IB streaming quotes seem delayed?

Discussion in 'Interactive Brokers' started by who281, Sep 6, 2009.

  1. who281

    who281

    I use IB as my broker and QT as my platform..

    but i have to use Etrade as my quote source..

    when i use IB the Buy/Sell volume seems extremely delayed almost not moving..

    when i use etrade the volume is constantly moving switch to IB it barley moves???

    anyone else using this set-up.. who do you use as your quote-source?
     
  2. rcj

    rcj

    i assume by QT you mean Quote Tracker, right ??

    i use IB and QT for indexes, YM, ES, and less than 10 stocks.
    No options or other futs. i dont have the problem you mention.
    If you are talking abt T/S, i use QT and no problem there.

    Try to give more info so others can help.
     
  3. who281

    who281

    sorry i did mean Quote Tracker..

    and i mostly trade ETF's and some stocks

    but i really watch volume and need the quotes to be up to speed when i trade ETF's like FAS/FAZ

    and when i use IB as the quote source things seem slow

    Ex. (IB source)

    price is moving all over the place volume changes maybe up or down ever 5 or 10 seconds

    with E*trade volume is constantly moving all the time every split second

    and im talking about bid/ask volume

    i feel like this is a problem because im trading through IB and using Etrade as the data which i dnt feel is a good idea because i trade many times a day some for very short periods and 1 cent here and there makes a HUGE difference.

    i dont really know how else to explain it.. im just used to seeing the leveraged ETF's moving constantly and i noticed when i used IB things slowedd way down
     
  4. rcj

    rcj

    If you put your symbols on a TWS ticker page then do you still experience the slowness???

    i run qqqq, spy, and dia on a TWS ticker pg and data seems to come in and display pretty fast - nothing like you discribe.
     
  5. moarla

    moarla

    IB aggregate ticks, so you dont see as much movement as you see on a true tick feed (like ZEN or esignal). So it could be that it seems that it is slower but in reality you have 1/3 of ticks send to you
     
  6. who281

    who281

    Ahh that would explain it!.. thanks alot

    what do you guys recommend as a quote source then?

    i guess i will try IB but it feels weird to me..
     
  7. who281

    who281

    basically what im asking is...

    is E*trade a reliable quote source..

    or should i try something else..

    i trade veryyy fast so like i said before 1 cent here or there makes a huge difference
     
  8. depends how much you want to spend. You can go to CQG or BLOOMBERG or other high end platforms.
     
  9. Is that 1 cent per trade or per share?
     
  10. def

    def Sponsor

    as mentioned IB does aggregate the tick source but that should lead to more timely bid/ask info in fast markets. The aggregation does not impact the fills and IB's external audits do show price improvement over the competition. So as a penny here and a penny there does makes a big difference, you should be collecting more of them with IB's better routing and execution.
     
    #10     Sep 7, 2009