IB Update speed on futures bid ask size insane today?

Discussion in 'Interactive Brokers' started by stock777, Sep 20, 2007.

  1. anyone notice this?
     
  2. IBsoft

    IBsoft Interactive Brokers

    We have increased the refresh rate on the index futures, forex and all options quotes to 10 times a second.

    We will be increasing the stocks and etfs in the near future. We might have to cut back the options to the way they were (3-4 times a second).
     
  3. Bet folks didnt know those quotes even changed that fast.
     
  4. Is there any way to configure update speed? Faster is usually better except when I need to trade through a remote connection. Then it just makes things sluggish.
     
  5. I assume you mean the sampling period, correct? It was my understanding from the TWS API yahoo group that previously IB sampled prices every 300 ms (so about 10 times per every 3 seconds). So now we're getting 10 times per second .... COOL!!!!

    Now if you can get TWS to control-alt-R itself when quotes freeze I can die happy :p
     
  6. Does the increase apply to the U.S. server only? Or
    to the Hong Kong server too for Asian index futures?
     
  7. My quotetracker froze on the open today, something it never does.

    Wonder if this is the reason.

    It uses the api. Would be useful if the user could control the update speed for the TWS and the api from the TWS settings screen.

    Unless you are using an automated system, 10X per second is nice, but not really 'usable' for manual trading.
     
  8. You can adjust the rate at which QT samples data received from your TWS. Perhaps this would solve your problem. Contact QT support to see if they can help you with this.
     
  9. minmike

    minmike


    I would have to strongly disagree. If would be FURIOUS if my quotes were only getting update every tenth of a second. A professional would notice and care very quickly.
     
  10. mike, why don't we amend your statement? Why not say that "some professionals", including you, would care? On the other hand, there are some of us, myself included, prefer getting timely quotes (albeit 10X a second) when things heat up, like during a Fed announcement, when some data providers distinctly lag. Some professionals mike, are not trading for ticks so that each and every tick that takes place becomes less important. What IS important is getting non-lagged data.

    OldTrader
     
    #10     Sep 21, 2007