different quote(last or close) of MC to IB quote

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gregorio123456
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different quote(last or close) of MC to IB quote

Postby gregorio123456 » 03 Feb 2011

maybe is my setting of MC..... I don´t know (I use MC 5.5) data feed and broker from IB

today market is little slow and see this.....

in IB (quote of last =3000) and see in MC quote of last and in the charts of MC =2999 (I see this in ES ESTX50 and FGBL)
in next few second IB last= 3001 in MC last 2999
in next few second IB last =3002 in MC last 3002
so I load chart IB one minute and compare w MC 1min and see some bars isn´t same about high and low.
next from IB see list Time&sales and compare w charts of MC ,,,, then see some trade of IB no plot in MC and no refresh quote(last) of MC

Thanks

jo

gregorio123456
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Re: different quote(last or close) of MC to IB quote

Postby gregorio123456 » 04 Feb 2011

here some exempla
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gregorio123456
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Re: different quote(last or close) of MC to IB quote

Postby gregorio123456 » 07 Feb 2011

here more this happen all time in ES GBL ESTX50..........
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gregorio123456
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Re: different quote(last or close) of MC to IB quote

Postby gregorio123456 » 07 Feb 2011

here more this happen all time in ES GBL ESTX50..........
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gregorio123456
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Re: different quote(last or close) of MC to IB quote

Postby gregorio123456 » 07 Feb 2011

here more this happen all time in ES GBL ESTX50
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Lara
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Re: different quote(last or close) of MC to IB quote

Postby Lara » 07 Feb 2011

Hello Jo,
which version of IB's TWS are you using?

Lara

gregorio123456
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Re: different quote(last or close) of MC to IB quote

Postby gregorio123456 » 07 Feb 2011

last one TWS.914.5 .......For what I see .....(bid and ask) price and (bid and ask) size and total volume of contract trade for day is all right
........ but last trade and size is wrong(MC don´t save all trade)....

I run API VC++(client3.exe) and see when request marketdata....quote( lastprice ) is no the same of TWS(last) only the quote from VC++ (RTVOLUME)=((”last trade price”;”last trade size”;”last trade time”;”total volume”;”vwap”;”single trade flag” ))) is the same of TWS(last) ...maybe help ....

jo

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Lara
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Re: different quote(last or close) of MC to IB quote

Postby Lara » 07 Feb 2011

TWS.914.5

This is an updater you need to install for this version of TWS. You need to close MC and QM and double check everything is closed in Task Manager, than unzip this file and run updater .exe. Then open MC everything should be great.
Lara
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gregorio123456
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Re: different quote(last or close) of MC to IB quote

Postby gregorio123456 » 07 Feb 2011

w the new file MC_IB I made update don´t work w MC 5.5 and 6.1......I mean....... I dont get any data from download and I dont get any data from realtime.......in the MC 5.5 and MC 6.1 try 2 times w reset computer

I made one repair w MC 6.1 (so I have last MC).....and don´t made update w MC_IB.... ........ same problem no get right(or real) last price (same problems I told in begin the post)

I made one repair w MC 5.5 .....and don´t made update w MC_IB.... ........ same problem no get right(or real) last price (same problems I told in begin the post)



jo

gregorio123456
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Re: different quote(last or close) of MC to IB quote

Postby gregorio123456 » 07 Feb 2011

the problem is w TWS914 or yours dll for TWs914 (you need upgrade your tsibdatafeed.dll for TWS914 or TWS914 have some bug)

MC6.1 and MC5.5 w TWS913 work fine w tsibdatafeed.dll stander(last ..1.0.3605.400)

note(I try MDT w TWS914 no get all realtime trade ....but w TWS913 get all realtime trade)

so I comeback to TWS913......and waite for some news

thanks


jo

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Lara
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Re: different quote(last or close) of MC to IB quote

Postby Lara » 08 Feb 2011

Hello Jo,
will you be able to come to our live chat so we can remotly connect to your computer and solve this problem.
Lara

gregorio123456
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Re: different quote(last or close) of MC to IB quote

Postby gregorio123456 » 08 Feb 2011

thanks Lara

When I will have time ...I will go to livechat

thanks

jo


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