IB TWS anyone has problems with volume data today?

Discussion in 'Data Sets and Feeds' started by moarla, Mar 24, 2009.

  1. moarla

    moarla

    it seems that IB trasmitts traded contracts more than once...
     
  2. moarla

    moarla

    API on latest 892 version works fine, but TWS data are wrong...on 893 version also API data are wrong....
     
  3. FGBL07

    FGBL07

    Can confirm this (e.g. for the Bund), data in the new version 893.4 seem to be at least duplicate the real data.
    I checked this vs. the Eurex web site.

    I'll try to revert to the previous version now.
     
  4. moarla

    moarla

    here is T&S pic
     
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  5. Hoi

    Hoi

    I can confirm that there is a huge difference, between 892 and 893, in the way Total-Day-volume is transmitted through the API.

    This also results in substantial more API-quote-messages (factor 4)..... all with the same information, so unneccessary draining resources

    It looks that each total-day-difference is triggering, Size and Price messages....something not present in TWS-892 and before.
     
  6. moarla

    moarla

    here is screenshot:
    No change in ask size or bid size or price or traded volume, but you trasmitt the line 2 times
     
  7. moarla

    moarla

    here is the confrontation on API 892 and 893
     
  8. Hoi

    Hoi

    I got a message from IB-programming, that it is solved in 893.5

    At this moment (of writing) this new version is not yet on the IB-website, but I guess it will be very soon.

    I will test it. Please do the same and let me know your results as well...
     
  9. moarla

    moarla

    cool, thank you for giving me the info!
     
  10. moarla

    moarla

    downloaded 893.5..
    now on API it works how it did bevore!

    Thank you for solving this issue
     
    #10     Mar 26, 2009