Hi all,
For anyone that still needs clarification about IBs data, please read the transcript below. This is also highly relevant to QuoteTracker, Button Trader etc
rog1111
_____________________________________________________
Status: Connected
ELAPSED TIME: 00:38:59
ChatSys: This chat is associated with ticket #115284. Please record this number for use in future inquiries. You are currently in room 'Trade Problems'.
Chris: Hello, this is 'Chris'. How may I help you?
marco004: hi Chris.
marco004: I have noticed that the T&S data window often does not agree with the relevant IB chart eg the chart makes a new high (in agreement with eSignal & TT) but IB's T&S (also the API feed) do not. As an IB API developer this is an embarassing issue for me
Chris: Hi
Chris: Do you have an example that I can look at?
Chris: Specifically with a chart and T&S
marco004: Chris, the simple answer is no, but this happens many times a day in more than 1 futures contract, and for quite some time now. Im sure that other people have raised the same issue
marco004: However, if you really think it will help I will try to capture something. If you have heard about this problem before please let me know
Chris: I have not heard of this before, however I can have you speak with Technical Assistance.
Chris: Would you like me to conference them in
marco004: Thanks, that would be helpful
Chris: Ok one moment
ChatSys: Transferring chat from room 'Trade Problems' to 'Technical Assistance'. A Customer Service Rep will join the chat shortly.
ChatSys: User 'Raymund' has joined the chat.
Raymund: Hello, this is 'Raymund'. Please allow me a moment to read the transcript of your chat thus far and I'll assist you shortly.
marco004: ok
marco004: still there...??
Raymund: We don't relay the T&S in the API side. What method did invoke to capture the information?
marco004: I opened the T&S window from TWS and compared this with the API data with is coming through seperately to my app. Both agreed. Both were wrong according to other sources
marco004: and the IB chart agreed with other sources. This is not an isolated incident
marco004: <>
marco004: Look, I havent got all day guys
Raymund: please hold
Raymund: I do apologize
marco004: ok
Raymund: API real-time data is not tick by tick data. It is snaphotted within 250 milliseconds interval
marco004: OK I see, how about the T&S window, is that also 250ms?
Raymund: no. it is tick by tick
marco004: Well, I have to say that the T&S window data was not reflected on the chart. I checked
marco004: also that makes the API data useless, frankly
marco004: this was ES futures btw
Raymund: Useless in terms of what?
marco004: If one is gathering data trying to establish Highs & Lows, the H&Ls could be erroneous. As well as a host of other problems related to stops etc
marco004: Raymond, how about the TWS data, is that also 250ms?
Raymund: yes
marco004: OK interesting. Presumably you are quite sure of this?
Raymund: yes.
marco004: OK Raymund, thanks for you help on this, its appreciated, even though it now creates a huge problem for me. I had assumed that the ASPI was genuine tick by tick data.
marco004: API
Raymund: I completely understand. Normally, if users want tick by tick, they use different data source such as eSignal.
marco004: Makes me wonder how the likes of quotetracker, buttontrader etc manage this...
marco004: they seem to be gathering ticks but I dont see how. perhaps they are using the 5 second API bar data
Raymund: They are not data provider. Therefore, if they are using IB as the datafeed, then they are not receiving tick by tick data
marco004: Thanks again for all your help. Bye raymund
Raymund: you welcome
For anyone that still needs clarification about IBs data, please read the transcript below. This is also highly relevant to QuoteTracker, Button Trader etc
rog1111
_____________________________________________________
Status: Connected
ELAPSED TIME: 00:38:59
ChatSys: This chat is associated with ticket #115284. Please record this number for use in future inquiries. You are currently in room 'Trade Problems'.
Chris: Hello, this is 'Chris'. How may I help you?
marco004: hi Chris.
marco004: I have noticed that the T&S data window often does not agree with the relevant IB chart eg the chart makes a new high (in agreement with eSignal & TT) but IB's T&S (also the API feed) do not. As an IB API developer this is an embarassing issue for me
Chris: Hi
Chris: Do you have an example that I can look at?
Chris: Specifically with a chart and T&S
marco004: Chris, the simple answer is no, but this happens many times a day in more than 1 futures contract, and for quite some time now. Im sure that other people have raised the same issue
marco004: However, if you really think it will help I will try to capture something. If you have heard about this problem before please let me know
Chris: I have not heard of this before, however I can have you speak with Technical Assistance.
Chris: Would you like me to conference them in
marco004: Thanks, that would be helpful
Chris: Ok one moment
ChatSys: Transferring chat from room 'Trade Problems' to 'Technical Assistance'. A Customer Service Rep will join the chat shortly.
ChatSys: User 'Raymund' has joined the chat.
Raymund: Hello, this is 'Raymund'. Please allow me a moment to read the transcript of your chat thus far and I'll assist you shortly.
marco004: ok
marco004: still there...??
Raymund: We don't relay the T&S in the API side. What method did invoke to capture the information?
marco004: I opened the T&S window from TWS and compared this with the API data with is coming through seperately to my app. Both agreed. Both were wrong according to other sources
marco004: and the IB chart agreed with other sources. This is not an isolated incident
marco004: <>
marco004: Look, I havent got all day guys
Raymund: please hold
Raymund: I do apologize
marco004: ok
Raymund: API real-time data is not tick by tick data. It is snaphotted within 250 milliseconds interval
marco004: OK I see, how about the T&S window, is that also 250ms?
Raymund: no. it is tick by tick
marco004: Well, I have to say that the T&S window data was not reflected on the chart. I checked
marco004: also that makes the API data useless, frankly
marco004: this was ES futures btw
Raymund: Useless in terms of what?
marco004: If one is gathering data trying to establish Highs & Lows, the H&Ls could be erroneous. As well as a host of other problems related to stops etc
marco004: Raymond, how about the TWS data, is that also 250ms?
Raymund: yes
marco004: OK interesting. Presumably you are quite sure of this?
Raymund: yes.
marco004: OK Raymund, thanks for you help on this, its appreciated, even though it now creates a huge problem for me. I had assumed that the ASPI was genuine tick by tick data.
marco004: API
Raymund: I completely understand. Normally, if users want tick by tick, they use different data source such as eSignal.
marco004: Makes me wonder how the likes of quotetracker, buttontrader etc manage this...
marco004: they seem to be gathering ticks but I dont see how. perhaps they are using the 5 second API bar data
Raymund: They are not data provider. Therefore, if they are using IB as the datafeed, then they are not receiving tick by tick data
marco004: Thanks again for all your help. Bye raymund
Raymund: you welcome
