Quote stop updating at eod when volume spikes up

Discussion in 'Interactive Brokers' started by NewTraderAdventure, Sep 30, 2019.

  1. Has anyone seen their stock quotes stall (completely stop!) the last two minutes or so of the day , during high volume ? Quotes come back after 4pm on their own

    This never affects Futures. Never affects any other providers quotes that I run at the same time .
     
  2. mskl

    mskl

    yes. Been happening quite a bit. I've only noticed it on spikes in activity. Other two data vendors are not affected. For me it often happens at 3:55 ish. The data can be behind or stop for 15-30 seconds but then it catches back up. Hopefully it is temporary.
     
  3. This is a problem that has come and gone over the years .

    Could be VERY costly if you need accurate prices at the close.
     
  4. Craig66

    Craig66

    Who is the vendor?
     
  5. mskl

    mskl

    Nanex is the vendor that I’m certain is fine (this service charts “activity” and everything is time stamped). So it is easy to see

    99% sure Thomson Reuters is also fine.
     
  6. Craig66

    Craig66

    So which one is lagging?
     
  7. mskl

    mskl

    iB
     
  8. Craig66

    Craig66

    Ah...OK. I'd heard a similar story for Polygon.