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Delays submitting orders via TWS workstation API
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Delays submitting orders via TWS workstation API

  #1 (permalink)
St. Peter Port, Guernsey, UK
 
 
Posts: 11 since Jan 2015
Thanks: 35 given, 13 received

Delays submitting orders via TWS workstation API

Hi,

Been trying on and off to resolve this for probably almost a year. In that time, I've moved to a new PC etc., so pretty sure it's not just my end... Issue is, I use Ninjatrader 8 via IB API. If I use TWS, which I want to, as I would like the functionality in it for options etc., I cannot scalp. The delays before orders are working at the exchange if they are submitted via tws API is far too long - in the order of seconds. If I close TWS workstation and use the gateway API instead, everything else remaining the same, it's all good. Been like this for a very long time. I stopped using TWS last year because of it. Tried again with different versions of TWS etc last week. Same issue still exists. Have it configured with all the extra ram settings etc. too.

IB support is, well, non-existent, as is my experience!

Anyone else scalp and notice the issue ? Anyone got any work around?

Many thanks.

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  #2 (permalink)
Sacramento
 
 
Posts: 1 since Jul 2018
Thanks: 0 given, 1 received

Hi there,

We've tried IB and Dorman Capital. With IB there's a 100 to 400 milisecond delay on order submission-response if trading contracts from 20 to 50. We do not see "latency slippage" with Dorman. We've asked IB about the delay and are awaiting their response. Dorman Capital appears to send orders consistently faster.

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The following user says Thank You to markmotero for this post:
 
  #3 (permalink)
St. Peter Port, Guernsey, UK
 
 
Posts: 11 since Jan 2015
Thanks: 35 given, 13 received



markmotero View Post
Hi there,

We've tried IB and Dorman Capital. With IB there's a 100 to 400 milisecond delay on order submission-response if trading contracts from 20 to 50. We do not see "latency slippage" with Dorman. We've asked IB about the delay and are awaiting their response. Dorman Capital appears to send orders consistently faster.

Yes - Agree. Already have an account with them. Got it mainly due to this issue, but not fully migrated. Trade options etc., too, so would like to fix IB issue if at all possible Difference with Dorman is night and day.

If you do get a response from IB, please do let me know. Thanks.

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