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Andrew,
My interest in the Metaserver/IB connection is primarily two fold.
1. My experience with both ESignal and TS 6.0 compared with the data
feed from IB in a fast market, the data feed from IB is well ahead of either
ESignal and TS 6.0. Have you noticed the same thing? For my short term
scalping, this can make a difference.
2. The other is for duality of data in case of one interuption.
David
----- Original Message -----
From: "Traders soft" <info@xxxxxxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Friday, February 07, 2003 2:19 AM
Subject: Re: metaserver and interactive brokers
> > are not getting to the global server. When I look at the data in the
global
> > server, it confirms the trades only when price changes and lists zero
for
> > volume. There are some settings to adjust how the metaserver calc's an
> > assumed volume, but I have not discovered a satisfactory solution. I
have
> > not tried to speak with IB or trader-soft about it, yet.
>
> It is related with TWS API, fo unknown for reason they send through API
the trades with changed price only. Comonelly says,
> MetaServer just relays all what TWS sends to it.
>
> >
> > 2. The only other problem are some disconnections from IB for no
apparant
> > reason, once or twice a day.
>
> Yes, TWS can drop TCP connection with API clients sometimes.
>
> >
> > I have planned to install on a separate machine to compare with ESignal,
but
> > I want to get the tick problem solved first.
>
> You will see big differencs between data comming through TWS+MetaServer
and eSignal. But you should understand that TWS data feed is
> low-cost tool and has lower quality.
>
> Best regards,
> Andrew Nazarov
>
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