS 886.5 I do the regular upgrades on machine startup and I know for sure I have done one of those within the last month. TWS 886.5 was released July 21st. The IB support person said that sometimes that upgrade does not work and it can actually down grade (interesting!). Anyway I just loaded build 888 from the web site dated October 8th 2008. It did not fix this problem. I just pulled up a TWS chart and only the last hour of backfill is flat. It seems that the more busy the market the longer the range of backfill that is flat. So if NinjaTrader is getting flat bars then is this an exchange problem or can NinjaTrader take an IB feed?
This might be related to the OP posting. Using TWS latest build and QuoteTracker. Symbol ESZ8 on GLOBEX I do get the flat bars every now and then, lately more often than I would like. To the best of my knowledge the only solution to the lousy IB data backfill is to leave the charts (QuoteTracker) running 24/5. For the past two days, couple hours after market close data from IB comes without the volume. I get the price quotes and any "time" charts work fine. However any indicator using volume as one of the variables doesn't work, and any constant volume bar chart doesn't work. When checking Time&sales info i get last, bid and ask prices but NO volume. Anyone experiencing similar problems?
This topic has been posted on other forums over the last several weeks. I sent a web ticket to IB and here is their reply... This issue is related to the problems that have been reported with the Historical Data requests being made. This issue has been escalated to our developers and a solution has been made and added to the next update of TWS which would be Build 889. Unfortunately this build is not available yet for production and is still being worked on.
Every so often, even early in the morning at about 5am, it takes a long time for the IB backfill data to come down (I am talking 20+ minutes sitting both in "Establishing Connection" and/or "Waiting For Data"). Normally it is not this bad and takes less than a minute to load down the overnight ESZ8. Tonight I am trying to load the days data down to fix the flat bars. I have been waiting about an hour I figure. I just upgraded to 888 from 886. I hope that isn't the problem. Even their chart will not fill out the data.
it's not a problem with the latest TWS- that's a fucking lie (as usual from ib). i have several old versions, several computers- all the same. have i mentioned lately that i hate ib... wtf is the problem in brokerageland. seriously, WE should all start a brokerage. ib is where it is because of the breadth of products- that is ALL that they bring to the table. unfortunately, nobody else brings that to the table. this is like a bad relationship that i can't get out of...
TS-Support is working on getting its MC product to work with the feeds from a few other brokerage firms. It is a little ways out yet though. The length of time for this IB data to come down tonight (still waiting for data or establishing connection since my last post) makes me think that there are lots of users waiting and they can only process one at a time. I guess I just leave it running all night. It did get the minute bars for SXFZ08 so I know something is working in IB land. That symbol is not as popular as ESZ8. That supports this theory.