IB Chronic Data Feed Issue

Discussion in 'Data Sets and Feeds' started by rcj, May 25, 2009.

  1. Please quit it.

    I've been on the Yahoo IB API group for a year now and know this: All fixes take an enormous amount of time with IB's "technical" staff.
    For one small API bug, it took an entire year to fix.
    You are not with Bloomberg you know...more like the McDonalds of direct access brokers. So if your fries are not quite crunchy enough for you, then TOUGH OATS.... Go somewhere else.
     
    #21     Aug 12, 2009
  2. rcj

    rcj

    LOL ... Thanks, Syswiz for bumping the thread. :D
     
    #22     Aug 12, 2009
  3. Explain something to me: On Page 2 of your thread I posted that I had the problem you were speaking of, only with ES. I told you what I had done about it, that at least temporarily resolved it. You never responded, never mentioned that your tried it out. Never told me whether it worked out for you or did not. Never thanked me for taking the time for posting to your sorry-ass thread. Why is that?

    Are you a complete horses' ass or what? Was this a legitimate problem that you were seeking a solution to? Did you try any of the suggestions in my post? Or was this just something you thought you could have a little fun with?

    Next time someone takes their time to try to help your sorry ass out, you might as least take the time to respond.

    OldTrader
     
    #23     Aug 12, 2009
  4. Moral of the story... don't piss off the old guy and don't dis on IB just to dis on them. :D

    I've experienced the problem too. It's reported to IB and in the que so we're better off listening to OldTrader's original post (it helped me.) Then we can periodically check on the issue in new builds without whining here.
     
    #24     Aug 12, 2009
  5. rcj

    rcj

    OldTrader


    Registered: Sep 2002
    Posts: 2893


    08-12-09 09:57 PM



    --------------------------------------------------------------------------------
    Quote from rcj:

    LOL ... Thanks, Syswiz for bumping the thread.
    --------------------------------------------------------------------------------



    Explain something to me: On Page 2 of your thread I posted that I had the problem you were speaking of, only with ES. I told you what I had done about it, that at least temporarily resolved it. You never responded, never mentioned that your tried it out. Never told me whether it worked out for you or did not. Never thanked me for taking the time for posting to your sorry-ass thread. Why is that?

    Are you a complete horses' ass or what? Was this a legitimate problem that you were seeking a solution to? Did you try any of the suggestions in my post? Or was this just something you thought you could have a little fun with?

    Next time someone takes their time to try to help your sorry ass out, you might as least take the time to respond.

    OldTrader
    *************************************************

    Mia Culpa, OldOne. You and and Kiwi and several others are highly valued by me as ive stated in other threads in the past.
    I ALWAYS take note of what you have to say. In this case things
    just got away from me, that's all. As well, i was getting pretty distracted by a couple of the "drive by" comments...just stupid.

    Yes ive tried what you suggested. Your mention of 897 was helpful b/c i had forgoten two upgrades.

    regards
     
    #25     Aug 13, 2009
  6. Hey Rock, glad to hear you reported it too...hopefully they'll get to it soon. Thanks for responding.:D I'd encourage anyone else having the problem to report it to IB.

    OldTrader
     
    #26     Aug 13, 2009
  7. Upgrading probably won't help you out. Somewhere in the last few upgrades is where this thing started in my opinion. It wasn't something I had a problem with at one time.

    Did it help any to close BookTrader completely, then reopen it fresh? That resolves it for me. You just have to reopen BookTrader fresh each session.

    By the way, thanks for responding.:D

    OldTrader
     
    #27     Aug 13, 2009
  8. rcj

    rcj

    Not always. Most often im in a trade and price is moving around
    fast(YM). i can close BK and ZLT but it may only correct for a
    couple of seconds ... it varies. Happens aftr hrs as well.
     
    #28     Aug 13, 2009
  9. Hoi

    Hoi

    Hi OldTrader (good you are posting again).

    I can add some more info if you like.

    IB's MarketDepth-feed is from the very start (summer 2003, or was it 2002?) wrongly designed and implemented (I know this, as at that time I have deciphered the protocol to the bit and bytes). It is built to transport extremely fast, only the changes in the Depth-book, but thereby lacks (and that is the design problem) a "verify-completion-correction-recover" protocol.
    Until IB redesigns the whole MarketDepth transport protocol (inclusive error-recovery) we will see the problems stated in this Thread (and many other ET-threads and Forums).

    Problems will show like the screenshot in this thread: the levels on both sides out-of-sync. Or it will show by wrongly sorted price-rows in one or both levels. Or there will be Gaps and standing still. This will be in the TWS-market-depth window, as well in the BookTrader, as well in all API-programs, simply because they all depend on the very same transport-protocol.
    This all will happen once markets become volatile and wild (news breaks or Opening). And can happen in one or a few tickers you are looking at (sometimes only ES or NQ on Globex, the other time in YM, or some Stock). Further: it's per Account so if you see it in one TWS-account, your second TWS-account is still working perfectly (I have two TWS's running myself).

    Anyway: This is a design-problem in the core and thereby (very) costly to solve. I wonder if IB will solve this structorally, ever (as they are aware of the problem for at least 6 years, already).

    Hope it Helps
    Hoi (designer of ButtonTrader).
     
    #29     Aug 13, 2009
  10. rcj

    rcj

    Hoi ...

    Thanks much for stepping in here to comment. It was really needed. Good to see u ...havnt emailed with you in a couple of yrs. ButtonTrader is topnotch.

    I never experienced this phenom until last spring. Strange.

    best regards
     
    #30     Aug 13, 2009