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Andrew Kirillov
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Important information!

Postby Andrew Kirillov » 25 Jul 2007

Please read. Hopefully it will address your frequent IB complaints. ... 9&start=25

Posts: 81
Joined: 11 Oct 2005

IB Data Issues

Postby widgetman » 30 Jul 2007

I solved the issue by subscribing to the opentick datafeed.
I came to the conclusion after watching tick charts from IB and Opentick at the same time that IB is masking a lot of raw data probably due to not building data from ticks but from second data. I found that my custom triggers worked significantly different on opentick as a feed, and I had a better trade success than when I used IB. I have noticed in the past Opentick data was delayed behind IB, but after contacting them I was told they upgraded their servers and the issue should be fixed now. So far I have seen no delayed data from Opentick other than they had some issues of no data in the AM today. Overall I am pretty happy with the feed. It still has the issues of spiking a low of 0 at the close which screws up my database in MC. Hopefully some day MC will filter these spikes and realize that a low of 0 on any symbol is most likely a bad tick.


IB feed

Postby Guest » 30 Jul 2007

IB's data feed is aggregated. It is NOT a true tick feed.
No feeds were ever true tick. No computer/internet can handle it.

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