ib backfill of futures and QuoteTracker not working right

Discussion in 'Trading Software' started by stock777, Oct 8, 2008.

  1. bump
    #11     Oct 9, 2008
  2. I can't seem to backfill ES. It backfilled up to 0930 this morning, but nothing after market open.

    YM backfilled OK.
    #12     Oct 9, 2008
  3. Still no backfill for me. Put in a ticket yesterday but no answer. QT claims it's IB's servers...
    #13     Oct 10, 2008
  4. IB backfill is slow this morning, but it is now working for Globex contracts.
    #14     Oct 10, 2008
  5. still farked
    #15     Oct 13, 2008
  6. jj90


    I got NYMEX backfill missing for 10/10. Shitty since Gold went off a cliff that day and I'm not trading without charts. Backfill issues for me on GLOBEX have been around for at least a month.
    #16     Oct 13, 2008
  7. If you're getting the raw time and sales, QT should be able to back fill.

    I had a talk with Mazel about the backfill issue. He's aware of the issue. It's a IB server side glitch.
    #17     Oct 13, 2008
  8. IB backfill was very slow and incomplete this morning for Globex contracts, but it worked fine for everything else.
    #18     Oct 13, 2008
  9. Same here ... no QM/CL for Fri 10/10.

    Intraday globex is ok, but ES longer frames like 2-week are a bit messed up (no day dividers), going back a week or so now.
    #19     Oct 13, 2008
  10. Harald


    It is obvious they are having some server problems. This is my experience:

    All GLOBEX backfill (including ES, NQ) very slow, several hours of data missing. Intraday backfill currently takes about 10 min per contract.

    NYMEX backfill does not include last Friday. So no indicators or Pivots for a while.

    ECBOT data incomplete, last hours of trading days missing for most of the agricultural futures.

    NYBOT backfill works, but volume data is not consistent.

    EUREX no problems.

    IDEALPRO FOREX has spikes, so all the Pivots are wrong on my front-end.

    Currently only would trade YM, TF, FDAX and FESX.

    If this continues, I'll certainly change brokers (in the past it was more or less acceptable, but never good)
    #20     Oct 14, 2008