IB Paper Trading data / fill weirdness

Discussion in 'Data Sets and Feeds' started by Raul641, Aug 13, 2008.

Has this happened to you in TWS Simulated Trading mode?

  1. Yes

    1 vote(s)
  2. No

    2 vote(s)
  3. I don't use it

    0 vote(s)
  1. Raul641



    I'm trying to test a new strategy on IB's simulated trader. I am experiencing all kinds of weirdness.

    I was looking at the front month Globex Euro futures (6EU8) for about half an hour just now. The inside bid/ask didn't move the entire time. It showed 5 bid, 4 asked. There were no bids displayed at all except for the inside, but there were asks for several hundred contracts. They were moving around actively way outside the supposed inside market.

    The "Top Trade Rate" page showed 60-70 trades per minute on this future most of the time, but the "Last" price never changed once.

    I put a limit sell order in way outside the market, within the block of active asks I could see moving around, and it filled immediately at my limit price, even though the (small) inside market was supposedly way below my price.

    An hour before that, I saw the same sort of behavior while watching GBP Globex futures.

    So I strongly suspect something is wrong here. I have never experienced anything like this with my real money account.. I can imagine that if IB were experiencing data capacity issues, they would stop providing data to the paper trader connections before stopping the data to any live trader connections.

    I have a couple of questions for discussion:

    1) Does anyone know for sure whether that is the case?

    2) Has this happened to anyone else? (Maybe my copy of TWS is just messed up somehow...)

    3) If it is true, is there any way to reset the connection so that I can start getting data again?

    Most interestingly.. 4) is there any way to prevent this? It makes the simulated trading kind of useless at simulating trading if the market data randomly stops working.

    Thanks in advance for any replies.
  2. cvds16


    have you checked your prices of the papertrader with the real TWS. this could possibly clear up some problems ...