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Incorrect ! Because we are talking here about Lag! Lag defined as history. (thiink about this very hard before you reply...). In your example you simply do not receive the quote from 150ms ago at all. If you did, then yes that would be Lag, but you don't! You simply get a foto-picture...

Not true: Snapshotting (what IB is doing to transport quotes to its clients) doesn't introduce Lag (atleast not the amount of 150ms to 300ms you are talking about). It actually keeps speed constant at the same level (even during high volatile news breaks).

I'm located in the Netherlands. And I have two IB-accounts. one on the USA-server, and one on the Europe-server. And I trade both accounts at the very same time in the same Symbols. It's very noticible that trading DAX, my orders through the Europe-server are executed before the USA-server...

Second (and hardest) test, is to actually archieve it....

If you trade 230 days a year, it's about 10 times. See: http://en.wikipedia.org/wiki/Compound_interest

Just move them to Switzerland, they will be happy to make their financial center even stronger. Huge Hedgefunds already did this, and talks about moving parts of London's City are heard after Obama's last plan. Switzerland (no European Union country) has a huge opportunity to capitalize on...

Wrong! This guy has tried for weeks to get IB-support to solve this problem (which highly cripples his daily trading). His calls aren't heard...so in upper distress he posts on ET to get the attention it needs to solve it asap .....it's just a shame that IB-support doesn't function the way it...

The problem is Huge for him ! To me the screenshot clearly looks that his Nymex Orders (all symbols, for Bracket-Limit-orders) have a IB-Server problem! They are stuck, hanging on the Server not working at all (light-blue means "replaced-pending", and in this case pending for EVER). If no...

You get no help from me anymore...just a wast of time.

Sorry.......but you need spectacles......

No ! C= commodies S=Securities Just look in TWS: menu: View/Account.....and understand !

Well, don’t bet your life on TCP/IP’s reliability. Sure it’s much better than UDP (which was used by TWS before 2002, if I remember well), but this TCP communication-layer doesn’t ensure by itself that corrupted data is not received by the application-layer. This because it uses only...

Be aware that this problem is not in YM alone. It’s in all MD-tickers when market gets volatile (see my previous post about DAX, ES, NQ). Further the MD-protocol itself is vulnerable for transport-glitches (Internet disturbance). Actually there are two issues here: a) the construction of...

He is mistaken.

There are two cases here: a) The marketDepth for Futures b) The Level-2 for some stock-exchanges. Our thread was about the first (a), and they don't have the same price-levels in more than one row. And always should show the same number of rows on Bid and Ask-side (5 or 10 ). The second...

Thank you for addressing it this fast.

Hi Dennis, Very good to read that IB will address this issue finally. Actually it's very easy to gather all info you need by yourself, by just asking one of your programmers to spend a few hours building in a corruption-monitor in TWS. Then you can very easily see the very same things like...

Don't know...

That is indeed the "recovery by hand" procedure. And the way ButtonTrader does this automatically for you (as, since 2004, ButtonTrader has a built in MD-corruption-monitor, and auto-re-requester). But if market keeps volatile, or there is some other persistence distortion, you will need to...

[/B] Can you please ask the moderator to correct your post, as you made a mistake with the QUOTE...now it looks that your text is comming from me...as my sign is below your post....(and I don't agree with your text at all !). Thanks Hoi