IB backfill - you get what you paid for?

Discussion in 'Interactive Brokers' started by 4XIS4U, Feb 21, 2007.

  1. doli

    doli

    Those "bad ticks" may represent actual trades.
    Some markets, like nasdaq, allow people to pay thru the market. So, if somone fatfingers 27.50 when the ask is 26.50 the order will be filled at 27.50, if there is a seller there.
     
    #11     Feb 21, 2007
  2. Ask IB about the ticks and let us know.

    Its more normal for a tick not to show on IB (if its within a 200ms bunching interval and isn't the last price) but thats fixed on the backfill because backfill represents all the prices.

    I'm looking forward to the 5 second "true prices & volume" bar feed that should arrive soon. I'll use the live feed for my tick charts and the 5 sec feed for my longer term structural charts where absolute accuracy is more important to me.
     
    #12     Feb 21, 2007
  3. Yes, what's up?
    Looking at the chart only. We may think they are running stops. :D
     
    #13     Feb 27, 2007
  4. How can you make it? TWS will shutdown every 24 hour. How can you bypass this restriction?
     
    #14     Feb 27, 2007