DOM Delays with Live IB Account

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horton
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DOM Delays with Live IB Account

Postby horton » 01 Nov 2011

I've been testing the MC DOM with an IB non-advisor paper account for a few weeks with acceptable results. Today I fired up a live IB non-advisor account and observed significant delays in the DOM. The delay can be 1 or 2 seconds when I click on a level to enter a limit buy, limit sell, buy stop, or sell stop. The order cancellations can take just as long.

Any idea why the live account DOM interface is so slow versus the paper account?

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Henry MultiСharts
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Re: DOM Delays with Live IB Account

Postby Henry MultiСharts » 02 Nov 2011

Hello Sir.
Have you changed any settings on MultiCharts end?

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horton
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Re: DOM Delays with Live IB Account

Postby horton » 02 Nov 2011

I upgraded my version of TWS about a week ago but I have used the paper account since then with no problems.

I have been experimenting with the issue today. I found that the delay is much shorter when I use order confirmation in the MC DOM. Of course the confirmation takes up some time as well but at least the latency between the MC DOM and TWS is reduced.

I wonder if the MC DOM is spoofing the order confirmation with TWS since TWS requires order confirmation for every order? If true then the delay is related to TWS presenting the order confirmation message back to MC and MC responding with a confirm. This might be a protocol that TWS would not require for a paper account versus a live account.

For now I have moved back to the TWS Booktrader with the MC client ID set to zero so that I can see the Booktrader trade events in my MC trade chart when logged in to the account.

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Henry MultiСharts
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Re: DOM Delays with Live IB Account

Postby Henry MultiСharts » 03 Nov 2011

I would recommend you to disable order confirmation, add MultiCharts Server Ip (File-> Broker profiles->Manage broker profiles-> IB->Edit) to the list of Trusted IPs in IB TWS (Configure->API->Settings).
There is no difference for MultiCharts if it is working with a paper trading or a real account.
Please do the specified settings and run a test on paper trading and real accounts without changing any settings in MultiCharts.
If there is a delay when using real account-please check TWS settings or contact IB regarding this issue.


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