QuoteTracker To Be Finished End of 2011

Hi.

Does anyone experience any prob. wit Ib - intrady - or historicsl backfill?

I have the patch. maybe I´m missing an IB tweak?

Spike?

I changed from IQfeed to IB, no reasonable backfeed , any help welcome

Hillbillie,

Sadditionally how do u run QT on two PC´s

regards
 
hillbillie,

IB - What specific problems are you having?

If you run QT on 2 different PCs connecting to the same IB account, you have to either have both connect to TWS running on one QT, or login to TWS on each computer with different logins. You can setup paper trading account which will have same quotes as the main account.

If you want to connect to TWS on another computer, you have to enter that computer's IP address in QT's IB Preferences screen
 
Quote from j_medved:hillbillie
,.... You can setup paper trading account which will have same quotes as the main account....
More...
I'm not sure that's correct. IB's feed is a sampled feed and I believe that the real account and paper trading account connect to different data farms to ensure no overloading of the real feed. So you may see a difference in the QT charts if you are looking at a very rapidly traded instrument. Last I checked the sampling interval was between 200 and 350 milliseconds.

Jack
 
Quote from JackR:
I'm not sure that's correct. IB's feed is a sampled feed and I believe that the real account and paper trading account connect to different data farms to ensure no overloading of the real feed. So you may see a difference in the QT charts if you are looking at a very rapidly traded instrument. Last I checked the sampling interval was between 200 and 350 milliseconds.
More...
When you connect to IB from different instances of TWS you will never receive identical quotes, no matter if paper trading or true account.

Generally though paper trading quotes are trustworthy.

Sampling interval is quite flexible. In the average it may be around 200 ms. Sometimes it can be much higher (that's why IB quotes are much better than many people think).
 
It has been a while since I checked myself, but I remember that sampling interval was between 200 and 350 milliseconds is pretty much normal for IB accounts, so I don't think that is anything different for papertrading accounts. I did not see any difference connecting with a live vs paper trading account.

Things may have changed since I last checked, but not too likely.
 
Thnks Jerry, nice to see your prompt reply, as usual.

specificaly the IB backfill - in this instance GLOBEX:@ESZ2 - doesn´t fill if say, I switch off or logout. H.Backfill doesn´t show a blip using the same contract.

So I end up with a major spike up or down, and can´t get the detail. Spike set to 30%, Vol spike cap x 4.00, refresh 1 intrady , 15 secs. Hist.

H. Backfill just doesn´t fill, even at this time in the month on "GLOBEX:@ES#". A study I have held in QT since 1997.
If switch to IQFeed, I get the ES#, but I would prefer one feed not two.

Any suggestions ?

Rgds

hillbillie
 
hillbillie,

IB Backfill will get you far less data than IQFeed. Max 5 days on intraday for example. I don't have a way to check right now (the test account I had isn't currently working it seems). As for GLOBEX:@ES#, I don't remember IB supporting continuous symbols like that.
 
Thnks again Jerry, here´s a pic , at 03:20 , switched off and 08:34 switched on.

No backfeed this morning during 5 hours, ok 5 days is something else but 5 hours? 1457.50 to 1460, is a hell of a gap.

Btw thnks for remiding me of the 2 qt setup.

Rgds

Simon
 

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hillbillie, IB Backfill does not provide TICK data and you are looking at a tick chart. Switch to a time based chart - is the data filled in then?

IQFeed does have tick backfill, so if you have been using that, it would certainly explain it
 
As Google & Yahoo finance website contains real time stock quote, can we get QuoteTracker to work with those website as quote sites?

Thanks.
 
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