The recent versions of TWS feed bars from the backend: see http://www.elitetrader.com/vb/showthread.php?s=&postid=1414772#post1414772 This...
This is not a replacement for the existing real-time feed. This is a new additional feed to address the needs of some users and charting...
It is both internal network bandwidth required to deliver data from N exchanges to M distribution servers, and external network bandwidth to...
Hi Jim! I believe our main consideration is the network bandwidth usage. We would like to make sure we can keep up with the demand for this...
The goal is to facilitate accurate bar charting (any bar size that's a multiple of 5 seconds). Besides catching true high/low and allowing one to...
That's correct, IB servers are streaming 5-second bars, one every 5 seconds, to TWS. TWS 866 and later uses these bars to build charts. Besides...
FYI, starting with TWS version 866, the charts are receiving the 5-second bar data from the IB servers, and starting yesterday the calculation of...
Starting with TWS version 866, the charts are receiving the 5-second bar data from the IB servers, and starting yesterday the calculation of the...
Yes, I think the futures are coming soon.
IB TWS built-in charts can show this info: in the latest beta, go to Configure->Settings, and enable "price histogram". We will move this to a...
If you're looking at daily volume, the volume includes spread trades. However, spread trades are not reported as last sales (due to ambiguity of...
IB's backfill would be missing data when we (IB) have market data feed outage (which was the case with GLOBEX ES futures on Friday July 28th)....
If you place your orders for HK/Asia products to our US server, the first leg would be via commodity internet (which in your case would add about...
The market data is now distributed from the server farm located in the same region as exchange. The orders submitted by TWS, however, go thru the...
IB's line charts display opening and closing values correctly, and use VWAP of equal-length time periods for inner points (in case of Lasts) and...
Eurex, and all other exchanges where IB customers trade, should now be available for paper trading. The paper trading account of each customer is...
IB's paper trading contains something that attempts to simulate priority queue. If you join the BBO bid or ask, paper trading system keeps track...
We (IB) are looking for your suggestions as to how we can improve the paper trading system. The current system is providing executions at bid/ask...
Hi Jim! As always, the best (and oftentimes the only) way to get the answer for a particular order is to open a ticket with IB's help desk....
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