IB API with eSignal Data Feed

R

rbartell

I just set up IB TWS with eSignal so I could get more data coming in (more symbols). TWS seems to operate just fine with the eSignal data, but when I use my Visual Basic API it makes the initial connection to TWS without any problems, but then seems to lose the connection right away. When I try to retrieve data in Visual Basic, say on SPY, the errMsg event comes back and says it's not connected.

If I change the TWS configuration back to receiving IB data (instead of eSignal) the API works fine again.

It seems like it shouldn't make a difference to the API how TWS is getting it's data. As long as TWS is running properly, the API should run properly.

If anyone has any experience with this, any ideas would be much appreciated. Thanks.
 
No experience, but it hardly comes as a surprise. There is no reason to assume that eSignal data will be delivered via TWS API.

You probably should be using eSignal API.
 
Quote from dcraig:

No experience, but it hardly comes as a surprise. There is no reason to assume that eSignal data will be delivered via TWS API.

You probably should be using eSignal API.
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Why not? The API is calling TWS for the data not eSignal. It doesn't seem like it would make a difference how TWS gets its data.
 
Quote from rbartell:

Why not? The API is calling TWS for the data not eSignal. It doesn't seem like it would make a difference how TWS gets its data.
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Might be a contractual agreement with Esignal. Esignal charges extra for access to their API.
 
So far trying to get eSignal to work with IB TWS has been hell on Earth. TWS regularly freezes, prices don't show if ISLAND is the best bid/ask (who knows which other routes - that's just one I noticed), and I don't get market data for S&P Midcap futures (again, who knows what else isn't coming through). On top of that, there are often times where data doesn't come in for random symbols for random periods of time. The data appears to be fine on eSignal's end (platform) and it is my understanding that IB is in charge on the API side.

Looks like the best alternative may be to use IQ Feed and develop an API.
 
Quote from rbartell:

So far trying to get eSignal to work with IB TWS has been hell on Earth. TWS regularly freezes, prices don't show if ISLAND is the best bid/ask (who knows which other routes - that's just one I noticed), and I don't get market data for S&P Midcap futures (again, who knows what else isn't coming through). On top of that, there are often times where data doesn't come in for random symbols for random periods of time. The data appears to be fine on eSignal's end (platform) and it is my understanding that IB is in charge on the API side.

Looks like the best alternative may be to use IQ Feed and develop an API.
More...

Why wouldn't you use the Esignal API? :confused:
 
Quote from Shreddog:

Why wouldn't you use the Esignal API? :confused:
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Because IQ Feed is cheaper. The primary reason for going with eSignal is that the API and support is already there with IB. Or so I thought. I paid extra to avoid doing the work myself. Might as well get the cheaper feed if I've got to build it on my own.
 
I have to agree with shredog here. It's pretty unconventional to use our data and attempt to port it into TWS. Can you explain a bit more why you are trying to do this combination and not just using eSignal's front end and trade integration? You can certainly run TWS at the same time as eSignal if that helps.

Thanks.
 
I've been using IQFeed via their API for a couple of months. Integration into my own Java code (running on Linux) took less than a day's work. I'm using the so called TCP "API" which is really just some messages containing comma delimited fields. These are simple to parse.

Performance seems good and you should have no problem at all dealing with the 500 concurrent symbols supported in the base subscription. In fact dealing with the max 1800 symbols that can be had at extra cost should not be an issue. (Depending of course on what you do with the data).

It has been 100% reliable so far and I can't say anything bad about it. It is a decent product.
 
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