TWS Backfill Changed = Problems

K

kiwi_trader

I'm a SierraChart & IB user.

I noticed a problem with backfill when I upgraded last month and downgraded on the basis that IB might fix it. The problem was that the timestamps on backfill bars had changed and the 30 second bars were marked as being 30 seconds later than they had been previously.

So backfill data no longer lines up with live data.

I went back to 872.6 but this week I've tried 874.3 and its got the same problem. I have compared 872.6 java 511 api 9.20 with 874.4 and 873.3 using the same java and api.

The 872.6 backfill lines up perfectly with real time data.

The 874.4 backfill is 30 seconds out on 30 second backfill bars and 5 seconds out on 5 second backfill bars. With 874.4 the bars are labelled respectively 30 seconds and 5 seconds later than they are on 872.6.



I've asked SC to compare the labeling on the bars but my question is: are other people experiencing the same problem. What about ensign ib backfill? What about quotetracker backfill?
 
I saw a similar thing today with a chart of YM data from IB and YM data from Tradestation, both realtime, the Tradestation data was timestamped earlier than the IB data. They were about equal in speed of getting to my screen but displaced a few seconds on the chart
 
I don't know if this is related, but I've just recently had a problem with IB and Ensign, intrabar the volume shows very low and then if I manually refresh the volume pops up. I've had to resort to refreshing my chart about everything 30 seconds on critical bars.
 
Thanks skunk, I raised this with Sal at version 873 but didn't ever get a reply. Its interesting that no-one at IB has commented on this even at IB's board. How come?
 
From the ib board:


Nick Orlov
IB Staffmember
Username: norlov

Post Number: 10
Registered: 05-2007

Posted on Thursday, July 19, 2007 - 12:37 pm: Edit PostDelete PostView Post/Check IPPrint Post Move Post (Moderator/Admin Only)Ban Poster IP (Moderator/Admin only)
> The fix is trivial (subtract the barinterval from the bartime)

Not going to work. Counter-example: 1 hour bars, IBM STK @ NYSE - first bar should start at 9:30 US/Eastern, not at 9:00

> but IB need to tell us if this new behavior is a bug or not.

TWS bug. Being fixed at the moment.



Re a copy of 872.6


http://download.yousendit.com/8D49DD291E580201
 
Kiwi , is this a solved problem now?

I have been using TWS 872.6, but this morning when I upgraded TWS on one of my computers to 874.4, it seems there is some problem with the time stamp of bars appearing in my Amibroker charts. On 1-minute chart, ( AB does not has 30-second chart) , the first bar has always been 0945 am, but now on TWS 874, it is 0946 am, and the last bar is of the same time stamp as with that of TWS872.6, which is running on another computer nearby. This cause 1-Minute bar on TWS 874 to be compressed to one bar less than the actual interval, and hence effect the trigger of signals.


I have experienced same problem in TWS 873 and had to wind back to 872 version, thought they might have solved it already.
 
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