IB data screwed up

Just a general rule of thumb.... if you see stale market data or stuck quotes, it could be a result of the market center. This is usually indicated by the fact the quote will disappear and then reappear at the same price and size.


However, if you see the size and/or price change.... it usually means its coming from your broker.
 
Quote from speculatus:

What's the point of discussing an issue if you cannot change a thing? This problem has been discussed hundreds of times and what has been changed from IB side? Nothing... It's a waste of time...

Need a reliable service - pay for it. That's simple.
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Exactly Nuff said crying about it wont help sort a proper feed out
 
Quote from TL Trader:

My quotes are freezing up every few seconds and it takes several minutes to logon.
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In hindsight this may have been the ISP I was using at the time.
 
Quote from speculatus:

A free cheese is only in a mouse-trap...

IB feed is compressed and distributed in intervals of 100-200ms. If you need a reliable, tick-by-tick, non-filtered feed, go and shop elsewhere... A good feed will cost you a couple of hundred bucks, but if your strategy requires it, this is the only way to go...
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Yes... exactly.
If you cannot spend $200/month on quality data...
You should not be trading.

The killer for me...
Is that IB wont even give you an NBBO quote.
One year ago you could still trade off the NYSE bid/ask...
Today that's impossible...
You need NYSE plus a quality NBBO quote.

It's the only way to prevent SMART...
From nicking you for $0.01 or more at least 20% of the time.

People using IB data...
Are paying roughly twice the IB fees they think they are.
This is not an accident.
 
Quote from QuantPlus:

People using IB data...
Are paying roughly twice the IB fees they think they are.
This is not an accident.
More...

Oh please, do tell more.
 
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