Has IB's Data Feed Become Useless?

V

version77

As you might know if you use IB's data for feed data, it has been
on the blink since last week.

Erroneous volume spikes during the day = bad charts.

Their data is now useless for QuoteTracker, and I expect also for
SierraCharts, Ensign and whoever else who can use their data feed.

And they are not responding to any questions whatsoever.

How pitiful. I guess too much bandwidth is being used and IB has
had enough of it.

Or maybe they have a better explanation?

Come on IB! Speak up! :eek: :eek: :eek:
 
and what about that size on last; double digit trades just make a single print now, what the heck u see 0 semetimes...i have to guess it's 10 but man, is it that hard to miss? how can u roll a new version and not be aware of these simple bugs. sheesh.
 
Fortunately I trade only futures, and Sierra Chart with Transact is the most reliable combination ever seen in this business

Besides, with the DOME function "Use Auto Detect Actions", you will not make any mistakes, when you place orders

A solid rock!
 
Quote from version77:

As you might know if you use IB's data for feed data, it has been
on the blink since last week.

Erroneous volume spikes during the day = bad charts.

Their data is now useless for QuoteTracker, and I expect also for
SierraCharts, Ensign and whoever else who can use their data feed.

And they are not responding to any questions whatsoever.

How pitiful. I guess too much bandwidth is being used and IB has
had enough of it.

Or maybe they have a better explanation?

Come on IB! Speak up! :eek: :eek: :eek:
More...

We are not doing anything new. The volume spikes that you notice on QuoteTracker happen because Globex started including the spread volume in the volume figures for the outright future contracts.

The IB charts are unaffected by this.

We could compensate the Globex change by instead of using their total volume calculating our own. Given that the Sep quarterly expiration is imminent, which will dramatically reduce the roll volume, we decided not to make the change.

Instead, we continue working on the feature of providing real time 5 second HLOCVT bars, which will eliminate the occasional "missing High or Low" on the real-time charts. (This was requested by several of our customers). When this feed is available, QuoteTracker and others will be able to use it as well. Aside from the "missing High or Low" problem it will also fix the problem of the spread volume included in the outright volume.
 
Quote from version77:


Erroneous volume spikes during the day = bad charts.

Their data is now useless for QuoteTracker, and I expect also for
SierraCharts, Ensign and whoever else who can use their data feed.
:
More...

Yes, how about fixing the historical charts, and bad data on historical charts, and historical charts not adjusted for splits.
 
On DRL today, the bid would show e.g. at $5.50 and the ask $5.51, and the order would go through at $5.52 or $5.53 and leave the $5.51 behind untouched.

IF this is an IB data feed problem, it did cause harm.
 
Quote from IBsoft:

We are not doing anything new. The volume spikes that you notice on QuoteTracker happen because Globex started including the spread volume in the volume figures for the outright future contracts.

The IB charts are unaffected by this.

We could compensate the Globex change by instead of using their total volume calculating our own. Given that the Sep quarterly expiration is imminent, which will dramatically reduce the roll volume, we decided not to make the change.

Instead, we continue working on the feature of providing real time 5 second HLOCVT bars, which will eliminate the occasional "missing High or Low" on the real-time charts. (This was requested by several of our customers). When this feed is available, QuoteTracker and others will be able to use it as well. Aside from the "missing High or Low" problem it will also fix the problem of the spread volume included in the outright volume.
More...

I wonder why Globex has made this change? Did they inform anyone
as to why and when they were going to start this?

Good that IB Charts are not affected by this but not too sure there
are too many using them... (except for just lately it sounds like)...

So it sounds like this will be a problem for each quarterly expiration?

Unless you get it turned around with your real time 5-second HLOCVT bars?

It will be cool when when you get all the highs and lows on the
real time charts....:cool:
 
>>Yes, how about fixing the historical charts, and bad data on historical charts, and historical charts not adjusted for splits.<<

Big Charts is available in QT'er as an historical chart data source, and it works extremely well.

I'm still using IB for quote and intraday backfill data. It works well for quotes, but intraday backfill is sloooow.
 
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