IB tick calculation looks very wrong today

Actually it's not just tick that's off. NYSE Advancing/Declining Issues are way off. Typically we have something like 3000 issues that trade on the NYSE. The last couple of days IB shows about half that. Right now for instance at 11:15CST I show 432 UP, 903 Down, 58 Unchanged. I get this number for NYSE Market Statistics out of Market Scanner.

Compare this with 1090 UP, 1727 Down, 155 Unch., data from the Wall Street Journal Market Data Section.

So you're looking at about 50% of the issues reflected at IB. I'm guessing that in IB's system, the A/D line has something to do with IB's Tick calculation, which is obviously off as well. Trin is way off...probably reflecting market volume figures off as well, although I haven't bothered to compare them.

I reported this via IB's message system today, with a screen shot. So far no response. I'd suggest you guys report it as well.

OldTrader
 
Sent a message also.

Maybe by dividing by 2 they are making the numbers smaller, so the data travels faster....

Why would they muck with just passing the data along...?
 
my uneducated guess is that they cut off a bunch of symbols and are calculating their data from a subset of the market.

should have been fixed yesterday.

I would think 90% of the automated systems in use depend on these calcs in some way.

sometimes you have to wonder.
 
Quote from WaveStrider:

Sent a message also.

Maybe by dividing by 2 they are making the numbers smaller, so the data travels faster....

Why would they muck with just passing the data along...?
More...

Good thinking. I hope they divide by 10, then we can get the data even before it happens.
 
Quote from jeb9999:

Looks like IB fixed the TICK data. I can see +1300 8 minutes ago.
More...

Yeah, I think they got the A/D statistics too. No response on my ticket but it looks like they fixed the issue.

OldTrader
 
Quote from granville x:

Not getting any TICK-data at all from IB today!

This is more than reason enough to change data provider!
More...

I think they fixed it...

....by getting rid of it.
 
You must log in or register to reply here.
Back
Top