the problem is that the spread volume in question is not included in the intraday historical data. Really needs to be fixed
WHAT IS GOING ON WITH IB GLOBEX DATA FEEED !!!!! THIS HAPPENED YESTERDAY AS WELL. THIS IS UNACCEPTABLE IB !! I AM GOING TO LEAVE IF THIS KEEPS HAPPENING!!
Something is wrong with the Globex feed IB. Twice today so far: No feed between: 10:37:44 to 10:39:33 EST = 2 minutes, next print's volume was 218. 10:54:24 to 10:55:33 EST = 1 minute, next print's volume was 323. Do you know what the problem is, and if so, can you assure us that it will be fixed? EDIT: New Bulletin "Globex and Nymes market data was interrupted momentarily. Globex and IB have resolved the issue. Market data is currently available". QUESTION: Was it the same problem this Tuesday and do you feel the problem is fixed for good now?
For ages now TWS has only been showing data for half of my options positions.No bid/ask prices,nothing!I've given up trying to contact them.The inquiry/problem ticket does not get a reply half the time.Crap!
i find that the IB real time charts for ES often just 'die' they quit updating even if you have 'keep charts updated' checked you have to go to chart parameters and select a different timeframe, and then go back to what you had, to refresh it gets old
OMG... you are right. The IB feed is heading for the bathroom. Guess it want's to go down the toilet...
In some chatrooms people were having probs with GLOBEX feed - they do not use IB! So I think it's not IB's prob but the exchange. HTH
Are you asking for more quotes than your limit? Reduce the number of quotes you are looking for by not requesting every month or strike.