Why are IB's chart's so slow?

Quote from stock777:

Hard to imagine the 'slowness' of the backfill has anything to do with Java at all.

Has anyone done a test using the api, to see how fast the data actually gets delivered after a request?

I've noticed the futures backfilling seems faster , but I have no hard proof at this time.
Yes, you're right, I didn't read the OP's quesion properly and apologize.
(Also again: I think JVM is a great platform with lots of potential still unused.)

A historical backfill in Quotetracker will also take a while, somewhere between 10 and 60 seconds. A intraday backfill, so with intraday data for the last 5 days, is very fast, at most 5 seconds but often only 1.

Ursa..
 
Is QT the least expensive way to go for charts on Windows? Anyone got any charting software recommendations for linux that doesn't just utilize yahoo's data for backfilling?
 
Quote from whitster:

a historical backfill also generally uses a completely different datafeed than IB
That is very well possible with QT but not in my setup; I use IB only, for everything. THe timmings I refer to come from the IB data as requested by QT.

For those not familiar: there is a difference between backfill and historical backfill. The former is an update of missing quotes for the current day and 5 days back. I think it is a full T&S refill, without B/A quotes.
A historical backfill gives OHLC's per day for the past year-to-date.

Ursa..
 
Couple questions:

1. Is IB's data tick-by-tick?

2. Does IB make the source code of their charting software available? (It is derived from jfreechart, if I remember correctly, which is "open" source.)
 
Quote from doli:

Couple questions:

1. Is IB's data tick-by-tick?

2. Does IB make the source code of their charting software available? (It is derived from jfreechart, if I remember correctly, which is "open" source.)
1. Not really. Afaik they send consolidated 'ticks-frames' in a constant rate, with volume. The constant rate is somewhere between 3-5 times per second, I forget. One of these frames can contain data about 1 or more actual ticks. The advantage is that during market panics they can maintain this rate and thus keep you informed, whilest other providers, so I heard, cannot keep up with the sudden increase in ticks for many stocks for all their users at the same time. This can give serious delays at a time when you just don't need it.
The disadvantage is of course that you don't see the actual tick when i happens and there is an inherent delay of 0.2 to 0.4 seconds. For most that is not relevant, but for some it is.

2. Not that I know of.

Ursa..
 
Back
Top