Quote from rwk:
I had a situation recently whereby some quotes stopped updating while other continued. I have been an IB customer for 11 years, and this is the first time I noticed this. I use my own app via the API, but the TWS was also showing the problem. I stopped and restarted the TWS, and everything was normal.
This would not be an ISP problem. I am running old (i.e. stable) versions of both TWS and API, but latest versions of Java and Win7. It could be my app, but I doubt it. I suspect the problem was on IB's side.
rwk's experience is similar to mine, except that mine is much severe and long lasting. Restarting TWS, or even computer, would be back to normal --- normal for only minutes or even seconds.
Someone on this forum said there's something wrong with Java 7u40 http://www.elitetrader.com/vb/showthread.php?s=&threadid=278856 so I tried several versions of JRE. No luck.
In retrospect I observed that for the three days (not sure for longer ago) the morning session of US RTH suffered most the data stall issue. Asia session seemed to be normal. Europe session was not bad. Starting from the opening bell of US's equity markets, market data stall, burst, normal for minutes or seconds - mostly seconds, then stall again, sometimes some data, mostly US equity futures, would blank out, reconnect, normal for a short moment, stall again... Not sure for yesterday and before, today after around 13:00 EST IB TWS market data seem to be back to normal.
Really strange this time. And although the situation is worst during the morning session of US RTH, I don't think amount of data and/or bandwidth are to blame. Recent days are not particularly busy - we all went through the volatile 2008/2009 and 2011/2012 when ES alone traded 4M, 5M or even 6M contracts a day. And stocks. And options. During those days, with my old, much less powerful computer, ThinkorSwim normally lag but IB TWS had no problem keeping up with the market. Now with declining volumes for nearly all markets, much powerful computer, plenty of RAM, SSD...
This weekend I will buy another SSD to install Windows Server 2012 R2, configured for Desktop use, Enable Hyper-V, setup VMs of Windows 8.1 and Windows 7, installing latest Java and TWS. And keep my current SSD intact.
Next Monday I will use my current system to see if the market data stall issue persists. If yes, then swap in the new SSD, try Windows Server 2012 R2 first. Don't work? Go to Windows 8.1. Don't Work? Go to Windows 7. To this point I basically rule out the Server-as-Desktop or Win8's involvement to the problem. How can a clean Win7 not work? Then I'll have to experiment with a few combinations of Java and TWS. Hope the issue disappear Monday. I'm not here to probe some peculiar technical issues.
Damn it the data problem that I'm not in a good mood today to trade Google options!