IB Problems?

Discussion in 'Interactive Brokers' started by laocoon, Aug 30, 2005.

  1. laocoon


    I've spent quite some time with IB on the phone today and they couldn't figure out why my feed isn't working properly. Since I seem to be the only one with problems today, I wanted to ask other IB users what they do when their TWS market data field turns orange every 5 minutes (other than relogging, restarting, trace routes etc).

    Basically I have data feed, but only with a lag behind eSignal (between 1&4 ticks, depending on the speed of price movement) and every now and then the data disappears completely, before reappearing again a minute later, but still with the same lag.

    And no it isn't my ISP because eSignal is working in parallel without a problem.

    Any help would be much appreciated.
    #11     Aug 30, 2005
  2. JackR


    It could be your ISP or the path to IB vs the path to eSignal. You connect to your ISP via cable or DSL or dialup or satellite. Your ISP then connects to some other provider who in turn connects, etc until the route goes to a "backbone" connection. TCP/IP, the method (protocol) we use to connect is designed to be robust if the packets get blocked, delayed, etc while traveling over the route. Indeed, the packets can be rerouted or go different paths and then be reassembled at the far end.

    One of the problems in determining whether the problem is IB or the Internet is in determining where the problem exists.

    You did not say where you lived. I'd say people served by routes going via/near the path of hurricane/tropical storm Katrina might have problems due to massive reroutes taking place as the network tries to cope with outages and lack of capacity due to rerouted packets from down/degraded paths.

    Where do you live?

    #12     Aug 30, 2005
  3. lacoon,

    To be frank, I don't know these days. Some time BEFORE IB started with catering to chart and backfill hungry clientele, I had the impression that IB's tick stream mostly ran a little AHEAD of eSignal's, albeit with missing ticks as is proper to IB's system. I never quantified deviations between eSignal and IB directly but I can tell you that in postmortem comparisons with exchange T&S data, IB always came out pretty good. In these days, I didn't get many 'freeze' type incidents which IB recently talks away as being caused by "weak ISP's".
    In fact, taking a look at IB's own customer forum board, a lot of their clientele for backfill seems to be compaining about not getting their backfill rations either.
    So for now, I keep IB strictly on the standby burner till they seem to be able to project a more credible posture. I tried to tell them: cut out that darn new stuff till you can get control back of the old one. IMHO, this doesn't seem to have happened yet.

    I still think they still have a unique offering, that now is burried in a bunch of non-working, for me useless stuff. Murphy's law seems to be plainly at work in their case. When the dust settles, I'll try again to find out if their tick streams are still any good.
    #13     Aug 30, 2005
  4. Babak


    Check with ping plotter to see if it is on your end/ISP.
    #14     Aug 30, 2005
  5. laocoon


    Thanks for your reply. I live in Europe...

    Is there a site on the internet to test the connection to specific applications like IB? ( I already did a traceroute)

    Thanks again.
    #15     Aug 30, 2005
  6. laocoon



    I'm also a longtime eSig & IB user and I've had my problems with eSig in the past but since the beginning of 2005, eSig works perfectly and is almost 100% in sync with the IB feed. (I'm specifically referring to the Eurex feed). Until last year, eSig was indeed lagging IB, sometimes by an untolerable amount of time, but fortunately they got their act together. As for IB, they have almost always been very, very reliable & stable, until recently at least.

    As for the rest of your post, I totally agree with you that IB should focus on execution speed & reliability and cut out all the useless bells & whistles.

    #16     Aug 30, 2005
  7. fader


    over the last 12 months i have had the same problem on several occasions - my DAX order book would start lagging, then stop completely for a while, then restart again - it seems to happen every few months, for a day or two with a couple of instances of this problem occuring usually during the U.S. market hours - the problem lasts for 2-20 minutes... - i contacted IB about this problem earlier in the year and emailed them the screenshots demonstrating the problem - i think my emails bounced around a few people at IB but i did not get a clear response as to what might be causing this and in the end i did not follow up with them as this has not been a critical issue for me so far- i was in the U.S. few months ago, and this problem did not happen there at all - now that i am back in Europe, i had this issue again about a week or two ago, the problem lasted for a few minutes... - i presume the issue is either with IB's EUREX feed or their swiss server (i assume i get most of the data from the swiss server although my firewall shows connections both to the Swiss and the U.S. servers) - i don't think the issue is my ISP etc. either, this has happened enough times and my internet has been running fine - Lacoon, i can only suggest that you get in touch with IB and send them screenshots like i did, and that hopefully you will be able to get to the bottom of it with them - if you do, would be great to hear if you get a resolution with them, all the best.

    #17     Aug 30, 2005
  8. ptunic


    In my experience, IB has consistently been 1-2 seconds faster than eSignal for ER2 and ES.

    #18     Aug 30, 2005
  9. JackR


    Not that I'm aware of. I'd suggest you look at a TraceRoute to IB and one to eSignal. See where the diverge. Also run a Ping to both. Set up your ping for at least 4 separate runs (I forget the default). Look at the difference in times between the different tests to each location. The times should be about the same for each location. That is IB's times between pings should be consistent as should eSignal's. The ping times to each site will be different as they are physically far apart and probably served by different networks. This would tell you whether or not the system was stable (if unstable pinging IB and eSignal separately might confirm the path problem).

    I'd open two DOS(command line windows) and have one set to ping IB and the other to ping eSignal. Then, if you have the problem today, just switch to those windows and ping both.

    A significant difference from your benchmark tests would give you a clue.

    #19     Aug 30, 2005
  10. laocoon



    Thanks for your reply, I'm currently busy doing screenshots etc, I'll keep you posted if I hear something from IB. (The problem has been going on since 0900 CET today).
    #20     Aug 30, 2005