IB 's risk navigator and combo bid ask prices

[nixodian]

l had contacted IB about their poor data provided by risk navigator. l am particularly interested in the SPX Delta column to know how my portfolio delta and individual holdings correlate to the SPX or the market. however this important data is almost always inaccurate, as it does not show the SPX Delta for many of the underlyings so the total SPX Delta cannot be accurate. it is like this 99% of the time.
also bid and ask prices , esp for combos often does not show, missing, leaving me not knowing what the market is. l have had IB staff increase RAM usage for TWS from my plentiful MAC and 500MBP fibre broadband, but this doesnt sort out the problem. Do other IB users experience this or similar? when will IB get this sorted out?

 

[tommcginnis]

A little QuoteMonitor advice:
get rid of your Low High Open Close fields -- they are completely irrelevant.

Replacing those columns with IV, delta, bid volume and ask volume would go a longgggg way towards illuminating things.

As far as the Risk Navigator uncertainty: I'd just go and roll my own. It'll take you very little time, you can build it how you wish, and you can have complete confidence in the numbers. (I will admit to taking TWS-computed greeks at face value, but I also have checks constructed in various places. I mean, "Hey.")

 

[mskl]

This may or may not be related but I have noticed that things are very slow with my TWS when it comes to combos (especially in the last week). With an underlying like AMZN - it can take me 30-45 seconds to view a combo. I've done all the obvious things (higher heap memory/uninstall/install/previous versions etc) and it is still slow.

I've made a few inquiries but no solution yet.

 

[tommcginnis]

This may or may not be related but I have noticed that things are very slow with my TWS when it comes to combos (especially in the last week). With an underlying like AMZN - it can take me 30-45 seconds to view a combo. I've done all the obvious things (higher heap memory/uninstall/install/previous versions etc) and it is still slow.

I've made a few inquiries but no solution yet.

That would seriously creep me out. Please keep us posted.
You've already done the whole scrub/re-install thing.... UGH.

One last thought: sometimes hardware (especially GPU) doesn't care for having multiple charts going at the same time. I've only seen it once for me (in 13 years at IB), but then, I keep my desktop (3 displays) pretty trim -- maybe 5-6 items, of which 3 are up 80% of the time...).

 

[sprstpd]

This may or may not be related but I have noticed that things are very slow with my TWS when it comes to combos (especially in the last week). With an underlying like AMZN - it can take me 30-45 seconds to view a combo. I've done all the obvious things (higher heap memory/uninstall/install/previous versions etc) and it is still slow.

I've made a few inquiries but no solution yet.

And this may not be related but when I type symbols into TWS to bring up stock symbol lines, usually a dialog box pops up immediately giving me a list of contracts. For example, I'll type "MSFT" and it will bring up the following list:

• MICROSOFT CORP - NASDAQ
  • Stock (SMART)
  • Stock (Directed)
  • Futures
  • Options
  • Combinations
  • CFD
  • Warrants
  • Structured Products
• Microsoft Corp
  • Bonds

Recently, this symbol lookup can take 10-30 seconds before the popup dialog appears. I haven't changed anything on my machine, I've increased the memory allocation for TWS to 2GB and my memory usage is steady at 67% of my machine's resources. IB customer service has so far been unhelpful.

And by the way, not only does this affect symbol lookup times, but in order to submit an API order, it does one of these symbol lookups before transmitting. So some of my API orders have been delayed by 10-30 seconds as well. Not good when time is of the essence.

My theory is that there is a bad symbol lookup server on IB's end but you don't always get that server when requesting a symbol. I would say I get this delay about 1 out of 10 times now.

Has anyone else experienced this issue?

 

[elt894]

Recently, this symbol lookup can take 10-30 seconds before the popup dialog appears.

This has been happening to me in the past week or so as well. It feels more like half of the time for me.

And by the way, not only does this affect symbol lookup times, but in order to submit an API order, it does one of these symbol lookups before transmitting. So some of my API orders have been delayed by 10-30 seconds as well. Not good when time is of the essence.

I think you can avoid this if you specify the conid. I rarely submit orders through the API, but I have scanners that continuously cycle through thousands of symbols and haven't noticed any delays there.

 

[sprstpd]

I think you can avoid this if you specify the conid. I rarely submit orders through the API, but I have scanners that continuously cycle through thousands of symbols and haven't noticed any delays there.

Unfortunately I do specify the conid in my orders and I still occasionally get the 10-30 second delay.

 

[mskl]

Thanks guys. It has been about a week for me too. I`m dealing with someone at IB right now and I just sent him a video of it taking 30 seconds to get a stock quote (lol)

 

[mskl]

And this may not be related but when I type symbols into TWS to bring up stock symbol lines, usually a dialog box pops up immediately giving me a list of contracts. For example, I'll type "MSFT" and it will bring up the following list:

• MICROSOFT CORP - NASDAQ
  • Stock (SMART)
  • Stock (Directed)
  • Futures
  • Options
  • Combinations
  • CFD
  • Warrants
  • Structured Products
• Microsoft Corp
  • Bonds

Recently, this symbol lookup can take 10-30 seconds before the popup dialog appears. I haven't changed anything on my machine, I've increased the memory allocation for TWS to 2GB and my memory usage is steady at 67% of my machine's resources. IB customer service has so far been unhelpful.

And by the way, not only does this affect symbol lookup times, but in order to submit an API order, it does one of these symbol lookups before transmitting. So some of my API orders have been delayed by 10-30 seconds as well. Not good when time is of the essence.

My theory is that there is a bad symbol lookup server on IB's end but you don't always get that server when requesting a symbol. I would say I get this delay about 1 out of 10 times now.

Has anyone else experienced this issue?

Exactly the same issue. My api orders are delayed at times as well. BTW: I`m on the Greenwich Server.

So frustrating when dealing with CS on this. I`m glad there is someone else out there with the same issue. Thanks again

 

[mskl]

sprstpd:

I just went back and noticed that you too had the same issue as I did when IB was down after hours. I took some abuse because I reported it here (and one of the reasons I did not report this)

https://www.elitetrader.com/et/threads/ib-down.327689/page-2

So you also must be on this shitty server.