Volume problems with IB today

Discussion in 'Interactive Brokers' started by TMTrader, Jul 11, 2003.

  1. mrpace

    mrpace

    #11     Jul 21, 2003
  2. Steve_IB

    Steve_IB Interactive Brokers

    Please email the IB Help desk with specific examples of sluggish quotes and include in the subject line: MG101. This code will ensure the mail wil be forward to the appropriate person. Please include in the body of your email some specifics (i.e. time of day, security, your IB login name or account, etc.). Thanks.
     
    #12     Jul 21, 2003
  3. Steve,

    This is not an individual user problem, many IB users’ experience volume problems. Seeing negative volume changes (and I see them visually also on TWS itself) makes trusting these numbers impossible.

    I'm having hard time to believe that no one on IB's technical team is aware of this problem. It's been going on for quite a while.
     
    #13     Jul 21, 2003
  4. IBsoft

    IBsoft Interactive Brokers

    The issue of the ES and NQ volumes going backwards IS being addressed. It will most likely be fixed for tomorrow.

    The glitch has nothing to do w/ the overall quality of last-sales data. The problem occurs as follows:

    - The daily volume is computed on the server real time. It is distributed to the users once every 30 seconds.
    - The TWS computes the daily volume it displays as follows:
    * when the above 30-second snapshot arrives, it is displayed as is
    * when a new last sale arrives, its size is added to the displayed number
    - At present the 30-second snapshot is not perfectly time synchronized w/ the last sales stream to the extent of 0.5 seconds. Hence you see the volume going backwards.
     
    #14     Jul 21, 2003
  5. mrpace

    mrpace

    No need to e-mail help desk. Specific examples are on your own message board at the link I provided.
     
    #15     Jul 21, 2003

  6. The "overall quality of last-sales data" is non-existence when you use volume dependant indicators with these "glitches".
     
    #16     Jul 21, 2003
  7. Steve_IB

    Steve_IB Interactive Brokers

    We should have this fixed by Wednesday latest.
    Please let me know if you still experience problems after this time.
    -steve
     
    #17     Jul 21, 2003
  8. IBsoft, the difference in volume seems to be much more than the volume that would go by in a half a second. Also, the volume change should be sent with every trade quote, not every 30 seconds with the volumes between the 30 second updates being computed from last trade. IB does not show every trade, so the sum of the last trade values in 30 seconds would be significantly off the real value. If what you describe is actually being done, that makes that volume worthless for charting purposes. Its OK to send streaming snapshots, but what you are describing is not even that.

    Why not just do what was being done previously - there were no problems until about 2 weeks ago. Why fix something that wasn't broken?
     
    #18     Jul 21, 2003
  9. My Motto regarding anything computers. Well... most of the times... :D
     
    #19     Jul 21, 2003
  10. Bob111

    Bob111

    i dont know why, but from yesterday stand alone (and browser version) on my computer work so slow...it like it work on P1 in slow motion. after you click on bid or ask to create order-it take 3-5 sec for order row to pop up. if you enter a new ticket-it take 5-10 sec to next window to appear, after you click on ticker tab.
    i have P4, 1G DDR ram, nothing on start up and there is only MS office, IE ,TWS and javash..t.
    what can be a problem?

    Thank you!
     
    #20     Jul 22, 2003