Home > Tools of the Trade > Data Sets and Feeds > IB Data ...

IB Data ...

  1. Suddenly my IB data appears to be updating extremely fast today .... never seen this fast before.

    Def - has there been a change?
  2. BH,

    what is extremely fast for you ?
    I am extremely curious now, since my IB quotes seem like always, about 3 updates per second per data field.

    Do you feel you receive all ticks in the ES ?
  3. I don't know how fast my quotes typically refresh but ... they are really ripping today. Something has changed, and not necessarily at IB but perhaps ... well, I wouldn't know but the change is quite nice.
  4. We are rolling out a new market-data dissemination system and at the same time we are changing the refresh rates. Could you please email your account number to help@interactivebrokers.com and include mg101 in the subject line so that I can verify that you are on the new system?

    Thank you.
  5. Is the ECBOT disappearing an IB issue or something that originates with the exchange itself? Happened again today after CC numbers.
  6. Well, didn't get a response to my e-mail but can confirm my quotes are rippin' again today. Sure hope this is a permanent improvement - it is terrific!
  7. Wow, sounds good!
  8. I received 4 different emails w/ the question: "am I on the new system". I can't respond to the emails directly, as the sender address is not there when I get the email forwarded from the help@inter...

    I will respond here using the initials and the last digit of the account number of the senders:

    rc4, sm4, ma7: old system, connecting in USA, dynamic pacing
    cb7: new system, connecting in Europe, dynamic pacing.


    The reason why you saw a dramatic improvement was that before yesterday you were not on the dynamic pacing.

    Please send no further emails to mg101 on this subject. Thank you.
  9. Hi IBSoft,

    Don't you have a smoother way for finding this out?
  10. IB is a 1-2 sec ahead of e-signal here.

  11. Well, apparently you never received my msg as I never asked that question and the initials/numbers don't fit. Likely my fault screwing up the e-mail somehow. But anyway, I wasn't looking for an answer but only thought the information might help you out.

    Happy w/ the new status quo ... hope things don't revert!
  12. Hi Ditch,

    Nice to know! I haven't done any checks as of late but this confirms what I found out some months ago.

    May I ask which future contracts you have been checking on?

    Be good,

  13. IB's data has always been phenominal.

    The problem with IB in the past has been uptime. But when they are up, they FLY on ES/NQ/YM.

    I wish IB would colocate a rack of servers in Chicago so I can get my ping times down to 30 MS.

  14. NQ
  15. I AGREE with nitro....IB data is tremendous....big reason why i stay loyal to them...my fills are always in agreement in what they display.oh well...98 % of the time.....i am satisfied....
  16. I haven't had a disconnect for months now. Am also using Buttontrader, this combo really kicks ass:D
  17. What's up with IB's demo?
    nothing moves,order status did not change at all, no matter what you do-placing,canceling. IB CS dont know anything. it 's only on my computers or for everyone? Def! i need your help overhere!
    looks like futures are ok, but stocks are dead.
    Thank you!
  18. works fine now.
  19. - Is there a way to send IB R.T data to esignal?
    Actually i prefer to be using IB data because faster,
    but also need to be using esignal for charting

    If not, then is it nesseccery to subscribe to each of
    IB market data to be able to trade that market?

    I can use IB data for my medved Quotetracker, as backup,
    But since Quotetracker is limited feature (studies)wise and
    i have Ameritrade Apex account to feed QT, i don't see reason why to be paying for IB data and esignal both to trade same
    foreign markets.

    P.s I don't have account with IB yet.
  20. No, you cannot do that. The only datafeed you can use with eSignal is eSignal's. That is their business after all :)
  21. Are you saying they try to profit by charging members
    for exchange fees?
    I think if they charge Minimal fee like 10$ and give
    traders freedom for havin their own selected feed
    isn't more fair?
  22. No, I am saying that they are in the business of selling their datafeed, so it seems reasonable that they would not want a different source feeding their software.

    As for exchange fees, eSignal does not profit from them. Exchange fees are passed on to the exchanges. The datafeeds (eSignal or anyone else) does not have the option to not charge you the exchange fee just because you already pay it somewhere else. Unfortunately, the exchanges demand that in such situation, the exchange fee should be charged twice.
  23. Instead they increase their market data from march:confused:
    why? and everyone says they are slower than IB
  24. Can IB's feed sent to TS.7 or TS2000i?
  25. Check out Ensign's new IB version. It uses internet sources for charts and IB for the tick feed.

  26. Thanks for help. I knew IB supported Ensign for
    data, But i don't want to use Ensign, i need to
    use either Esignal or TS.7

    After doing some search i foumd following links:

    supports TS2000i with IB Data only. (No Esignal or TS.7)

    http:// www.traders-soft.com
    Can't use IB's feed .

    <<OnDemand Server™ is the Data On Demand solution for TradeStation 7, Tradestation 2000i, Metastock Professional 7.x/8.x and ASCTrend6.0. OnDemand Server makes it possible for users to access online data (historical and real-time) provided by the QCharts(Quote.com), FutureSource ProNET, RealTick III, eSignal, DTN's IQFeed, MetaTrader and TeleQuote online data feeds (depends on version). >>
  27. TS2000i is also supported by Hyperserver Lite. It's free and you can get all the symbols you want. It's better than Metaserver (I tried it before) that in the demo version is limited to 2 symbols.

    Here is the link to Hyperserver:

  28. Does it says i can use hyperserver lite to use IB TWS for
    TS.7 in on-demand mode only? Can someone explain
    what is ON-DEMAND means? Is it real time Tick by Tick
    feed from IB to TS.7?

