Is there a problem with IB's time and sales?
- Thread starter demoship
- Start date
I agree that technically they are different, but what QT shows is the complete list of ticks as they are stored. The charts are build from these ticks.
The 'raw-data' view is a re-listing of these ticks with the time and the sales-prices as well as the Bid/Ask movements. Maybe I'm overlooking something here, but to me that is Time&Sales.
Ursa..
Bec chart data is snapshot at time intervals, not trade-by-trade. So e.g., there is a difference between a very active market with 50 trades of 200 shares each within a fraction of a second vs. a block trade of 10k shares that you can see in T&S but not from chart data.
I tricked myself out of enthusiasm of getting T&S working reliably via QT.... as a matter of fact, I said something silly like observing that the data matches snapshot interval whereas of course it really should not....
Yes, that is probably right. I noticed differences when watching backfilled data vs. data that was accumulated during live feed.
Still unclear to me is the snapshot thing. I thought IB only transmitted snapshot data, so how is there is difference between the backfiill and the live, since they'r both snapshot. Or is the interval different?
And does TWS T&S use a different source, that is not affected by snapshot windows?
Ursa..
Maybe I am being a pollyana, but I'm trying TWS 873 beta and it seems like Time & Sales pagination works a lot better.
It still sometimes takes a bit after hitting Next/Prev, but at least it no longer seems to freeze up. (By freeze up, I mean: get a blank screen... never refreshes .... exiting and reentering gets same behavior unless you wait a few minutes or hit ctrl-alt-r)
I still wish we can get more than a minute worth at a time, that it works after the close (for late prints), and that it somehow indicates when it's still working on refreshing. But if indeed this "fix" is in (be it in TWS 873 or on the server side), I am much happier with the T&S functionality!!!
It still sometimes takes a bit after hitting Next/Prev, but at least it no longer seems to freeze up. (By freeze up, I mean: get a blank screen... never refreshes .... exiting and reentering gets same behavior unless you wait a few minutes or hit ctrl-alt-r)
I still wish we can get more than a minute worth at a time, that it works after the close (for late prints), and that it somehow indicates when it's still working on refreshing. But if indeed this "fix" is in (be it in TWS 873 or on the server side), I am much happier with the T&S functionality!!!