IB Data Breakdowns during fast moving market news like OPEC Today

[Robert Morse]

I hate correcting members, but I assume you meant SIPC. Funny, the accounts under $1mm tend to focus on the SIPC limits when the $20mm+ accounts never ask or seemed concerned.

 

[BlueStreek]

rank your order of brokers, just curious how your list comes out.

 

[SoesWasBetter]

I saw the issue today. Normally IB data is 100% reliable.

The bid/ask on the CL contract seemed ok, as was T&S, but the LAST PRCE was stuck for almost 15 minutes.

Not sure what the deal was here, but it's quite rare.

 

[ajcrshr]

I have an account at IB and use it for everything but futures. Currently I'm using Tradovate for futures and had no lag on the CL news (CQG is their data provider with Dorman FCM).

 

[comagnum]

I hate correcting members, but I assume you meant SIPC. Funny, the accounts under $1mm tend to focus on the SIPC limits when the $20mm+ accounts never ask or seemed concerned.
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I did mean FDIC since the equity accounts have a cash sweep to FDIC banks.

 

[BlueStreek]

still doing it happened on the 9:15 (cst) bar in oil when stops gets hit and speed and volume picks up tws software cannot keep up, trading dom lost all price levels but 1, and oil futures curve on a different screen all had trouble adjusting.

 

[BlueStreek]

ib tech is looking into the issue the last two days, we will see what they come up with, but very reasonable, serious response from their tech people.

 

[SoesWasBetter]

Saw it again today on a FAST market trader. COTY , went into the s&p and was active late. Price seemed to freeze.

 

[atrocious]

Anybody else experience this where price quotes on tws just start freezing and booktrader cant keep up with the moves and just starts flashing along with the data quotes in big chuncks like a cl futures curve all just flashing as a block instead of staying up with the fast movement?

Yes market depth was horrible on Wednesday, flashing, no depth, stale quotes. Totally useless, it was the entire NYMEX complex - CL,QM,RB,HO. It has happened occasionally in previous weeks too on any high volume price spike (around inventories, etc..)

I thought the rationale behind IB's "snapshot" quotes was to ensure stability yet they lag far worse than any of my tick feeds in busy markets. Ironically 2+ years ago booktrader was fed by a separate server that served tick data separate from the snapshot TWS feed and I never had these problems.

 

[SoesWasBetter]

Still seeing some eod of day data lockups . Anyone else