Is there a problem with IB's time and sales?

Discussion in 'Retail Brokers' started by demoship, May 7, 2007.

  1. When I use time and sales, and I do previous/next a lot, sometimes it'll return no data, and after that, stuff will stop loading, even charts. wtf?

    Does anyone else have this problem?
  2. You better use a 3rd party charting program. Those will allow you to easily scroll through at least 5 days of T&S.
    The charting and related tools in TWS are very clumsy at best.

  3. rayl


    I've seen this problem too -- I think there's a problem/delay getting data from the server.

    The feedback provided by this functionality is rather poor in that I can't tell if it's still loading data,how much data should appear on the next page, etc. For thinly traded issues, it apparently is OK to have some empty pages as you move forward in time, but it is hard to tell the difference between that and a failure.

    This, and sucking data for a chart, are not strengths unfortunately. But as other pkgs available, it's not a priority for me.
  4. I have seen this problem many times, and have reported it long ago.

    The time & sales server and / or tws end of the code is not really functioning properly from day 1.

    It's extremely slow. It is easy to 'break' as the first poster noted.

    I doubt this is being used internally as they would not put up with it for long.
  5. rayl


    Wonder if the time & sales server is the same as the chart server? I find that to be somewhere in between in terms of reliability, but still quite a step down from everything else. I'm not talking about charting functionality, but the reliability/speed of pulling chart data.
  6. The charting software w/ TWS is fine w/ me, it's the broken T&S that pisses me off big time because I need T&S to do one type of end of day analysis that I do.
  7. I don't think it is the server. With Quotetracker I can open a T&S on anything and I get a list for the last 5 days within a 10 seconds. QT gets it's data from the same server I suppose.
    No pages, no waiting, just a long scrollable list, that I can ^A and ^C and paste anywhere I want.

  8. rayl


    This is a very good observation -- I just tested using quotetracker and indeed it works quite well in backfilling as compared to both TWS time & sales and TWS intraday charts. (It backfills much faster and more reliably compared to TWS that is). OK, so that's better I guess!
  9. IB doesn't have T&S data via API... QT is pulling it from another source (please correct me if I'm mistaken).
  10. rayl


    I don't personally use the API to be able to comment authoritatively, but the T&S data looks EXACTLY the same in quotetracker (if I set it to use IB for backfill) and in TWS for the 4 tickers I tried and looking at the last 10 entries, so, I am guessing it must be pulling it from IB. Esp since IB data is snapshot and not tick by tick, I doubt QT can be using any other source and getting exactly same data.
    #10     May 8, 2007