Specifying primaryExchange == ISLAND should result in US stock being picked up: sprstpd is correct that this is needed to differentiate IBM in the US from IBM elsewhere.
From the discussion below it seems that NT is not using 5-second bars from IB stream as of Sept 2011. http://www.ninjatrader.com/support/forum/showthread.php?t=2829
Even 1 second was never designed for a human. This is just an excuse to benefit the co located frontrunners. So obvious its not even funny.
Yeah but if IB's CEO is successful in his effort to get exchanges to hold the orders of HFT firms for 100 milliseconds, then this change at BOX shuts these firms out. The result will be a PIP auction with only market makers in attendance. And the customer will suffer due to fewer participants around to improve the price during the auction period. From: http://online.wsj.com/article/SB10001424052970203752604576641293119362426.html "Mr. Peterffy has a solution: Require exchanges to hold orders for one-tenth of a second, while allowing registered market makers, such as Interactive, to trade at will."
I agree with Landis82 that complete tick data are important. Actually, are there any vendor that could provide complete real time tick data in worldwide market similar to IB data service?
So would this effect stops placed on the IB DOM or is this just a charting issue? This bundling of data could cause significant slippage if it involves orders as well. Or are the stops placed on the main CL or ES exchange computers? If they are placed on my PC or IB's and they are using bundled data then slippage could be an issue.
are you really stupid or do you pretend to be ignorant? IB, your company, provides charts based on a snapshot of the transactions. The chart is NOT updated constantly according to the transactions. Man, talking about a company managed by people who know nothing about trading.
While I'm sure 100ms updates are 'good enough' for the majority of IB clients, the principle issue (I think) is that IB is passing through the data/market entitlement fees to their clients and the clients are not fully getting what they pay for in that respect. Say a client gets level 2 of all US exchanges. They are paying quite a bit in data fees each month to IB for this, so why should they have to pay the same fees again with another data vendor just to get a true 'stream'? If you are paying for data, and presumably this is passed on to the exchange to cover their fee, then clients should get the full data product the exchange is putting out, not clumps of it in 100ms intervals.