TWS Significant data lag on news events

Discussion in 'Interactive Brokers' started by erlewine, Dec 13, 2022.

  1. Thanks for clarifying - for the IB OG's, we used to curse about the lack of tick by tick data, and the 250ms aggregated "snapshots" were sold as a way to ensure stability and reduce lag around data events.

    Now I'm getting anywhere from 10-30 seconds of lag around events which is a nightmare for either automation or discretionary trading. Everything catches back up a few minutes after the release. That's 30 seconds behind TOS, Schwab, Etrade - I'm not comparing to some elite data package that will cost me thousands more.

    Executions are fine, it's the data that's screwed up. And it's a new phenomenon, I've been with IB for a decade and no issues prior to the last few months.
     
    Last edited: Dec 14, 2022
    #11     Dec 14, 2022
  2. M.W.

    M.W.

    Clearly this is an issue on your end, nobody else seems to experience such lag. I don't, and I use the IB api daily for over 1.5 decades now.

    Sounds more like an issue of your internet connection, are you connecting via satellite?

     
    #12     Dec 14, 2022
  3. No it's fiber, there's no latency issue. I guess I'll have to do a video of 2 DOM's side by side - why is IB lagging when the other platforms are fine?

    And just to repeat I'm only looking at CME futures, this may not happen in the equity space.
     
    #13     Dec 14, 2022
  4. M.W.

    M.W.

    Yes, please do, and make sure you really are subscribed to real-time data.

     
    #14     Dec 14, 2022