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I
cannot agree with you as i have not experienced this
problem.
I am
using AB realtime, minutes and ticks, with IB data and Automated trading.
I get very good response and fills can be as fast as the next tick after my
signal. The IB-DLL definitely delivers prices way faster than eSignal DLL -
it appears cleaner also. Also, because IB "filters/Snapshots" the
data the overhead for your computer is less than with eSignal. I have
set my chart to refresh at one minute, trade in ticks or 3-Minute timeframe.
I have
not seen a noticable lag, we run two trading computers and do pay serious
attention to quote delivery, we also often run two eSignal accounts in
parallel. The only lag i have seen with the TWS was due to system/internet
overload (my problem) or an occassional freeze of data, which also happens on
the TWS. It is wise to develop some code to detect conditions that may adversely
effect you. We also have seen data descrepencies between all data sources we
tried (TWS, eSignal and QP2), not only between different sources but also (!!)
between data from the same source as delivered to two different computers. I
believe this is an internet problem.
Actually i am very happy with how the data feed works and am looking
forward to the one-day back fill IB promised.
best
regards,
herman
Hi,
I suppose there is no solution to this
great problem in AB.
Hence It can not be used as a real time
trader.
Anybody is using it for real time
really??
Thanks
Choco
--- In amibroker@xxxxxxxxxxxxxxx,
"sinhavishal" <sinhavishal@xxxx> wrote:
>
>
Hi,
> The new IB.dll of AB and API 8.3 of TWS are not working
properly.
> Has anybody noticed the differece in last price displayed in
AB and in
> IB order management windows?
>
> There is a big
lag. AB is displaying the last price which is for the
> last chart
interval(Say 2Min). If there is price change in IB order
> management
window due to few trades happening within the next 2
> minutes of the
last printed bar in AB, AB does not show this IB price
> immediately ??
>
> The refresh rate for intraday refresh intrval is set to 3
secs and it
> does refreshes it every 3 secs. But the IB.dll plugin is
not bringing
> the prices on this refresh from AB immediately.
>
> Infact sometime even when a new bar is printed in AB, the last
traded
> price shown as close price of the bar is incorrect to what
its
> displayed in IB order management window.
>
> I have
synchronized my PC time to Eastern US time and thats what time
>
is diplayed in IB status bar too.
>
> If this issue is not
resolved I think for real time trading purpose AB
> is of really no use.
>
> Thanks for your help
>
Choco
Check AmiBroker web page at:
http://www.amibroker.com/
Check
group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
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