IB data quotes price without volume

Discussion in 'Data Sets and Feeds' started by Acqua, Oct 17, 2008.

  1. Acqua


    Anyone getting quotes without volume:
    Checking on Time&sales, i get last, bid and ask but no volume.

    Minute charts work fine but constant volume charts are a no go.
    Any volume indicator is dead as well.

    It's been happening for the last three days, about 5pm ET til 8-9pm ET.

    ESZ8 on GLOBEX.

    I also submitted a ticket and received the usual BS computer generated response: yada yada yada problem already sent to the developers yada yada, to be solved in the soon to be released updated version of TWS.
    I'm almost positive these are computer generated responses and all bundled under the "backfill issue".

    I'm not sure my issue is part of it because it is the real time data that is being compromised, add on top that the backfill sucks then my charts are all messed up.

    I've been with IB for many years, and I'm aware of the backfill problems, hence i leave my charts running 24/5. (QuoteTracker).

    First i want to know i'm not alone..

    Second, what's the best alternative for reliable backfill?

  2. You are not alone; I'm using esingle, which i don't really recommended it here.
  3. JackR


  4. Acqua


    Thanks for the link, i read that thread before starting this one.

    My issue is with the real time data, not only with the backfill problem.

    I'm just not so sure both problems can be solved or are related to the "hardware issue" noted by IB DAV on the other thread.

    Two things need to happen:

    IB does what it says when it says it, and they actually change the hardware platform on monday. Highly doubtful, i'd say 40% chances they actually change the platform and about 10% chances it happens on monday.

    Second, the new hardware platform addresses both the backfill problem and the real time data issue i am experiencing. (50/50 here as i have nothing to make me lean either way).

    So, without getting too technical in probability calculations i'd say i have about 2% chances to have my charts back to normal next monday.
  5. That would make you 98% pessimistic.
  6. JackR


    I agree on the probability. I asked for a clarification of what "installed" means.

    The problem certainly is at the IB end, not the TWS. I run two machines. One is connected to my real account, the other to the paper trader. I always try the "new" TWS on the paper account for a while before "upgrading" the real account. Last week I loaded 888 on the paper machine during the GLOBEX 1615-1630 shutdown. When I started in at 1630 there was no volume. My real machine, which had not been shutdown, had volume. I thought it was 888. The next day I reverted to 885. No volume AND the real machine also had no volume, but I think that was after 1800.

    Anyway, I've been told that the paper accounts are connected to a different set of data servers than the real. I attribute the first failure to a reconnection to one of the bum sets of server hardware. The real account never disconnected so it kept running. I can only guess the subsequent failure of both my systems as being due to IB techs switching things around. Hopefully it is the hardware and not an unidentified software bug. Oh well - hope they get it fixed fast.
  7. Acqua


    I'd sooo welcome IB turning this around...however, in my world, realism beats optimism any day, and the odds are against them...in the mean time, i'll keep looking for alternatives to solve my issue.

  8. Acqua


    I agree. Those messages from IB about the issue being worked on with the new upgrade of TWS just put them in the wrong path towards resolution.

    I sure hope they work it out, it would be a gigantic step backwards for them to drop the ball on real time data.

    k, weekend time,

  9. rcj


  10. JackR


    From the other thread:

    So we'll see how many problems get fixed. Backfill and volume? Let's hope.

    #10     Oct 18, 2008