IB futures/ES data feed quality?

Discussion in 'Data Sets and Feeds' started by zoned_post_meridiem, Mar 16, 2020.

  1. zoned_post_meridiem

    zoned_post_meridiem

    I don't trade futures regularly, but I do once in a while, on IB with their standard data subscription. I went short 1 contract a few minutes ago, and boom, my data feed froze. 5 minutes later (5 minutes! In /es time!), data comes back, I'm up just over $600, close right away and thank my lucky stars.

    But obviously, it could have gone the other way, badly. So: those of you who trade futures, have you had issues with IB's futures data farm? Or was this a fluke?
     
    #1     Mar 16, 2020
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  2. nooby_mcnoob

    nooby_mcnoob

    Could be your machine was overwhelmed with all the Java bullshit and froze but I don't have issues (I use the API)
     
    #2     Mar 16, 2020
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  3. guru

    guru

    ES futures hit limit up in the afternoon.
     
    #3     Mar 17, 2020
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  4. def

    def Sponsor

    Data for Globex according to what I've experience and clients I've spoken with has been rock solid. Note the indicators on your data feed. A bluish color indicates limit up or down. For example, right now, ES and NQ are limit up (3 AM EST) and both offers are indicated in light blue. During these crazy times it is prudent for anyone trading futures (and all other products) to read the specifications on the exchange websites and gain an understanding of the trading halt rules. Big emphasis on that. You can get run over badly trading near these limits w/o understanding for potential gaps when trading resumes.
     
    #4     Mar 17, 2020
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  5. IAS_LLC

    IAS_LLC

    Good stuff def. Keep up the good work
     
    #5     Mar 17, 2020
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    def likes this.
  6. zoned_post_meridiem

    zoned_post_meridiem

    It was closer to 11 pm, and no indication of a limit up/down condition at that time (feeds were green). My guess is my platform just froze up temporarily. But to be clear, whatever it was, it was just bad trading on my part to jump into an /ES position without checking that order flow was running as expected. That's not on IB, it's on me.
     
    #6     Mar 17, 2020
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  7. def

    def Sponsor

    Glad all worked out. Sometimes better to be lucky than good.
     
    #7     Mar 17, 2020
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  8. guru

    guru

    @def , BTW, I do have a lot of problems with IB's data feed and practically spending most of my time (sometimes hours per day) waiting for chart/data to show up. This is mainly for options data, for example wanting to chart the pricing of a butterfly combo/spread over couple weeks at mid prices. I chart various option combos all the time, and each time I wait 1-15 minutes for chart to show up, which is insane and makes it unusable. I'm actually waiting for a chart to show up right now and had time to browse through ET. It was always this long, not just recently.
    I see that you added support for 'eSignal' data which I don't use, but I think most people use IQFeed that I do use. Any plans to either fix your own data feed for options, or support IQFeed?
     
    #8     Mar 18, 2020
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