TWS Significant data lag on news events

[erlewine]

IB gives prices every 250 ms. This was called a snapshot before IB introduced a snapshot when you click for people who do not have real-time data. Confusing.

Thanks for clarifying - for the IB OG's, we used to curse about the lack of tick by tick data, and the 250ms aggregated "snapshots" were sold as a way to ensure stability and reduce lag around data events.

Now I'm getting anywhere from 10-30 seconds of lag around events which is a nightmare for either automation or discretionary trading. Everything catches back up a few minutes after the release. That's 30 seconds behind TOS, Schwab, Etrade - I'm not comparing to some elite data package that will cost me thousands more.

Executions are fine, it's the data that's screwed up. And it's a new phenomenon, I've been with IB for a decade and no issues prior to the last few months.

 

[M.W.]

Clearly this is an issue on your end, nobody else seems to experience such lag. I don't, and I use the IB api daily for over 1.5 decades now.

Sounds more like an issue of your internet connection, are you connecting via satellite?

Thanks for clarifying - for the IB OG's, we used to curse about the lack of tick by tick data, and the 250ms aggregated "snapshots" were sold as a way to ensure stability and reduce lag around data events.

Now I'm getting anywhere from 10-30 seconds of lag around events which is a nightmare for either automation or discretionary trading. Everything catches back up a few minutes after the release. That's 30 seconds behind TOS, Schwab, Etrade - I'm not comparing to some elite data package that will cost me thousands more.

Executions are fine, it's the data that's screwed up. And it's a new phenomenon, I've been with IB for a decade and no issues prior to the last few months.

 

[erlewine]

Clearly this is an issue on your end, nobody else seems to experience such lag. I don't, and I use the IB api daily for over 1.5 decades now.

Sounds more like an issue of your internet connection, are you connecting via satellite?

No it's fiber, there's no latency issue. I guess I'll have to do a video of 2 DOM's side by side - why is IB lagging when the other platforms are fine?

And just to repeat I'm only looking at CME futures, this may not happen in the equity space.

 

[M.W.]

Yes, please do, and make sure you really are subscribed to real-time data.

No it's fiber, there's no latency issue. I guess I'll have to do a video of 2 DOM's side by side - why is IB lagging when the other platforms are fine?

And just to repeat I'm only looking at CME futures, this may not happen in the equity space.