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So far as I know, Ib does not show every tick, they have a time slice method
every 0.x seconds they report the valid tick, at this time. The bad side
effect is, that you never can be sure if the shown highest high or lowest
low is really true, because it can occur between two time slices.
On the other hand I was told some time ago by cqg, that at the exchange the
pure data provider get less priority than brokers with an active trading
platform, for data delievery. That mean that the quotes appear at IB faster
than at any data provider without trading platform, which is a big
advantage.
Since there are so many IB customers like me around here, I like to bring up
an additional point. I requested several times already, that IB should
provide the backfill data feed possibility for the last two days. I argue if
they provide this, most of us will not have the max. symbols possible open
all times which brings the load of their servers down. - I was told by the
swiss people in December, backfill should be available with the new
platform, but the US people disagree. I believe if more customers
specifically in the US make the backfill request, we will have a chance to
get it happened.
Wolfgang
-----Original Message-----
From: Mark Simms [mailto:mar.ko@xxxxxxxxxxx]
Sent: Saturday, February 19, 2005 4:46 PM
To: Abhijit Dey; omega-list@xxxxxxxxxx
Subject: RE: IB datafeed to TS2k-missing ticks : WHICH ONES ??
Does anyone know the LOGIC behind the "missing ticks"...I've asked them: no
response.
I've asked others: no one knows for sure.
Logically, I would have thought that "side-ticks" would be dropped....
and that the missing volumes would be "stuffed" into the last tick before
an uptick or downtick.
> -----Original Message-----
> From: Abhijit Dey [mailto:omegalist@xxxxxxxxxx]
> Sent: Saturday, February 19, 2005 12:06 AM
> To: omega-list@xxxxxxxxxx
> Subject: Re: IB datafeed to TS2k
>
>
> Good to see a lot of people warming up to the IB feed - I have always
> found IB feed to be excellent. Just one caveat - remember you miss ticks
> - and I mean it. It's specifically evident on swing high / swing lows...
> say for example you are watching ER2 making a bottom, with 2 bars having
> a low of 629.00. Don't move your stop to 628.90 - the next bar may not
> ever report a tick at 628.90, but you would probably get filled.
>
> It might be unacceptable to some, and I understand. I guess I have just
> become used to it's quirks, and it works for me fine.
>
> Abhijit
>
>
> Phil Bailey wrote:
>
> >But the IB data feed is very clean direct exchange data gated every .2
> >seconds (approx) which gives clean signals that don't
> >bog your modem/charts down on data dumps (market turns). I wish Esignal's
> >data was gated like IB's as they can really dump ES emini data on you
> >when the market turns no matter what your Hardware/software capabilities
> >are.
> >
> >
>
>
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