Hello all,
I discovered something that is just majorly odd. I was programming a strategy with Kinetick market data data and took the robot live at some point. Then I discovered a strange behavior on IB side.
I'm trading the Sydney FX session at 15minute interval and I observed marketdata outages between 23:01 CET and 23:15 on IB stream every day! Why is that, I cannot see it on their website.
Since as European customer the server reset is 05:45 and 06:45 CET in our morning?!
Is it me and the setup of the charts or just IB (like always doing funny stuff)?
Can sombody replicate it?
The other thing is that i get really strange signals but no fills but stop losses that never been
hit not using IB market data. I'm pretty clueless.
Look you self:
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This was my real/productive view when I got up. A stop loss without a price, on Kinetick Data and conneced to IB live account. A candle at 23:00, next candle 23:30
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But when i check it with IB Market data, it looked like this! i uesed 1 min resolution here to get a better picture, but it is the same trade
Other trades look like this. and no market data between 23:01 and 23:15, so again only 2 candles between 23:00 and 23:30 - one is missing;)
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Now, a direct comparsion between Kinetic Data and trades and IB (same time same trades)
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This is Kinetic
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This is IB
Can somebody help me to clue me up? I have contacted IB, but (like so many times ) no response)