InteractiveBrokers stock quotes/data errors (Page 2) - Brokers and Data Feeds | futures trading

Go Back

> Futures Trading, News, Charts and Platforms > Traders Hideout > Brokers and Data Feeds

InteractiveBrokers stock quotes/data errors
Started:September 29th, 2011 (01:43 PM) by mea109 Views / Replies:3,253 / 11
Last Reply:April 23rd, 2012 (06:18 PM) Attachments:3

Welcome to

Welcome, Guest!

This forum was established to help traders (especially futures traders) by openly sharing indicators, strategies, methods, trading journals and discussing the psychology of trading.

We are fundamentally different than most other trading forums:
  • We work extremely hard to keep things positive on our forums.
  • We do not tolerate rude behavior, trolling, or vendor advertising in posts.
  • We firmly believe in openness and encourage sharing. The holy grail is within you, it is not something tangible you can download.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community. It's free and simple, and we will never resell your private information.

-- Big Mike

Thread Tools Search this Thread

InteractiveBrokers stock quotes/data errors

Old October 4th, 2011, 04:23 PM   #11 (permalink)
Elite Member
Futures Experience: Advanced
Platform: custom
Broker/Data: LMAX
Favorite Futures: spot EUR/USD, USD/JPY, GBP/USD
Posts: 286 since Dec 2009
Thanks: 242 given, 108 received

Jura View Post

Btw, if you search for a instrument, for example Total, you get an list of exchanges on which the stock trades including the opening hours per day. In Total's case, the stock stops trading at either 17:30 or 17:35.


It seems half of available exchanges have a fixing period then ? Some close at 17:30 with no fixing, so I guess SMART routing is then disabled for them, while others close 17:35.
For those closing at 17:35, do they all have 5minutes with orders locked ? (that is to say if you enter a market order at 17:31 it will be only executed at 17:35 no matter what) or do some of the exchanges ending at 17:35 have continuous execution between 17:30 - 17:35 ?

This is funky market knowledge and I'm only familiar with SBF too. By default, I'm assuming they all have a locked settlement time period. Just wanna make sure.

Reply With Quote

Old April 23rd, 2012, 06:18 PM   #12 (permalink)
Trading Apprentice
Washington, DC/United States
Futures Experience: Intermediate
Platform: TradeStation
Favorite Futures: ES
Posts: 8 since Apr 2012
Thanks: 8 given, 2 received

NT7 and InteractiveBrokers data

Fairly easy to explain the inconsistencies in Interactive Broker data when plotting charts in NT7. NT7 does not make use of IB's reqMktData( ): in its API. Instead, it only relies on the IB snapshot data stream. This cherry-picked version of the streaming data is great for populating a price ladder like SuperDom in order to keep last trade and bid/ask pricing up to date. In fact, it's the best ever. But snapshot data does not populate charts well, is devoid
of origin time stamps, and often misses the spike highs/lows that only time&sales data stream can offer. IB's own
chart program makes use of their reqMktData( ): and the bar charts can be seen on their TWS exactly matching any other data stream that populates with time&sales, like eSignal. NT's current API for IB is already falling behind TWS upgrades in other areas, so hopefully this improvement stays front and center in the days ahead. If this is also an issue for you, a pleasant email to ninjatrader customer serv revealing your awareness of this issue might broaden the chorus of requests for an IB API upgrade.

Reply With Quote

Reply > Futures Trading, News, Charts and Platforms > Traders Hideout > Brokers and Data Feeds > InteractiveBrokers stock quotes/data errors

Thread Tools Search this Thread
Search this Thread:

Advanced Search

Upcoming Webinars and Events (4:30PM ET unless noted)

NinjaTrader 8: Programming Profitable Trading Edges w/Scott Hodson

Elite only

Anthony Drager: Executing on Intermarket Correlations & Order Flow, Part 2

Elite only

Adam Grimes: Five critically important keys to professional trading

Elite only

Machine Learning Concepts w/FIO member NJAMC

Elite only

MarketDelta Cloud Platform: Announcing new mobile features

Dec 1

NinjaTrader 8: Features and Enhancements

Dec 6

Similar Threads
Thread Thread Starter Forum Replies Last Post
IB/NT DATA REQUEST ERRORS ShruggedAtlas Brokers and Data Feeds 11 September 3rd, 2011 02:52 AM
European Stock Futures Fall After German GDP Data Quick Summary News and Current Events 0 August 16th, 2011 02:40 AM
quotes and answers Stem1 Feedback and Announcements 2 February 7th, 2011 08:55 AM
InteractiveBrokers IB data feed error with SB (sugar) meyer99 Brokers and Data Feeds 23 November 27th, 2010 05:18 PM
Stop Limit Order with InteractiveBrokers tom1 NinjaTrader 2 June 20th, 2010 10:29 AM

All times are GMT -4. The time now is 03:55 PM.

Copyright © 2016 by All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts

Page generated 2016-10-28 in 0.08 seconds with 20 queries on phoenix via your IP