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IB TWS NYSE $TICK data problem


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IB TWS NYSE $TICK data problem

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  #1 (permalink)
Atlanta, GA
 
Experience: Advanced
Platform: IB TWS
Trading: YM, Grains Futures
 
geosing's Avatar
 
Posts: 12 since Dec 2011
Thanks: 4 given, 6 received

Anyone using IB TWS NYSE $TICK data? Of late (since late July, it appears the TICK as reported by TWS does not match market internals. Today, for example, TICK has been positive all day long reaching 1800 with many 1000+ readings,even as the market is tanking big time. Not sure how they can screw up this data stream, as it has to be pretty straight forward? Seems like I have to abandon IB and find another broker.

Here is the 1' chart of the TICK from today (Aug 10, 2017). Almost looks like positive/negative inversion.

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  #2 (permalink)
Germany
 
Experience: Intermediate
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Trading: ES, YM, 6E
 
Posts: 2,668 since Feb 2013
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Indeed your $TICK chart has few to do with today's course ...

There are differences between data providers, but in general a 1min chart of today's NYSE Tick should look more like this:


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  #3 (permalink)
Atlanta, GA
 
Experience: Advanced
Platform: IB TWS
Trading: YM, Grains Futures
 
geosing's Avatar
 
Posts: 12 since Dec 2011
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IB apparently has fixed the problem. Today's $TICK appears to be normal. Hope it stays that way. I was totally misled by this yesterday staying out of trades I would normally have taken.

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  #4 (permalink)
Atlanta, GA
 
Experience: Advanced
Platform: IB TWS
Trading: YM, Grains Futures
 
geosing's Avatar
 
Posts: 12 since Dec 2011
Thanks: 4 given, 6 received

I was mistaken about the fixing of the problem. Totally unusable again today. Per IB, TICK did not go above 0 from about 10:45. Other sources do not reflect this and are in line with overwhelmingly positive A-D breadth scenario. I gave up on IB's data source for the internals. Who knows what else is wrong ...

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  #5 (permalink)
Germany
 
Experience: Intermediate
Platform: Other
Trading: ES, YM, 6E
 
Posts: 2,668 since Feb 2013
Thanks: 5,099 given, 6,551 received


geosing View Post
I was mistaken about the fixing of the problem. Totally unusable again today. Per IB, TICK did not go above 0 from about 10:45. Other sources do not reflect this and are in line with overwhelmingly positive A-D breadth scenario. I gave up on IB's data source for the internals. Who knows what else is wrong ...

I didn't want to discourage you when you reported the first fixing, but ...

In the end every (day) trader I know of ends up using a real realtime data feed (including internals / market stats).

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  #6 (permalink)
Atlanta, GA
 
Experience: Advanced
Platform: IB TWS
Trading: YM, Grains Futures
 
geosing's Avatar
 
Posts: 12 since Dec 2011
Thanks: 4 given, 6 received


choke35 View Post
I didn't want to discourage you when you reported the first fixing, but ...

In the end every (day) trader I know of ends up using a real realtime data feed (including internals / market stats).

Thank you. So far (despite the lack of tick-by-tick stream and other issues), I had been able to trade off of the available data in an effort to keep overhead low. Now it has become a real hindrance to trade, making it harder in a business which is hard to start with.

Today, the TICK-NYSE continues to be unusable even as the market so far has been in a Trend Buy mode. According to TWS, TICK has not registered positive since about 10AM EST, even as the indices are making new highs for the day and advancers are nearly 3x decliners. Pitiful. I see only occasional trips below 0 in eSignal.

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  #7 (permalink)
Atlanta, GA
 
Experience: Advanced
Platform: IB TWS
Trading: YM, Grains Futures
 
geosing's Avatar
 
Posts: 12 since Dec 2011
Thanks: 4 given, 6 received

All IB support could say was: They transmit what their data vendor provides and they have no control over it. Obviously no serious traders use IB for such data, as they do not even acknowledge that there is a problem. It is quite odd how IB;s $TICK works. More positive the breadth is, lower the tick reading. Even assuming that they include all the affliliated NYSE exchanges, it still does not make much sense.

Thinking of alternatives - Ninjatrader/Kinetick or Neoticker/IQFeed or eSignal. Low cost data from IB may be just being penny wise and pound/dollar/Euro foolish.

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