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This is the second day in a row that my TWS has big problems with market data.....and a few colleagues of mine experience the same issues...WHAT's GOING ON IB??

IB TWS disconnects every 3-4 minutes since 1125 AM (CET) this morning, anyone else having similar problems?

Fair enough, but many a trader has by been burnt following this logic....just because a market is overbought doesn't mean it can't go higher...these kinds of feelings & opinions come at a hefty price in this business.... I wish you good luck:cool:

Did you listen to CNBC this morning? Some technical analyst was saying that according to his calculations, the DAX would hit its high for the year on July 29 (today). I generally don't believe those kinds of statements but just wanted to let you know. What is your rationale for shorting...

Why is that? I don't understand this.... Total volume should be nothing else than the sum of all individual trades of the day....

Will the T&S feature also be accessible through the API? Thanks

Thanks for your answer. I noticed indeed that the IB feed is always a few hundred milliseconds ahead of the eSignal feed. That's obviously good news. But now, since I'll spend considerable time & effort building my ATS on IB's API, I'd also like to know the downside of the dynamic refresh...

Hi I'm currently in the process of developing an automated scalping strategy that relies on Time & Sales "T&S" data to generate signals. The strategy will run on one of the numerous API's of the IB TWS. For that reason, I've been thoroughly investigating the availability of a true T&S...

My TWS is having problems today (The "Market Data" field turns orange from time to time and the data flow disappears)....anybody else having the same issue?

Runningbear, Nana Trader, Thanks for your extensive replies, you brought up some very interesting points (although I didn't find the right solution just yet). Here's my dilemma: 1. I'm using IB as an execution platform and I don't want to switch. 2. I absolutely need to have access...

You're right of course, I overlooked this. Do you have some experience with this setup, if yes, are you satisfied with it? Thanks

Nana, I already developed a strategy in Easylanguage and I must say I liked what I saw, my only concern here is that TS doesn't support the Eurex data feed, so I'd have to integrate a third party data source (like eSignal) into my setup. I'm afraid that a system getting its data from...

Hi Aaron, Thanks for your reply, I'm currently looking into eSignal EFS and I've already some experience with TS Easylanguage. My only concern is speed, since I would think that an eSignal/Dynaorder/IB Setup is probably a little slower than a strategy written in one of IB's API languages with...

Runningbear, I've been investigating the availability of T&S data within IB and there seems to be a backdoor that could be interesting: Quotetracker displays a T&S window using IB feed, so there MUST be a way to access T&S data directly from the TWS and to incorporate it in a strategy coded...

zltrader, That's great, ZL does exactly what I need.... Thanks for explaining how it works. One last question: on the website it says:"The File Port enables ZeroLine Trader to receive order instructions from third party software." Does "Third party software" stand for applications...

Runningbear, I'm aware that IB doesn't supply T&S data, that's why I'm currently trying to implement a work-around (the fall-back solution would be to develop a system in eSignal's EFS language (using eSignal's T&S data) and to integrate it with IB through Ninja Trader (for example).

Hi Rufus, Thanks for your reply. May I ask which Broker you're using for order execution? And, do you have an "all in one" solution, where your strategy is directly fed to your broker or do you use other software (charting software, etc) in between? Thanks. laocoon

Hi there I'm currently looking into developing an automated scalping system and I'd like to find out which language/platform is the most powerful for doing so. The system generates 1 minute intrabar signals based on Time & Sales setups and the average trade doesn't last more than a minute...

OK, that looks interesting. What kind of language does Zerolinetrader accept as input? Does it have to be a language from a charting application like eSignal, Tradestation, etc or can it be a "pure" language like Visual Basic, C++, Java, etc... Thanks again.

Hi zltrader, Thanks for your reply. I guess that I forgot to mention that I'm looking for a way to test an AUTOMATED strategy on IB, not a discretionary one. I'm aware of frontends like Zerolinetrader, Ninja Trader, etc but their Simulation Mode (although very powerful) is only for...