New IB Data Feed

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momentum
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New IB Data Feed

Postby momentum » 30 Mar 2007

Are you guys preparing to make the new IB data feed available in MC? This is pretty important as many MC users are IB customers too,

See: http://www.elitetrader.com/vb/showthrea ... genumber=1

Guest

Postby Guest » 30 Mar 2007

I totally agree... supporting this new feed should have high priority.

Just that i am not sure how they can handle this... the new feed is an accurate 5 second interval feed....

MC does not store data at second interval.....

Maybe MC can let tick continue to feed from the 200ms near "realtime" feed and the minute/Day interval charts take the accurate 5s feed.

thank you

Guest

Postby Guest » 03 Apr 2007

MC... do let us know your course of action on this !

Preferably... propose a number of solutions and let the users feedback before you implement it.

thanxx

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Kate
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Postby Kate » 09 Apr 2007

We don't understand what exactly you want us to implement. Currently MultiCharts stores seconds provided by IB as tick data and in real-time saves all coming ticks in the storage.

Could you give me the direct link from IB site where it is described?

Guest

Postby Guest » 09 Apr 2007

We don't understand what exactly you want us to implement. Currently MultiCharts stores seconds provided by IB as tick data and in real-time saves all coming ticks in the storage.

Could you give me the direct from IB site where it is described?


If you read the elitetrader post by the first poster, you would have seen the suggestion by
kiwitrader.

I believe this post was posted on this forum sometime back by a fellow user to request MC to take note of this potential change, reply by MC is you guys will... apparently you guys have forgotten.


Nonethless, please look at this post on Elitetrader by IB staff on the implementation

www.elitetrader.com/vb/showthread.php?s ... id=1414772

Guest

Postby Guest » 09 Apr 2007

We don't understand what exactly you want us to implement. Currently MultiCharts stores seconds provided by IB as tick data and in real-time saves all coming ticks in the storage.

Could you give me the direct from IB site where it is described?


As a charting software vendor who is supposed to support IB feed, i would have expected you guys to be aware of this.

If you are not, i would be worried.

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Kate
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Postby Kate » 10 Apr 2007

Dear guests,

IB seems to be the only datafeed that changes its API/client software almost each month (there may occur several changes during the year) and each time we do our best to make the necessary corrections to adjust these changes right after their each new release. For instance, we are aware of the problem with loss of High and Low and our developers are working on it. As for the information on elitetrader.com it hasn't revealed anything new for our developers responsible for IB data feed.

Guest

Postby Guest » 10 Apr 2007

Dear guests,

IB seems to be the only datafeed that changes its API/client software almost each month (there may occur several changes during the year) and each time we do our best to make the necessary corrections to adjust these changes right after their each new release. For instance, we are aware of the problem with loss of High and Low and our developers are working on it. As for the information on elitetrader.com it hasn't revealed anything new for our developers responsible for IB data feed.


So how do you intend to handle this new 5s feed ?

Guest

Postby Guest » 10 Apr 2007

Dear guests,

IB seems to be the only datafeed that changes its API/client software almost each month (there may occur several changes during the year) and each time we do our best to make the necessary corrections to adjust these changes right after their each new release. For instance, we are aware of the problem with loss of High and Low and our developers are working on it. As for the information on elitetrader.com it hasn't revealed anything new for our developers responsible for IB data feed.


So how do you intend to handle this new 5s feed ?

the 5s feed is NOT a replacement of existing feed.
the 5s feed is an additional feed on top of what is providing right now.

Guest

Postby Guest » 10 Apr 2007

Dear guests,

IB seems to be the only datafeed that changes its API/client software almost each month (there may occur several changes during the year) and each time we do our best to make the necessary corrections to adjust these changes right after their each new release. For instance, we are aware of the problem with loss of High and Low and our developers are working on it. As for the information on elitetrader.com it hasn't revealed anything new for our developers responsible for IB data feed.


So how do you intend to handle this new 5s feed ?

the 5s feed is NOT a replacement of existing feed.
the 5s feed is an additional feed on top of what is providing right now.


NO ONE said the 5s feed is a replacement of existing feed.

As it is an additional feed, tt is important for MC to tell us how they intend to handle this new feed.

There are a number of things to think about :
1. Will there be a new quote source in quote manager ? Interactive Brokers 5s feed ?

What if for one symbol, users want to subscribe to both the new and old feed ? One for lower level trading, one for higher level identification of support/resistence ?
Can one symbol subscribe to 2 different feeds ?

2. How will data from the new feed be stored ?
Will it merge into existing tick/minute stream ?

momentum
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Postby momentum » 10 Apr 2007

From what I can find out so far, the two IB feeds will have different symbol formats. I don't know whether both feeds are, by default, presented to TWS or whether a user needs to turn it on or even subscribe.

Guest

Postby Guest » 11 Apr 2007

NO ONE said the 5s feed is a replacement of existing feed.

As it is an additional feed, tt is important for MC to tell us how they intend to handle this new feed.

There are a number of things to think about :
1. Will there be a new quote source in quote manager ? Interactive Brokers 5s feed ?

What if for one symbol, users want to subscribe to both the new and old feed ? One for lower level trading, one for higher level identification of support/resistence ?
Can one symbol subscribe to 2 different feeds ?

2. How will data from the new feed be stored ?
Will it merge into existing tick/minute stream ?

why don't you shut up?

Guest

Postby Guest » 11 Apr 2007

Dear guests,

IB seems to be the only datafeed that changes its API/client software almost each month (there may occur several changes during the year) and each time we do our best to make the necessary corrections to adjust these changes right after their each new release. For instance, we are aware of the problem with loss of High and Low and our developers are working on it. As for the information on elitetrader.com it hasn't revealed anything new for our developers responsible for IB data feed.


Since you are aware of this and your developers are working on it... can you give us a brief description how you guys intend to handle this new 5s feed ?

thanx

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Kate
Posts: 758
Joined: 08 Dec 2006

Postby Kate » 11 Apr 2007

At the moment I am not ready to comment your questions but please be sure that our developers are investigating this issue.


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