In TWS Latest (942.1e), a 1-day (or shorter) intraday (e.g. 1day/1min) chart for a US equity option doesn't show any bids and asks prior to the first trade of the day. An intraday chart for a US equity option that has yet to have a trade is totally blank. Since I like to watch the bid-ask spread visually (using a 10min/5sec chart) before entering an order, this is a slight inconvenience. A 2-day chart (e.g. 2day/1min) does show all the bids and asks for today, but for the portion of the chart with yesterday's data it doesn't show any bids or asks prior to the first trade yesterday. In TWS Current (936.9l), a 1-day option chart has this same bug BUT if I reposition the chart data to show a little bit of the previous day's data, the missing bid/ask lines for today reappear.
Seems GAT "good after time" orders on CBOT (i.e. wheat, corn, etc) are no longer valid with in 30-60 seconds of session close time. Seems on Nov 15th this changed. Prior to that I was able to enter GAT orders that would execute Market orders within 1 second of the close. Now the GAT order has to be 30 to 60 seconds before the session close. Why this change all the sudden? Derek
not a bug,but a question: i was recording the data from API and noticed few things that i cannot explain. first of all-there is a 2 second difference between trades reported in TWS times and sales window and time,when trade actually occurred, API fired and record was inserted in my data base. second(see picture) IB's posted trades in T&S window is completely different from what goes thru API via tickString. i would appreciate,if someone from IB could clarify this. because i can't see,how one can work with the data,if two trades that make and reported as new high and low are reported via API as one trade with price somewhere on the middle. Thank you!
The time in your API app (screenshot on the right) is represented by best TWS ability to tell time, which in turn is dependent, among other things, on how well clock on your computer is synchronized. Typically PC clock is not as well synchronized as, for example, our data farms (which you would see in your screenshot on the left), and TWS attempts to correct that (this logic is not perfect, we have improved it a bit in next TWS beta) Are you getting the data from RTVolume tick (which is explained here - https://www.interactivebrokers.com/en/software/api/apiguide/tables/rtvolume.htm ) - if not - use that call (gen tick with id 233); in there you'll see last field - boolean - that tells you if tick is aggregated or not; aggretation means that more than one trade is delivered to you in one tick (sizes are summed up, and last is weighted average), which was the case for your tick in question; this typically happnes when spacing between them is very small (0.3s or perhaps even less these days). If you were to run TWS T&S at the time this aggregated tick came in, you'd see "+" in the last table (clicking on this plus in TWS allows you to "expand" this tick into original components). I'm glad to see you asking questions!
Have a long standing T&S Window bug , amazing it hasn't been addressed. No one notices? Watching relatively slow trading stocks, T&S routinely fails to display trades. The TWS quote window timestamp is correct, so TWS sees the trade, and I also compare to another quote feed. If I scroll the T&S window back and forward, the trade magically appears where it should in the stream. . It just doesn't do it real time. See this on numerous symbols daily. Running latest java, W7, recent TWS build, yada ,yada, so I don't thing its a local issue.
Could this be the case of the trade being aggregated with another trade, as explained earlier (do you see more than one trade at the same time)? Can you please email or PM me a screenshot if you have happen to have one? Thanks.
1) TWS bug-- If you have a GTC order filled over multiple days, the commission reported in the TWS is incorrect. 2) suggestion-- would be nice if the T&S window showed the subpenny orders routinely, and also had an option to list the exchange of execution. It is annoying to have to go to another site to see where the orders are executing.
+1. i've been saying same thing about subpenny for years? allow customer to choose number of digits after decimal point(at least in T&S window). allow us to see 'exchange' where trade was executed in T&S main window. bring back TOTAL VOLUME column as it was before this cosmetically retarded update in T&S