IB hotfix for the latest TWS version

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Kate
Posts: 758
Joined: 08 Dec 2006

IB hotfix for the latest TWS version

Postby Kate » 04 Apr 2007

Dear customers,

IB modified the latest version of TWS 8.70 so that it doesn't send history data for the latest hour. To adjust MultiCharts to these modifications our developers prepared a special dll. Please overwrite the existing dll. that is located in C:\Program Files\Common Files\TS Support\TSServer\Datafeeds with the attached dll if you have gaps on IB charts for the latest hour. Otherwise, we recommend you to use 8.68 version of TWS.
Attachments
tsIBDataFeed.zip
(371.75 KiB) Downloaded 335 times

Guest

Postby Guest » 04 Apr 2007

I did not see this in the release notes... where is this documented by IB ?

Could someone point me to it ?

And in any case, how does MC handle this now ?

thanks

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Kate
Posts: 758
Joined: 08 Dec 2006

Postby Kate » 05 Apr 2007

Here is the link: http://www.interactivebrokers.com/en/co ... entity=llc

If you have gaps in history data for the latest hour, please use the attached dll.

Guest

Postby Guest » 05 Apr 2007

Here is the www.interactivebrokers.com/en/control/t ... entity=llc

If you have gaps in history data for the latest hour, please use the attached dll.


Kate, you mentioned that this is an issue with TWS release 8.7.

As i mentioned, i checked the release notes for 8.7 and did not see any mentioned of this problem here
www.interactivebrokers.com/en/software/ ... entity=llc
IF you look carefully you will not see any mention of this on the release notes....

So my question again, where can i find information to confirmed that this is indeed a IB Bug ?

Guest

Postby Guest » 06 Apr 2007

Here is the www.interactivebrokers.com/en/control/t ... entity=llc

If you have gaps in history data for the latest hour, please use the attached dll.


Kate, i also cannot find anything about this change in the release notes for 8.70, neither can i find anything about this in elitetrader or IB's forum.

So where is the official word from IB that there is such a change ?

More importantly how did Multicharts "fixed" it ?

R2D2

Postby R2D2 » 06 Apr 2007

Here is the www.interactivebrokers.com/en/control/t ... entity=llc

If you have gaps in history data for the latest hour, please use the attached dll.


Kate, i also cannot find anything about this change in the release notes for 8.70, neither can i find anything about this in elitetrader or IB's forum.

So where is the official word from IB that there is such a change ?

More importantly how did Multicharts "fixed" it ?


IB changes their way how to deliver quotes from time to time.
All charting Software that uses their feed has problems on a regular basis .Unfortunately that was / is and WILL ALWAYS BE a problem until IB stops making changes to their feed . . . .

if you now try to search for a "NEWS" flash on IB s homepage like the following: hey guys sorry we made again a change in the datafeed so that most charting applications will have problems again - but hey those experienced ones of you sure know that bulls..t ->so sorry for that - then you wont find such a statement there ! and moreover when you speak of "elitetrader" then you may look for discussions on other charting software - where such problems are discussed also frequently ... just look on the last review on SC or whatever !

i really dont understand why you need an "official word on that" by IB - and the information on how the tssupport guys solved it is also totally unimportant - ISNT IT ?! its good that it is fixed - PERIOD.

Anyway the L*I*N*K to the latest release notes is pretty useless because IB
doesnt communicate much on their datafeed "playings"

The best way to feed charting programs is by choosing a good data vendor that delivers data and nothing else . . .IB is a great broker but there will ALWAYS be data issues ...

R2D2

Guest

Postby Guest » 07 Apr 2007

Here is the www.interactivebrokers.com/en/control/t ... entity=llc

If you have gaps in history data for the latest hour, please use the attached dll.


Kate, i also cannot find anything about this change in the release notes for 8.70, neither can i find anything about this in elitetrader or IB's forum.

So where is the official word from IB that there is such a change ?

