Please read. Hopefully it will address your frequent IB complaints.
http://forum.tssupport.com/viewtopic.ph ... 9&start=25
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- Andrew Kirillov
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IB Data Issues
Hi,
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.
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.