IB data...strange things

Discussion in 'Data Sets and Feeds' started by mrpace, Aug 1, 2005.

  1. mrpace


    I am getting negative volume tick data for the first time ever using IB TWS as my ES data source. Did I miss something? What's with the negative data prints?

    Also, it seems a lot more granular today than usual.....
  2. also on my weekly BUND charts, there are volume bars(30min) of 1,500,000 for some 30min bars, it doesnt trade that much in a day................?????????????????????..........................
  3. mrpace


    OK, so I logged off and then logged back into IB, and everything is back to "normal"

    Very weird how this happened. I wonder what data I was getting? Negative volume prints every now and then, VERY granular data.....prints going off with regularity above the offer and below the listed bid on TWS. Very, very strange. I wonder what server I was logged into....LOL
  4. sounds like you are using QT. Negative Volume means TWS returned a cumulative volume quote that was lower than the volume on the previous quote. Should not happen, but does with TWS. Basically, ignore those.
  5. mrpace


    I do use QT, but not with TWS (I use QT for stocks with Ameritrade, and IB with Ensign + my own homegrown software).

    Never seen anything like this before using IB with my own software.

    The only thing I can think of that may have caused this, is that I lost my data connection during the early, early morning hours, but it reconnected by itself, and everything appeared ok when I quickly looked at it during the pre-market.

    But, after the regular session began, that's when I started noticing tons of negative volume ticks (they would appear BLANK in the IB screen where Last volume usually is seen), plus prints going off above and below the offer and the bid as displayed on TWS.

    Like I said, never saw anything like this before. This continued for a couple of hours until I finally decided to close TWS and restart my software. Then things went back to "normal"

    What was even weirder was the fact that I was getting a much more granular feed than I have ever seen on IB TWS....made me think they had changed to a true tick by tick T&S.....

    Very, very strange.....
  6. nassau


    anyone having problems with slow fills today...

    Several times it took 15seconds plus to get filled or part filled..
    It is not a connectivity issue from here.