IB trin/tick data

Discussion in 'Data Sets and Feeds' started by o10maximus, Feb 6, 2007.

  1. Wondering what others had to say about IB's trin and tick feed.

    Is it faster then data feeds like esignal? WHo's got the fastest?

    Most venders seem to have a 6 second delay for internals for the time it takes to compute, is this also the case with IB (if you know).

    Does IB compute their internals or just pull it from the nyse?

  2. I have to say that I dont think a 6 second delay with tick or trin is really going to make a whole lot of difference. IB seems to match up with others I talk to.
  3. K.C.


    6 second delay compared to what?
  4. To my understanding, 6 seconds from the time it starts the calculation. So when the data for 11:00:00 is calculated, at 11:00:06 we see it's value.

    6 seconds isn't usually much of a problem, but why not find a faster source if possible. Maybe I'm the only one to miss fills by seconds at times.
  5. IB TICK data has been wrong all day today. Did anyone else notice that it has been in a small range all day +400 to -300 areas. Suggests that not all the data from NYSE issues is being calculated. I did report it to IB, but I'm not quite sure they understood what I was trying to tell them.
  6. Yes