IB - Stuttering market depth

Discussion in 'Interactive Brokers' started by atrocious, Feb 11, 2015.

  1. Anyone else having stuttering on futures market depth the last week or so? The update frequency seems several 100ms delayed compared to the speed I experienced in January. For example I'll get a report on a fill (a few ticks away from market) then see my booktrader "catch up" to that price several 100ms later. It was very apparent when ES was jumping around today.

    It could be a latency issue on my end, although my ping times to cdc1.ibllc.com are running ~35ms. Just curious if anyone else has seen the same thing lately.
     
  2. Bump, anyone else seeing this?

    Is anyone at IB aware of any changes to data throttling on futures market depth (made around the beginning of February)? Since then I'm routinely getting fills and seeing depth and last trade "catch up" to my price what seems like several 100ms later.

    I'm aware of the ~200ms throttling that has existed for years, but it seems far worse the last few weeks.

    My ping to their Chicago server is 35ms, New York 15ms, no packet loss, so I'm not sure what's going on.
     
  3. I notice when watching the ES a lot I won't see the price flash on the DOM but it will just appear on the chart after being a tick or two away. It of course could just be happening faster than the DOM and chart can update but im guessing it is just because they don't have true tick data.