IB TWS anyone has problems with volume data today?

Can confirm this (e.g. for the Bund), data in the new version 893.4 seem to be at least duplicate the real data.
I checked this vs. the Eurex web site.

I'll try to revert to the previous version now.
 
I can confirm that there is a huge difference, between 892 and 893, in the way Total-Day-volume is transmitted through the API.

This also results in substantial more API-quote-messages (factor 4)..... all with the same information, so unneccessary draining resources

It looks that each total-day-difference is triggering, Size and Price messages....something not present in TWS-892 and before.
 
here is screenshot:
No change in ask size or bid size or price or traded volume, but you trasmitt the line 2 times
 

Attachments

I got a message from IB-programming, that it is solved in 893.5

At this moment (of writing) this new version is not yet on the IB-website, but I guess it will be very soon.

I will test it. Please do the same and let me know your results as well...
 
You must log in or register to reply here.
Back
Top