I would think they would have someone working like hell to fix this quickly. But who knows. We will find out soon.
IB data quotes price without volume
- Thread starter Acqua
- Start date
I would think they would have someone working like hell to fix this quickly. But who knows. We will find out soon.
And as expected, as i write this post, i am getting quotes without volume.
Whatever hardware platform changed IB announced for sunday (if it ever happened) DID NOT WORK.
So, hoping IB checks these threads:
1. Did the hardware platform change actually happened?
If so, it did not solve the problem, go back to the drawing board and look for the root of the problem elsewhere. (hint: It is NOT my PC; it is NOT my ISP; it is NOT my charting platform or software).
2. How about some information to your CUSTOMERS, as to the process of resolution for the issue, expected time,etc.
It will reduce the aggravation of your customers, and it will create a positive corporate image about your business. Two big accomplishments you can obtain with MINIMAL effort. (Hint: NO, do NOT use the same pre-worded auto -generated message when customers submit support tickets. It is the same wording from 3 weeks ago!!! come on, at least some originality in that area...)
AQ
Whatever hardware platform changed IB announced for sunday (if it ever happened) DID NOT WORK.
So, hoping IB checks these threads:
1. Did the hardware platform change actually happened?
If so, it did not solve the problem, go back to the drawing board and look for the root of the problem elsewhere. (hint: It is NOT my PC; it is NOT my ISP; it is NOT my charting platform or software).
2. How about some information to your CUSTOMERS, as to the process of resolution for the issue, expected time,etc.
It will reduce the aggravation of your customers, and it will create a positive corporate image about your business. Two big accomplishments you can obtain with MINIMAL effort. (Hint: NO, do NOT use the same pre-worded auto -generated message when customers submit support tickets. It is the same wording from 3 weeks ago!!! come on, at least some originality in that area...)
AQ
we have volume on most stocks, cl and ym future but no volume on es or nq futures
most of the day we found the bid /ask was slow as many times we were in the money in a short position and the ask would not drop although we showed a profit in unrealized p/l.
had many issues exiting 5 or less contracts on es and nq.
very frustrating,
w
most of the day we found the bid /ask was slow as many times we were in the money in a short position and the ask would not drop although we showed a profit in unrealized p/l.
had many issues exiting 5 or less contracts on es and nq.
very frustrating,
w
I think they fixed the backfeed. However, the volume problem still exists, at least on the GLOBEX ESZ8. As I said earlier in the thread I run TWS and Quote Tracker on two different machines. One is running TWS 888.2 against the paper trading server. I started it on Sunday at 18:00. It got volume all day through 16:15 EDT. When trading resumed at 16:30 there was no volume.
The other, running TWS 886.3 against the live server also got volume all day through 16:15, resumed volume at 16:30, but then stopped volume at 17:30 and did not resume at 18:00.
Have you opened a ticket? I'm going to do so now.
Jack
The other, running TWS 886.3 against the live server also got volume all day through 16:15, resumed volume at 16:30, but then stopped volume at 17:30 and did not resume at 18:00.
Have you opened a ticket? I'm going to do so now.
Jack
AQ:
Something strange here. I started to write a ticket to IB. It was basically what I said in my previous post. However, I decided to take a look at the TWS Real-Time Charts. I set up one chart for for 4 hours, 1 minute bars and another for 1 minute, 5 second bars. Surprise! - They both have the volume data on a backfill and real time basis. You don't mention what charting software you are using. Have you looked at the TWS charts to see if you have volume there?
I did not submit my ticket. I'm going to see if the TWS system supports Constant Volume charts to try to duplicate the problem I see in QT, though the volume info does not appear in any QT chart.
Jack
Something strange here. I started to write a ticket to IB. It was basically what I said in my previous post. However, I decided to take a look at the TWS Real-Time Charts. I set up one chart for for 4 hours, 1 minute bars and another for 1 minute, 5 second bars. Surprise! - They both have the volume data on a backfill and real time basis. You don't mention what charting software you are using. Have you looked at the TWS charts to see if you have volume there?
I did not submit my ticket. I'm going to see if the TWS system supports Constant Volume charts to try to duplicate the problem I see in QT, though the volume info does not appear in any QT chart.
Jack
Jack,
I use Quote Tracker, and constant volume bar charts for my trading.
I can see "Last size" changing on the TWS charts, however, nothing on the main TWS window, nothing on TWS Time&sales window, nothing on QT constant volume charts and nothing on QT Time&sales window.
