Yes I know that is has been suspect, but I figured it would be okay for Develpoment work if I sidestepped the snapshot data aspect. Scenario: Using MC 14 and latest IB. Today My data feed was disconnected because it automagically unsubscribed me. Perhaps because I was tardy signing the no spoofing and block trade agreements. Hooked data feed (Re-subscribed it) back up In MC a function that reads the IB ES data feed, at the end of a 1 min bar (not tick) returns two different Boolean values. In the indicator it show True, but in the signal it shows False. The function informs the entry-exit code. In MC and CQG feed, all is correct. So now I am officially off the prototyping-testing phase with IB. Probably should have been sooner as it was also showing up in the back testing results sporadically, now that I know what to look for. Be forewarned. If using IB data, have redundant debugging checks on all your functions that rely on IB data.
I wouldn’t limit this to data from IB. IMHO sanity checks should be an integral part of an ATS, at the very minum for all incoming and outgoing data. Ideally on all levels, including strategy and portfolio management.
Agree completely, IB has its share of problems but so do others. That's why I only quoted the relevant part in my previous reply. When you first notice a problem though... you usually place some extra blame on the immediate cause. I think it's just human nature.