HELP! Is a anyone experiencing IB streaming data problem in London daily from 19:05??

L

LondonHedger

I am trying to figure out what is causing this and I was wondering if anyone has been experiencing the same problem.

I am based in central London and have been with IB for years. I love IB and never had any problems with IB's data feed until recently.

However, since 6 September 2010 my streaming quotes in TWS regularly start to freeze up intermittently for 2-10 seconds every few seconds or so from about 7:05pm UK time (2:05pm ET) until the US market close. This happens with US stocks, US futures and US and European futures data after 7:05pm every single day.

I run standalone TWS software all day and have absolutely no problem with streaming quotes at any other time of day or night, until 7:05pm. I also run streaming video at 200 kbs (Bloomberg TV and CNBC) at the same time and this is not affected, ie I have no interruption on streaming video after 7:05pm, nor is there a change in my DSL line connection speed, which I have tested on different speedtesting websites numerous times. I have had the same 8Mbs BT Broadband DSL service for three years and have never had any problems with the service.

I don't know what to make of this. Has anyone based in the UK or anywhere else experienced the same problem? Any ideas or suggestions greatly appreciated.
 
Funny you mention this. I've had the EXACT same problem but with Tradestation. I'm in the UK (North West)

After 7pm my data gets lagged and it appears as though it's clogging up, the time and sales gets delayed and goes out of sync.

I've checked my speed too and there's no decrease. Oddly though if I stream onto my laptop it doesn't happen.

I've tried everything, new router, reinstall windows, more ram (8gb) you name it. Tradestation can't shed any light.

Who is your ISP?
 
Just reread and noticed you are with BT. I am with them also. I wonder if they are choking the feed somehow?

I'm in the process of getting a second line with another ISP to see if that makes a difference.
 
as what i know the data for US exchanges all comes from the US server. so that means, that ALL clients should have the same problem all over the world. even if you are lgged in on the european Server (swiss) the US data comes from US servers.

I am in Italy and dont have any problem like that.


So maby you are using the same ISP and there is a problem?
 
Quote from Captain Haddock:

Funny you mention this. I've had the EXACT same problem but with Tradestation. I'm in the UK (North West)

After 7pm my data gets lagged and it appears as though it's clogging up, the time and sales gets delayed and goes out of sync.

I've checked my speed too and there's no decrease. Oddly though if I stream onto my laptop it doesn't happen.

I've tried everything, new router, reinstall windows, more ram (8gb) you name it. Tradestation can't shed any light.

Who is your ISP?
More...

When did you start having this problem? I have been at the same London physical address with the same BT Total Broadband 8Mbs DSL service for three years and freezing quotes were never an issue for me until this September 6th or 7th. Quotes regularly start freezing between 7:04pm and 7:06pm, and then the problem gets progressively worse until after 9:00pm, when the US cash equity markets close. For a while I thought there may be a spike in HFT activity after 2pm ET which perhaps caused an overload on the data feeds, but the problem still started occurring again at around 7:05pm UK time even all this week when the UK has been on standard time while the US is still on daylight savings time, so that would have been at 3pm ET this week.

I spoke to IB's technical support desk and they confirmed that all is fine on their side, which I believe. I tried switching to IB's US, European and Asian servers and it has made no difference. I have two separate computers with Windows 7 and XP running TWS at the same time and connected to the same BT DSL line and they both experience the same problem starting at 7:05 pm. I tried piggybacking on an unsecured wi-fi connection available in my building but the test is inconclusive as it's a weak signal.

BTW I was in Italy for a week in late September and never had this problem at any time with TWS running on my laptop. I used a TIM mobile broadband dongle which consistently delivers 4-5 Mbs in central Rome. That's why I suspect it may be a UK issue. It's very puzzling because as I mentioned I still get around 8Mbs at all times and it only affects streaming market data after 7:05pm, not streaming video, http traffic, etc.

Needless to say I've been racking my brains trying to solve this as it has has cost me a fair bit of money in trading losses.
 
Quote from moarla:

as what i know the data for US exchanges all comes from the US server. so that means, that ALL clients should have the same problem all over the world. even if you are lgged in on the european Server (swiss) the US data comes from US servers.

I am in Italy and dont have any problem like that.


So maby you are using the same ISP and there is a problem?
More...

See my post above. You can choose to connect to any one of IB's servers, US, European or Asian. They all provide the same data. In theory you'd want to connect to the one nearest to your physical location. If you're based in Italy you probably want to connect to the European server in Switzerland. In London the European or US servers are probably equivalent in terms of performance. Also as I mentioned I was in Italy for a week in late September and never had this problem at any time with TWS running on my laptop. I used a TIM mobile broadband dongle which consistently delivers 4-5 Mbs in central Rome. It's as if something happens to my UK broadband connection that only affects this type of data traffic after 7:05pm. It's very very strange.
 
