IB streaming quotes seem delayed?

W

who281

I use IB as my broker and QT as my platform..

but i have to use Etrade as my quote source..

when i use IB the Buy/Sell volume seems extremely delayed almost not moving..

when i use etrade the volume is constantly moving switch to IB it barley moves???

anyone else using this set-up.. who do you use as your quote-source?
 
i assume by QT you mean Quote Tracker, right ??

i use IB and QT for indexes, YM, ES, and less than 10 stocks.
No options or other futs. i dont have the problem you mention.
If you are talking abt T/S, i use QT and no problem there.

Try to give more info so others can help.
 
sorry i did mean Quote Tracker..

and i mostly trade ETF's and some stocks

but i really watch volume and need the quotes to be up to speed when i trade ETF's like FAS/FAZ

and when i use IB as the quote source things seem slow

Ex. (IB source)

price is moving all over the place volume changes maybe up or down ever 5 or 10 seconds

with E*trade volume is constantly moving all the time every split second

and im talking about bid/ask volume

i feel like this is a problem because im trading through IB and using Etrade as the data which i dnt feel is a good idea because i trade many times a day some for very short periods and 1 cent here and there makes a HUGE difference.

i dont really know how else to explain it.. im just used to seeing the leveraged ETF's moving constantly and i noticed when i used IB things slowedd way down
 
If you put your symbols on a TWS ticker page then do you still experience the slowness???

i run qqqq, spy, and dia on a TWS ticker pg and data seems to come in and display pretty fast - nothing like you discribe.
 
IB aggregate ticks, so you dont see as much movement as you see on a true tick feed (like ZEN or esignal). So it could be that it seems that it is slower but in reality you have 1/3 of ticks send to you
 
Ahh that would explain it!.. thanks alot

what do you guys recommend as a quote source then?

i guess i will try IB but it feels weird to me..
 
basically what im asking is...

is E*trade a reliable quote source..

or should i try something else..

i trade veryyy fast so like i said before 1 cent here or there makes a huge difference
 
Quote from who281:

basically what im asking is...

is E*trade a reliable quote source..

or should i try something else..

i trade veryyy fast so like i said before 1 cent here or there makes a huge difference
More...
depends how much you want to spend. You can go to CQG or BLOOMBERG or other high end platforms.
 
Quote from who281:

basically what im asking is...

is E*trade a reliable quote source..

or should i try something else..

i trade veryyy fast so like i said before 1 cent here or there makes a huge difference
More...

Is that 1 cent per trade or per share?
 
Quote from who281:


i trade veryyy fast so like i said before 1 cent here or there makes a huge difference
More...

as mentioned IB does aggregate the tick source but that should lead to more timely bid/ask info in fast markets. The aggregation does not impact the fills and IB's external audits do show price improvement over the competition. So as a penny here and a penny there does makes a big difference, you should be collecting more of them with IB's better routing and execution.
 
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