IB Data Breakdowns during fast moving market news like OPEC Today

Discussion in 'Interactive Brokers' started by BlueStreek, Sep 28, 2016.

  1. Robert Morse

    Robert Morse Sponsor

    I hate correcting members, but I assume you meant SIPC. Funny, the accounts under $1mm tend to focus on the SIPC limits when the $20mm+ accounts never ask or seemed concerned.
     
    #11     Sep 28, 2016
  2. rank your order of brokers, just curious how your list comes out.
     
    #12     Sep 28, 2016
  3. I saw the issue today. Normally IB data is 100% reliable.

    The bid/ask on the CL contract seemed ok, as was T&S, but the LAST PRCE was stuck for almost 15 minutes.

    Not sure what the deal was here, but it's quite rare.
     
    #13     Sep 28, 2016
  4. ajcrshr

    ajcrshr

    I have an account at IB and use it for everything but futures. Currently I'm using Tradovate for futures and had no lag on the CL news (CQG is their data provider with Dorman FCM).
     
    #14     Sep 28, 2016
  5. comagnum

    comagnum

    I hate correcting members, but I assume you meant SIPC. Funny, the accounts under $1mm tend to focus on the SIPC limits when the $20mm+ accounts never ask or seemed concerned.
    ___________________________________________________________________________
    I did mean FDIC since the equity accounts have a cash sweep to FDIC banks.
     
    #15     Sep 29, 2016
  6. still doing it happened on the 9:15 (cst) bar in oil when stops gets hit and speed and volume picks up tws software cannot keep up, trading dom lost all price levels but 1, and oil futures curve on a different screen all had trouble adjusting.
     
    #16     Sep 29, 2016
  7. ib tech is looking into the issue the last two days, we will see what they come up with, but very reasonable, serious response from their tech people.
     
    #17     Sep 29, 2016
  8. Saw it again today on a FAST market trader. COTY , went into the s&p and was active late. Price seemed to freeze.
     
    #18     Sep 30, 2016
  9. Yes market depth was horrible on Wednesday, flashing, no depth, stale quotes. Totally useless, it was the entire NYMEX complex - CL,QM,RB,HO. It has happened occasionally in previous weeks too on any high volume price spike (around inventories, etc..)

    I thought the rationale behind IB's "snapshot" quotes was to ensure stability yet they lag far worse than any of my tick feeds in busy markets. Ironically 2+ years ago booktrader was fed by a separate server that served tick data separate from the snapshot TWS feed and I never had these problems.
     
    #19     Sep 30, 2016
  10. Still seeing some eod of day data lockups . Anyone else
     
    #20     Nov 2, 2016