IB TWS time and sales data discrepancy

Discussion in 'Data Sets and Feeds' started by OneCarWilly, Feb 27, 2011.

  1. moarla

    moarla

    you can have different data recieving data from 2 different IB-sources (like one source is IB1 and 2nd is IB Gateway (API))
    because of the eggeregated feed IB offers.

    but in one single connection the feed is one and there cant be differences, i tested it out.

    so your problem must be elsewhere (different settings etc.)
     
    #11     Mar 5, 2011
  2. I think the key point is that IB data is not meant to be "accurate;" rather it is mean to be tradable.

    So it is sampled, lacking in lag, but likely to be missing ticks (10 per second but only last for the real time feed but I dont know what it does in the situation you show).

    If one needs accurate information about sub minute data or relationships between bid and ask, etc etc ... then you need to pay for a separate data feed. I don't so I don't. But horses for courses.
     
    #12     Mar 5, 2011
  3. def

    def Sponsor

    Your first post shows SIMULATED TRADING and in your other posts it seems that you might be clipping the words SIMULATED TRADING off of your snap shots. Are you using the paper trader or the demo?
     
    #13     Mar 5, 2011
  4. Def:
    The first two small screen shots were from sim. The two larger screen shots that I posted yesterday are from the regular trading account.

    Can you explain why data in a sim account might be different from data in the trading account, if that is what you are implying? Traders trying to learn or to test new methods might be interested to know about this. The IB web site clearly implies that sim and real are the same in this respect.
     
    #14     Mar 5, 2011