TWS Emini quotes

Discussion in 'Index Futures' started by DT-waw, Sep 5, 2001.

  1. def, today I've got different quotes in TWS compared to real time livecharts quotes.

    For example: Livecharts shows ES01U Emini at 1133,50x1133,75
    TWS shows 1129,25x1129,50.

    What's going on?


  2. DT-waw - i noticed the same issue,

    the livecharts seem to have a problem today with e-mini quotes as well as nasdaq-quotes and some other ones.

    the nasdaq quotes started at 09.45 with the quotes from 09.30 - same seems to be valid for the e-minis (obviously they started at 09.30 with 15 minutes old pre-market-quotes).

    hope this gets repaired quickly ...
  3. dkamp

    dkamp Guest

    When you have problems like this, you can try clicking the "Click here for network updates" on the home page to see if they are having a problem with their quote feed. The problem you report was recognized and fixed by them by about 11AM EST.
  4. def

    def Interactive Brokers

    i thus assume the problem wasn't IB's. when you have difference on two feeds, perhaps you can find a third source on the net to confirm who is correct.
  5. dkamp

    dkamp Guest

    Interestingly, the day before I did in fact see a problem with a TWS quote. Near the end of the day, for at least 1/2 hour or so, TWS's ISLD quote for QQQ looked like it was being delayed. This delayed value was then being used when determining its BEST QQQ quote, which was therefore also screwed up (the bid, for example, was constantly above the ask, due to the bad ISLD quote). I also verified that this was not an ISLD problem.

    So I suppose that in such a situation, any dependence one makes on IB to execute a trade based on bid/ask will get messed up, but that market orders will work as expected. Anyway, my first rule of trading has now become, "always doublecheck integrity of data via second quote source", since every one of the 10 or so sources I've had experience with this year seems to periodically screw up (but never 2 at once...yet).
  6. dkamp -

    the problem was fixed - but not completely i guess.

    the livecharts quotes didn't correspond with the tws-quotes for the rest of the day.