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What are the reasons for using a separate data feed instead of using your broker's?


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What are the reasons for using a separate data feed instead of using your broker's?

  #11 (permalink)
 
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 Fat Tails 
Berlin, Europe
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jagui View Post
Are you experiencing this in NT or directly in TWS?

I am experiencing this with NinjaTrader, which is connected to the API of TWS, but I remember I had similar problems with other software. Also I think it is not related to the fact that IB does not time-stamp the data, as the lag of a delayed time-stamp would cancel out on global volume, which is not what I observed.

I never watch the TWS charts.

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  #12 (permalink)
 
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 jagui 
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Fat Tails View Post
I am experiencing this with NinjaTrader, which is connected to the API of TWS, but I remember I had similar problems with other software. Also I think it is not related to the fact that IB does not time-stamp the data, as the lag of a delayed time-stamp would cancel out on global volume, which is not what I observed.

I never watch the TWS charts.


I remember a bug in NT7 beta when connected to MBTrading: real time forex volume was completely different than historical volume on the same chart (after refreshing the chart).
I gave up with NT (somebody wants a lifetime licence at $349?), but I'll test it in TWS on monday.

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  #13 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
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Experience: Advanced
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jagui View Post
I remember a bug in NT7 beta when connected to MBTrading: real time forex volume was completely different than historical volume on the same chart (after refreshing the chart).
I gave up with NT (somebody wants a lifetime licence at $349?), but I'll test it in TWS on monday.

I was not talking about FOREX, as Interactive Brokers does not supply volume for IDEALPRO. I was talking about futures contracts, the volume of which can be easily tracked, as they are only traded on one exchange.

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Last Updated on February 6, 2011


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