Quote from Captain Haddock:

Just reread and noticed you are with BT. I am with them also. I wonder if they are choking the feed somehow?

I'm in the process of getting a second line with another ISP to see if that makes a difference.
More...

I thought of that but what I don't understand is why this only happens to market data streams, and not to bandwidth hogging services like streaming video for example. For instance two video streams (Bberg TV and CNBC) running concurrently at 200 kbs each are not affected at any time.

If it's a BT issue, unless the new ISP runs its own network there may be no difference, as a lot of ISPs use BT's broadband network. Virgin Media may be a good option if you can get that in your area.
 
Quote from LondonHedger:

When did you start having this problem? I have been at the same London physical address with the same BT Total Broadband 8Mbs DSL service for three years and freezing quotes were never an issue for me until this September 6th or 7th. Quotes regularly start freezing between 7:04pm and 7:06pm, and then the problem gets progressively worse until after 9:00pm, when the US cash equity markets close. For a while I thought there may be a spike in HFT activity after 2pm ET which perhaps caused an overload on the data feeds, but the problem still started occurring again at around 7:05pm UK time even all this week when the UK has been on standard time while the US is still on daylight savings time, so that would have been at 3pm ET this week.

I spoke to IB's technical support desk and they confirmed that all is fine on their side, which I believe. I tried switching to IB's US, European and Asian servers and it has made no difference. I have two separate computers with Windows 7 and XP running TWS at the same time and connected to the same BT DSL line and they both experience the same problem starting at 7:05 pm. I tried piggybacking on an unsecured wi-fi connection available in my building but the test is inconclusive as it's a weak signal.

BTW I was in Italy for a week in late September and never had this problem at any time with TWS running on my laptop. I used a TIM mobile broadband dongle which consistently delivers 4-5 Mbs in central Rome. That's why I suspect it may be a UK issue. It's very puzzling because as I mentioned I still get around 8Mbs at all times and it only affects streaming market data after 7:05pm, not streaming video, http traffic, etc.

Needless to say I've been racking my brains trying to solve this as it has has cost me a fair bit of money in trading losses.
More...

Have you tried using the mobile dongle in your office?

It's a very similar problem to mine, my streaming pit audio is fine, but market data feeds get clogged up. IE my time and sales get out of sync, to a point where at the 9pm close (UK) my time and sales are reading 8:50pm and trades are still chugging through.

I'm starting to think it's a hardware issue or the way my router deals with wired connections. It's just so strange it happens after 7pm almost every day though.

BTW

I am using a drayek router.
Windows 7 64 bit
BT ISP

I don't know the exact date it started happening but late summer seems about right.
 
Quote from Captain Haddock:

Have you tried using the mobile dongle in your office?

It's a very similar problem to mine, my streaming pit audio is fine, but market data feeds get clogged up. IE my time and sales get out of sync, to a point where at the 9pm close (UK) my time and sales are reading 8:50pm and trades are still chugging through.

I'm starting to think it's a hardware issue or the way my router deals with wired connections. It's just so strange it happens after 7pm almost every day though.

BTW

I am using a drayek router.
Windows 7 64 bit
BT ISP

I don't know the exact date it started happening but late summer seems about right.
More...

Hi,

I don't have a USB dongle with a UK mobile operator as I don't really need it, but I may get one on a one-month-only starter deal from Vodafone just to test whether this problem still occurs when on a different network after 7:05pm.

I have Windows 7 on one PC and XP on the other, 8Mbs BT Total Broadband with BT Home Hub. I replaced the Home Hub with a spare one I had and it's made no difference.

I suspected it might be a hardware issue, but this happens on different computers simultaneously, always at the same time of night, and that is the really weird thing. Nothing has changed in my hardware or software between August and September, when this problem started to occur. I scanned my PCs for viruses, trojans, etc, just in case there was some malicious software operating in the background after 7:05pm, but my PCs are clean.

My guess is that since early September BT has made changes to its network management software that for some reason only affect this specific type of streaming data at 7:05pm. That would explain why I didn't experience it while in Italy. I guess the only way to find out is by exclusion, i.e. see whether the same problem occurs when on a Vodafone or O2 HDSPA mobile network witha USB dongle.

Of course if it turns out the problem is indeed at BT's end we're probably screwed. Just imagine trying to explain to someone at a BT call centre that your broadband doesn't work with streaming financial data (but it does with anything else) after 7:05pm and you think it's BT's fault... I am not sure what kind of protocol IB uses to broadcast streaming quotes, I will need to find out if I decide call BT to discuss this with even a remote chance of success.
 
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