The irritating issue is that it only happens right after market close, around 5pm ET. And goes on for a few hours, next day, at pre-market, the volume quotes are there.
Problem though, is that the backfill doesn't compensate for the missing volume quotes, therefore my charts and indicators are messed up, even though the backfill "works" as per IB standards.
AQ
PS: To the best of my knowledge, TWS doesn't support constant volume bar charts.
I use Quote Tracker, and constant volume bar charts for my trading.
I can see "Last size" changing on the TWS charts, however, nothing on the main TWS window, nothing on TWS Time&sales window, nothing on QT constant volume charts and nothing on QT Time&sales window.
The irritating issue is that it only happens right after market close, around 5pm ET. And goes on for a few hours, next day, at pre-market, the volume quotes are there.
Problem though, is that the backfill doesn't compensate for the missing volume quotes, therefore my charts and indicators are messed up, even though the backfill "works" as per IB standards.
AQ
PS: To the best of my knowledge, TWS doesn't support constant volume bar charts.
AQ:
You are correct. IB/TWS charting does not support Constant Volume Bars. I downloaded a beta trial copy of Multicharts. Added the ES symbol with IB as the feed, connected it to the paper trader server and opened a tick chart. Volume worked immediately with backfill and realtime data merged. I then set up a constant volume bar (more or less - I think it's a constant volume bar but I'd need to watch for a while) and it also works. So, much as I dislike saying it, it just might be a Quote Tracker problem. I'll shutdown the Multichart system before the open tomorrow, but will bring it up after I've stopped trading for the day and see how it goes through the 16:15\16:30 and 17:30\18:00 restarts.
At 21:00 EDT I started getting ES volume info on my live machine's QT charts. Nothing on the paper machine. Have you looked at BookTrader? It seems to be updating correctly.
Jack
You are correct. IB/TWS charting does not support Constant Volume Bars. I downloaded a beta trial copy of Multicharts. Added the ES symbol with IB as the feed, connected it to the paper trader server and opened a tick chart. Volume worked immediately with backfill and realtime data merged. I then set up a constant volume bar (more or less - I think it's a constant volume bar but I'd need to watch for a while) and it also works. So, much as I dislike saying it, it just might be a Quote Tracker problem. I'll shutdown the Multichart system before the open tomorrow, but will bring it up after I've stopped trading for the day and see how it goes through the 16:15\16:30 and 17:30\18:00 restarts.
At 21:00 EDT I started getting ES volume info on my live machine's QT charts. Nothing on the paper machine. Have you looked at BookTrader? It seems to be updating correctly.
Jack
Just checked again, volume quotes are missing from 6pm til 9 pm ET.
After that time they resume normally.
If i try to backfill, to get all the missing volume quotes from 6pm to 9pm, i get absolute rubish. Bunch of flat lines connected on the constant volume bar charts and no bars on the volume indicators on minute charts.
Obviously unreliable quotes.
I explored the issue with QuoteTracker already;QT has no control whatsoever regarding the data source. I highly doubt the problem is there...
Hard to understand how can QT mess up the volume part of the quotes exactly at the same time (6pm ET), and for the exact period of 3 hours, every (trading) day.
Doesn't make sense to me.
I think it is related to the data source and whatever happens with IB servers between 6-9pm ET.
AQ
After that time they resume normally.
If i try to backfill, to get all the missing volume quotes from 6pm to 9pm, i get absolute rubish. Bunch of flat lines connected on the constant volume bar charts and no bars on the volume indicators on minute charts.
Obviously unreliable quotes.
I explored the issue with QuoteTracker already;QT has no control whatsoever regarding the data source. I highly doubt the problem is there...
Hard to understand how can QT mess up the volume part of the quotes exactly at the same time (6pm ET), and for the exact period of 3 hours, every (trading) day.
Doesn't make sense to me.
I think it is related to the data source and whatever happens with IB servers between 6-9pm ET.
AQ
I agree. It has to be something IB is doing. However, Multicharts seems to keep working. That's why I want to see what happens with Multicharts at the GLOBEX close/open tomorrow. Perhaps there is some "Start of New Day" signal sent by GLOBEX and forwarded by IB's servers that TWS and Multicharts has been coded to handle but Quote Tracker hasn't picked up on. If QT fails and MC runs properly tomorrow evening I'll document it as best I can and send it of to Jerry at QT. If MC and QT both fail, I'll document and send a ticket to IB.
By the way 889 is out in beta but I'm not going to mess with it until they move it out of the "browser" version.
Jack