Anyone getting flat bars with IB.

Discussion in 'Trading Software' started by John Bowles, Oct 14, 2008.

  1. Harald

    Harald

    This morning backfill for ES,NQ and currency futures was so slow that I stopped it after two hours. This was for only 10 hours of backfill. If you think about it, it is ridiculous: 10 hours are 600 1-minute-bars with OHLC, volume and time-stamp each. That is next to nothing.

    Now IB can not even provide backfill in the early morning at 4 AM ET! They are getting worse and worse.
     
    #31     Oct 17, 2008
  2. Harald

    Harald

    Just downgraded to TWS 885, then upgraded to TWS 888.
    All of them are showing flat bars on all Globex contracts. So it has nothing to do with the release. All of them do not work.
     
    #32     Oct 17, 2008
  3. Yah, I was getting this with 886, 887 and 888. Last night as my posts indicate I could not get any data at all when trying. I got up at 3:14 AM (eastern standard time) and got data but the bars are flat from 17:23 the previous day (Thursday). So after getting some bars at 3:23 am I shut down MC, saved the data files and restarted MC immediately and it got the data again and did not miss any bars during the backfill on my restart. So if using MC and it aborts restart it immediately and it might be okay.

    One thing. It took forever to get the 10 second bars to fully download all the data onthe ESZ8. It was saying 4000 (whatever quotes received). However it came down with the same flat bar times.

    This has got to be a data problem in the servers or something. My SXFZ08 contract (which does not trade overnight by the way) has no problems at all.

    One last thing. Depending on the problem I suppose that it could be something new and they have to make a change in their software to handle it as they say they are going to do in release 889
     
    #33     Oct 17, 2008
  4. This has been discussed about 75 times here on ET. The IB data feed is not meant for people who need enterprise quality data. If you're trying to daytrade the markets on a regular basis, you should be thinking of it as an enterprise. Someone here mentioned that it's hard to justify the cost of IQ feed. What is it, $90/month? That's hard to justify?

    I happen to be between data feeds as I wait for Tomasz at Amibroker to prepare and beta the CQG plug-in. I was using the IB data as a reference today although my trades do not usually require constant monitoring. I saw the flat bars and some symbols just would not backfill.

    I don't expect IB to provide me with a pro level data feed for free.
     
    #34     Oct 17, 2008
  5. I personally agree that $90 is not that much for a great day trader or even just a good one. However, I came on board with MC using the IB feed just 15 months ago ago and only the last two weeks have I had any problems (easily good enough for my day trading). So I have spent a lot of time writing stuff for this setup (including a database program to control both MC and TWS to speed things for me ) and this is a new unexpected problem. If we plan ahead too much for problems when we have 1+ years of solid consistent no problem experience we can waste a lot of time. For me I like to think ahead a reasonable amount and come up with solutions as they arrive. For now, waiting for 889 (assuming it will work) is the route to go and keeping MC up all day if needed.
     
    #35     Oct 17, 2008


  6. Who's asking for a "pro level" data feed.

    All we're asking for the cock suckers at IB to do is provide the same service they were providing when we signed up with them.

    All I'm asking is for the same fucking half-assed data feed I've been using for the last 4 years.

    What the fuck is going on in the IB IT dept?

    Are they not able to find 1/2 decent programmers?

    Their entire customer base is requesting they get this fixed. Yet they seem to be spending more time doing a job on their boy friends than putting in place a simple data feed fix.

    This keeps up and the stock is a huge short sale. IB is beginning to show signs of internal rot.



    Their head developers need to go. Period. Incompetent buffoons.
     
    #36     Oct 17, 2008
  7. Tums

    Tums

    IB is a public company now.
    Not only the head developer will not go... he will get a bonus for saving the company tons of money.... sigh.
     
    #37     Oct 17, 2008
  8. So I called IB for a new symbol to trade since my computer locked up and I had to restart everything and ESZ8 is locked up completely (no backfill, no live, nothing). They suggested NQZ8 but it is also locked up (also on Globex). My other symbol SXFZ08 (Montreal exchange - underlying TSE60) is fine. So maybe IB and Globex don't like each other at the moment (not communicating too well). Maybe this is good for me. I have programming to do for trading SXFZ08 and have been procrastinating.
     
    #38     Oct 17, 2008
  9. Tums

    Tums

    MultiCharts...
    on Server Data Mode, do not select "Download Missing Historical Data".
    At least you will have the live data to draw your real time chart.
     
    #39     Oct 17, 2008
  10. Thanks Tums. That is a good idea except my using the recalculate command causes MC to abort some times as much as once a day. I downloaded "MC 3.1 final" today but am not confident this problem is fixed. Regarding waiting for live data to build up enough chart, I would have to wait a while before I get the needed swing data built up to trade (I use from 10 second bars right up to 60 minute bars so it is quite a long while). I think biting the bullet and getting the SXFZ08 futures programmed is my only realistic option. It's only problem is the fact that it does not trade over night and is thus a peek-a-boo futures (overnight gaps). It trades in Canadian dollars but that is good for me.
     
    #40     Oct 17, 2008