IB & Emini data today.

Discussion in 'Data Sets and Feeds' started by macal425, Jun 10, 2002.

  1. Anyone else having problems with their IB NQ emini data today? My quotes seem to be off anywhere from 3-5 points.
     
  2. i had a little problem just after 10:30 edt (for a few minutes) - but ib's quotes seemed ok - my quotecom data were 3-5 pts behind - there was a pick up in volume this time - and quotecom sometimes has problems when this occurs. now it's fine again.
     
  3. Ditch

    Ditch

    I had the same problem with E-signal.
     

  4. Same thing again Friday and today. The minute there is any volume, quotes are 1-2 points off on both the order page and the market depth page, and 1-2 levels of depth disappear.

    Anyone else having these problems?
     
  5. m_c_a98

    m_c_a98

    you know Interactive Brokers does not give actual realtime quotes. Its some fraction of a second snapshot. This causes problems with slippage on stop market orders because the quote won't update fast enough and you pay more than you should.
    I've asked to have this fixed. but I feel that they are trying to save bandwidth. Maybe if a lot of people voice there opinion they will change to "real" realtime.
     
  6. "real" realtime is very hard if not impossible to deliver over the public internet. The internet was not designed for realtime traffic, there are always delays and the delays vary from user to user and the same user will experience different delays at different times. Even to listen to streaming music without it getting messed up a certain portion of the song has to be cached before playback in order to give the illusion of it being realtime. Probably the closest thing to realtime is a Bloomberg terminal which is very expensive.
     
  7. m_c_a98

    m_c_a98

    If you have two seperate platforms IB's and Pats J-Trader with ES or NQ running at the same time like I do, then you will know what I'm talking about. IB is great, but they are giving fraction of a second snapshots as oppossed to other platforms that are not.

    This is not an internet traffic or congestion issue.
     
  8. I understand that the quotes aren't real real time. However over the last couple of days there has been about a 5-10 second lag when there is any kind of volume surge and the depth has been losing levels, sometimes showing only a few at a time. I'm trying to find out if this is a company problem right now or if it is a problem on my end.
     
  9. Dotslash is correct. Realtime is very hard, particularly with trade data when during periods of high volume, you can have hundreds or even thousands of trades or quote changes in just a few seconds, per product.
     
  10. Fohat

    Fohat

    Originally posted by m_c_a98 :
    This causes problems with slippage on stop market orders because the quote won't update fast enough and you pay more than you should.

    That's not true, because IB GTC stop orders reside on Globex and there's no Globex stoporder slippage whatsoever due to IB quotes.
     
    #10     Jun 17, 2002