problems with IQFeed / Interactive Brokers

Questions about MultiCharts and user contributed studies.
bibulous
Posts: 56
Joined: Apr 16 2010
Has thanked: 17 times
Been thanked: 2 times

Feb 17 2011

Hi,

I am running a strategy with IQFeed as feed on @EU# and Interactive Brokers as broker on an 8 point chart. And with this combination I ran into multiple problems.
1. The chart lags. The bars shown is sometimes a couple of bars behind. The position / P&L shown in the "Order and Position Tracker" is ok though (based on current prices).
2. Sometimes (mostly the first time) I enable auto-trading the mapping between the IQFeed and IB symbol is not been picked up and the symbol send to IB is @EU# - which means the first trade fails.

The third one is more a question than a problem, I think...
3. I cannot use a price scale setting of 1/100000, but have to use 1/10000, since IB cannot handle the first one. Is there a way to set this up? It would be nice to see the "real" date on the chart, but give IB something it could handle..

Cheers,
Marc

bibulous
Posts: 56
Joined: Apr 16 2010
Has thanked: 17 times
Been thanked: 2 times

Feb 17 2011

The position / P&L shown in the "Order and Position Tracker" is ok though (based on current prices).
Clarification, the "Strategy Open P/L" seems to be ok. The "Open P/L" is off.

bibulous
Posts: 56
Joined: Apr 16 2010
Has thanked: 17 times
Been thanked: 2 times

Feb 20 2011

Left out the most obvious in my first post... Of course this means that wrong (== based on prices) limit orders are sent to the market.

User avatar
TJ
Posts: 7763
Joined: Aug 29 2006
Location: Global Citizen
Has thanked: 1036 times
Been thanked: 2232 times

Feb 20 2011

do you have any screen shots?

bibulous
Posts: 56
Joined: Apr 16 2010
Has thanked: 17 times
Been thanked: 2 times

Feb 21 2011

do you have any screen shots?
Unfortunately not. I quickly shut everything down, since it was trading live. So, I forgot to do screenshots..

bibulous
Posts: 56
Joined: Apr 16 2010
Has thanked: 17 times
Been thanked: 2 times

Feb 22 2011

I now managed to make a screenshot of this. This is even without MC being connected to IB.
The screenshot shows MC which is 33 to 34 ticks off - connected to IQFeed. Atrader connected to the same IQFeed and NT connected to Zen-Fire. As you can see the prices shown Atrader/IQ and NT/ZF are only 1 tick apart..
Attachments
mc_broken_feed.png
(110.05 KiB) Downloaded 492 times

bibulous
Posts: 56
Joined: Apr 16 2010
Has thanked: 17 times
Been thanked: 2 times

Feb 28 2011

If nobody has an idea about the first point how about the 2nd or 3rd? They do not result in orders with wrong prices, but in case of the 2nd point in no orders..

bibulous
Posts: 56
Joined: Apr 16 2010
Has thanked: 17 times
Been thanked: 2 times

Mar 05 2011

I do not think it is the mapping, since it works the 2nd/3rd time I reconnect, but I attach a screenshot of mine.
Any help appreciated...
Attachments
ib_iqf_mapping.png
(11.66 KiB) Downloaded 487 times