    • HyperServer for TradeStation 7.1
    HyperServer Lite for TradeStation 6/7 allows to connect your TradeStation to any internet/satellite quote vendor in on-demand mode, support also ASCII, MetaStock, OMZ, XPO data format.

    Available Datafeeds:
    • TalNet (RealTick III)
    • Tenfore/QuoteSpeed
    • DTN's IQFeed
    • QCharts (Quote.com)
    • FutureSource ProNET
    • FutureSource WorkStation
    • MB Trading
    • eSignal
    • Interactive Brokers' TWS version
    • WinBIS (under Development)
    • TeleQuote
    • ShareInvestor.com
    • NextView
    • MetaTrader
    • Bridge Channel
    • Moneyline Telerate Channel
    • Universal DDE
  29. don't know about "on demand" but it can't be tick-by-tick with IB since IB datafeed is aggregated
  30. Then again what's aggregated? Jerry you must know
    what is "On Demand" means:D
  31. ok, let say you need to view a chart but you don't have any price data. On-demand allows you to download all the data directly from the vendor on-the-fly.

    As far as i know, IB does not support on-demand so price data has to be collected and stored in your harddisk tick-by-tick.
  32. aggregated data means that instead of sending every tick, IB sends you the updates every X seconds (0.7 I believe, though thats changing) as a snapshot of the quote every time the data is updated.
  33. not every X seconds, but UP TO X seconds

    the refresh time dynamically changes depending on how much data we are sending you
  34. IBSoft - thanks for the clarification. Nice to know.
  35. Hi,]
    Thanks for the link about hyperserver.
    I am now running it with TS2000i and IB. It connects Ok but I can't get charts. I think I have the wrong symbols. Does anyone know the futures symbols?]
    BTW, Jerry, do you know if there is a way to run 2000i with data from QT?. My wealthlab works really well using IB and Medved qt.
  36. Which Future symbols are you using?

    I can see that IB's Data can be feeded to several
    charting Package at a time? right? If so, does it slows
    down your realtime data or affect in any way?
    P.s I'm not using IB as my broker yet, so i don't know
  37. Zn, ZB, DAX, ES, Nq, YM, EC, JPY, GBL for starters. PLus several equities.

    I use it with Sierra, medved,wealthlab. Before I had ensign running also.
    It all makes no differnce to the IB feed but because wealthlab can only update every 1 second (about) it is slightly delayed to the WL chart.
  38. I don't use Tradestation, but can offer you the following information:

    Symbols preparation

    Datafeed is unable to provide list of symbol automatically so you have to insert symbol manually. TWS software is sensitive to symbol category and exchange. Datafeed needs to know category of the symbol and exchange, to create correct DDE request to TWS.
    Regarding to this datafeed supports two kinds of symbols and you can use any of them depend on your aims.

    Omega symbols

    If you are using HyperServer edition for Omega 2000i or Omega Server 4.0 you can use original Interactive Brokers symbols. Omega software contains information about symbol's exchange and category inside own portfolio. Thus, HyperServer is able to recognize it. So you need only to specify the correct exchange and category of symbol inside portfolio. The rule of future contracts encoding is same for the both approaches.

    Future symbols

    Futures contracts symbols contain two additional symbols at the tail. First is a char of expiration month, second is a digit of expiration year.
    Thus, template of futures contracts is is following - ROOTMY
    Letters for months encoding are following:

    'F' - January.
    'G' - February.
    'H' - March.
    'J' - April.
    'K' - May.
    'M' - June.
    'N' - July.
    'Q' - August.
    'U' - September.
    'V' - October.
    'X' - November.
    'Z' - December.
    Note: These chars and year digit used for datafeed internal purpose only. Datafeed needs to know expiration date to make correct DDE request for future contract symbol.

    Example: ESM3 is a future contract for ES future root symbol, with expiration in June 2003.

    Important Note: Lists of Exchanges from Omega and from Interactive Brokers are different. Thus, datafeed uses external "IB ExchangesCross.txt" to receive correspondence between these two markets.

    Omega Exchange / Interactive Brokers Exchange
    CBOT / ACE
    ISE / ISE
    LSE / LSE
    PSE / PHLX


    Symbol - MSFT, Exchange - 'NASDAQ', Category- Stock.
    This symbol will be requested from IB 'SMART' Exchange.
    Symbol - DELL, Exchange - 'NASDAQ', Category- Stock.
    This symbol will be requested from IB 'SMART' Exchange.
    Symbol - INDU, Exchange - 'NYSE', Category- Index.
    This symbol will be requested from IB 'NYSE' Exchange.
    Symbol - BAY, Exchange - 'XETRA', Category- Stock.
    This symbol will be requested from IB 'IBIS' Exchange.
    Symbol - DAXU3, Exchange - 'EUREX', Category- Future. This is a future contract on September 2003.
    This symbol will be requested from IB 'DTB' Exchange.
    Symbol - ESM3, Exchange - 'CME', Category- Future. This is a future contract on June 2003.
    This symbol will be requested from IB 'GLOBEX' Exchange.
    Symbol - YMU3, Exchange - 'CBOT', Category- Future. This is a future contract on September 2003.
    This symbol will be requested from IB 'ACE' Exchange.
  39. Thanks! I am sure I will get there eventually with your help. Could you have a look at this screen shot and tell me what I am doing wrong?
  40. I do not know what you are trying to do, but the appendix H3 refers to the march contract of last year. Current contract is H4.


    Bernd Kuerbs

  42. I'm not involved in the programming of Buttontrader, so I really do not know. Please ask Robert.


    Bernd Kuerbs
  43. roberk,

    Not really familiar with the datafeed requirements for 2000i. We do not have any direct hookup.