More importantly how did Multicharts "fixed" it ?


IB changes their way how to deliver quotes from time to time.
All charting Software that uses their feed has problems on a regular basis .Unfortunately that was / is and WILL ALWAYS BE a problem until IB stops making changes to their feed . . . .

if you now try to search for a "NEWS" flash on IB s homepage like the following: hey guys sorry we made again a change in the datafeed so that most charting applications will have problems again - but hey those experienced ones of you sure know that bulls..t ->so sorry for that - then you wont find such a statement there ! and moreover when you speak of "elitetrader" then you may look for discussions on other charting software - where such problems are discussed also frequently ... just look on the last review on SC or whatever !

i really dont understand why you need an "official word on that" by IB - and the information on how the tssupport guys solved it is also totally unimportant - ISNT IT ?! its good that it is fixed - PERIOD.

Anyway the L*I*N*K to the latest release notes is pretty useless because IB
doesnt communicate much on their datafeed "playings"

The best way to feed charting programs is by choosing a good data vendor that delivers data and nothing else . . .IB is a great broker but there will ALWAYS be data issues ...

R2D2


This change would be such a MAJOR problem..... but not much is heard about it from this forum or elitetrader or IB's forum.

The only problem recently has been an issue with DST which MC has earlier fixed.

So as users we should know the details about the fix and HOW IT IS FIXED before we decide update.

neurotrader
Posts: 86
Joined: 29 Dec 2005
Location: CANADA
Contact:

Postby neurotrader » 08 Apr 2007

Kate,

Thanks for bringing up the issue with TWS 8.70. I have downloaded your fix for the 8.70 version and all is well here.

Guest

Re: IB hotfix for the latest TWS version

Postby Guest » 08 Apr 2007

Dear customers,

IB modified the latest version of TWS 8.70 so that it doesn't send history data for the latest hour. To adjust MultiCharts to these modifications our developers prepared a special dll. Please overwrite the existing dll. that is located in C:\Program Files\Common Files\TS Support\TSServer\Datafeeds with the attached dll if you have gaps on IB charts for the latest hour. Otherwise, we recommend you to use 8.68 version of TWS.


Okay so what does this fix do ?

Does it mean if the markets closed at 5pm, if we want to backfill for the day, we can only do so after 6pm ?
If we start backfilling at 5pm we can only get 1 hour before i.e up to 4pm ?

Please elaborate

User avatar
Kate
Posts: 758
Joined: 08 Dec 2006

Postby Kate » 11 Apr 2007

After TWS870 was released our developers noticed that it was working incorrectly with history requests in GMTTimeZone (please take a look at the attached screenshot) and thats' why they had to convert requests into LocalTimeZone. Otherwise, when working with TWS870 MultiCharts 2.0 won't be display the last hour of history data without this patch.
Attachments
TWS sample.PNG
TWS sample.PNG (359.91 KiB) Viewed 486 times

Sigma Trader
Posts: 37
Joined: 05 Nov 2005

still have one hour gaps with this dll

Postby Sigma Trader » 10 May 2007

There is still an hour gap using this dll with IB TWS 871.3.

Sigma Trader
Posts: 37
Joined: 05 Nov 2005

hour gap

Postby Sigma Trader » 10 May 2007

well, that previous message wasn't correct. There was a data gap, but it wasn't for the last hour, it was earlier. Even though the preferences were set to load local data, there was a hole in the local data that was not getting filled when logging in, even though preferences were set to download missing data. I had to delete the symbol and datafile in order to get the historical gap filled.

User avatar
Kate
Posts: 758
Joined: 08 Dec 2006

Postby Kate » 10 May 2007

Have you tried to plot this symbol in IB TWS to make sure that IB provided this data?

Guest

Postby Guest » 10 May 2007

I had to reinstall the IB hotfix because MC had been reinstalled after installing the fix. The MC reinstall overwrote the fix. Works ok now.


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