Bad NYSE TICK from IB?

Discussion in 'Retail Brokers' started by franklin, Jan 30, 2004.

  1. franklin

    franklin

    Did anyone else notice today (Friday) that the NYSE TICK values from IB were too low by about 200? (The NAZ TICK was okay.)
     
  2. The NYSE TICK data I received from IB started going bad around 11:30 AM on Thursday and lasted to the end of the day on Friday.

    This was verified against three other sources of data.
     
  3. Bad tick beats not getting any ticks :p
     
  4. not really

    TM Trader
     
  5. IBsoft

    IBsoft Interactive Brokers

    The Tick and Trin values for the NYSE stocks are not accurate. We have not announced this yet as a feature that is ready. Sorry for the inconvenience.
     
  6. franklin

    franklin

    The NASD TICK today (Monday) from IB was also off.

    The NYSE and NASD TICKs had been accurate for the last few weeks, so I guess they can't be far from getting this working.
     
  7. Yeah, I noticed these didn't match my other source. But they do seem to update at a faster rate, which is good.

    Anyone know how to get these into the API, whats the format?
     
  8. franklin

    franklin

    reqMktData
    TICK-NYSE or TICK-NASD as symbol
    IND as type
    NYSE or NASDAQ as exchange
     

  9. I'm sure I tried that, but it didn't work for me. Has it worked on your end?
     
  10. franklin

    franklin

    Yes. Been using it for several weeks. (I plot this stuff, which is why I could easily see last week that it started differing systematically from values plotted by other data providers and charting programs.)
     
    #10     Feb 7, 2004