Has IB's Data Feed Become Useless?

Discussion in 'Data Sets and Feeds' started by version77, Sep 14, 2006.

  1. One

    One

    kowboy,

    If you don't mind sharing, what is the source for the quotes you are comparing to IB's L2? PM if you prefer. Thanks.
     
    #41     Sep 28, 2006
  2. Speaking of becoming useless, is anyone else experiencing their charts are 'disabled' multiple times on their secondary, or multiple monitor(s). This is and has been occuring here for approx the same timeframe as this OP was posted.

    Interedsted to hear if others are experiencing the same 'ghost in the machine"


    RDT
     
    #42     Sep 28, 2006
  3. the size on booktrader 'last' is messed up as well. missin' digits, sometimes u see '0', may be 10, who knows. would like to know if they are aware of this bug.
     
    #43     Sep 28, 2006
  4. I meant that the data feed was ok for day trading not just swing and longer term trading. What you were describing was a problem impacting one type of very short term trading that doesn't apply to other types of very short term trading (such as what I do). So your review overgeneralized your experience.

    The logical issues are:
    - is what you're experiencing a local problem or widespread?
    - if there are other forms of daytrading can I really say its useless for daytrading.

    See what I mean?

    Re the pictures I trade futures and have never used that type of information.
     
    #44     Sep 28, 2006
  5. Regarding the usefullness or otherwise of the datafeed I am expecting to be seriously disappointed by IB's "solution" to the missing highs and lows in the data feed.

    Apparently the solution will comprise an alternate feed of 5 second bars with true highs, lows and closes. This won't do anything for me as its too damned slow for my realtime feed and doesnt fit the time intervals for my charting program and my tick bars (2 second would be ok).

    LOL. Ironic, I shall just have to keep deleting old data and refreshing it on my longer term symbol to get correct highs and lows.
     
    #45     Sep 28, 2006
  6. fader

    fader

    i wanted to bring up the issue of IB's historical data via API - i have started using it recently - i have only used the specific NYSE and SUPERSOES data, i.e. not SMART - i have noticed that, for example, in some cases when the stock has not opened in the first 15 minutes of the trading day, IB's historical data would still return the first two 5-minute bars equal to the last bar of the previous day.

    i have not assembled enough of a sample / evidence to take it up with IB's api department, but will do soon.

    i wanted to see if any one has or is dealing with historical data issues.
     
    #46     Sep 28, 2006
  7. Steve_IB

    Steve_IB Interactive Brokers

    kowboy, I can't see any ticket that was created within the last 2 days which resembles anything close to your issue.

    Were CS able to replicate your issue? When you contact CS you can ask them for the ticket number of the issue, this will enable you to track it and you can then quote it in any correspondence - and if you don't get decent service, note the time of the call and the rep's name and PM me.

    At the same time you could send a ticket with the attachments - I was unable to understand your issue from your explanation until I viewed the screenshots. Let me know the ticket number and I'll ask someone to take a look at it.
     
    #47     Sep 28, 2006
  8. kowboy

    kowboy

    An IB rep contacted me and it's being taken care of.

    Thanks for your help, much appreciated.
     
    #48     Sep 29, 2006
  9. djxput

    djxput

    It's nice to see IB active on the forums ...

    Steve IB should get a raise :)
     
    #49     Oct 1, 2006