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At that time IB started to transmit 10 rows Bid and Ask (instead of 5), so the problem is likely to show 2 times as many...

Hi OldTrader (good you are posting again). I can add some more info if you like. IB's MarketDepth-feed is from the very start (summer 2003, or was it 2002?) wrongly designed and implemented (I know this, as at that time I have deciphered the protocol to the bit and bytes). It is built to...

Actually it is already history here in Heineken-country (the Netherlands). And is replaced by a new one with a "walking" fridge (instead of a walk-in), which is funny as well...

Hi support, It's not tickdata, but historical Time&Sales. And I just tried it the whole day at: 8:10, 10:20, 12:40, 14:20, 16:10, 17:10 and now at 18:12...It simply doesn't work because the NQ and ES files are to big (30 and 60 Mbyte each). All other tickers have (much) smaller files, and do...

No ! It is still not working on this moment 8:20 April-24 European TimeZone (02:20 NewYork time). I can request a lot of other symbols (including 6E #F), so there is NOTHING wrong with my connection, but ES and NQ are not. Further I can request the ES T&S data through the eSignal-API. Which...

That's odd....immediately after your post I tried it again, and indeed I do get ES #F now. Maybe the eSignal-guys read my post and changed the time-out-settings already ?...I wonder.. This morning, and all mornings this week (european time), I could not receive the ES #F, and now 10 hours...

Why doesn't "Time and Sales" work anymore?? Requesting a previous day T&S stopped working with the introduction of 10.4 (I guess because eSignal's Servers have trouble with the new tick-replay service) Version 10.2 worked well until 10.4 was launched, now I get "Not entitled" for Futures...

That would be a big loss...

To end my part in this interesting thread: a) Yes, IB's offerings are for us the best we can get (and this for already 9 years and still becoming better). We only wished that IB would slow down their release-agenda substantially and used this time for professional testing and quality...

There are problems in rare situation with odd conditions, which are painful facts for the unfortunate trader. This kind of problems cannot easily be reproduced by You nor me and even not by IB. But still they exist. Just because they have devistating consequences they should be handled as "the...

To OldTrader: generally I like your comments and posts as well-advised and reasoned. But in this thread I have some doubts.... The problem described above by "tmarket" is real. I have analyzed (on FIX message level) such a case recently, and can 100% confirm it is present. I have reported...

This e-mail is copied from the ButtonTrader-forum and was not intended to be posted in a public board (the ET-poster should have mentioned its original source and purpose, otherwise Moderators will do their job). It does not describe a bug in the sense of the OP: if you use TWS alone you will...

Ok...I tried the Browser first, but that one is still the old 893.4. But, indeed the Stand-alone (which is also presented on the WebSite as Mar-20), is indeed the new 893.5 March-25. And yes, it seems to work (no double quote-messages anymore).

huh? Where have you downloaded it? If I go to: http://www.interactivebrokers.com/en/p.php?f=tws&ib_entity=llc then I only see the 893.4 March-20 version.....(it should be a March-25/26).

I got a message from IB-programming, that it is solved in 893.5 At this moment (of writing) this new version is not yet on the IB-website, but I guess it will be very soon. I will test it. Please do the same and let me know your results as well...

I can confirm that there is a huge difference, between 892 and 893, in the way Total-Day-volume is transmitted through the API. This also results in substantial more API-quote-messages (factor 4)..... all with the same information, so unneccessary draining resources It looks that each...

That's not correct, ER2 was on normal 1/2 Margin for several weeks already again (same as other major Index-futures). Some not-common tickers are still on full-margin, and probably the cause why NYBOT tickers are still not back on normal RTH-margins....I guess IB will change this soon for FT...

I just subscribed to TF in eSignal, and it's for free....so odd indeed why IB is requesting a fee (although small). Also a sad thing, from this ER2 move from Globex to NYBOT, is that we only 2 rows of MarketDepth, instead of the 5 rows bid and 5 rows Ask on Globex.... Is this a Bug ?

Yes many of ButtonTrader's users have QT running side by side. Only thing you need to do is set the ClientID for the API connection in QT to something other than zero (any other number is ok): You can change it directly in the QT-program in Data Sources on the Quotes tab with IB selected as...

Decreasing the allowed number of contracts is done dynamicly depending on the current-Loss..You can not set it, but if you want to know the decreasing formula, then download from the Website: the "Reference Guide" and read chapter 5.5