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InteractiveBrokers stock quotes/data errors
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InteractiveBrokers stock quotes/data errors

  #11 (permalink)
Elite Member
Belgium
 
Futures Experience: Advanced
Platform: SaxoTrader
Broker/Data: SaxoBank
Favorite Futures: ESTX
 
Posts: 290 since Dec 2009
Thanks: 242 given, 109 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.

Regards,

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.

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  #12 (permalink)
Trading Apprentice
Washington, DC/United States
 
Futures Experience: Intermediate
Platform: TradeStation
Favorite Futures: ES
 
Posts: 8 since Apr 2012
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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.

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