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Viewing User Profile for: polomora
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Joined: Jun 28, 2019 01:17 PM
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polomora has contributed to 1 posts out of 21185 total posts (0.00%) in 1,767 days (0.00 posts per day).

20 Most recent posts:
DTN.IQ Client Software Support » Amibroker: Mismatch between DTN IQFeed and IB data Mar 2, 2020 01:20 AM (Total replies: 2)

[I also posted this question, slightly modified on the Amibroker formum
https://forum.amibroker.com/t/mismatch-between-dtn-iqfeed-and-ib-data/17452]

Hello,

I'm using AB professional to trade ES futures. I use DTN IQFeed for real-time data, and IB as my broker. I trade from the charts, and send a limit buy/short order to IB. I've noticed that many trade orders are not triggered, and with the recent increasd volatility I've discovered what the problem is.

I've noticed that sometimes there is a difference between the latest prices displayed by both IQF and IB. I have the impression that IQF is sometimes not able to maintain its data feed, and it lags behind what IB displays. In some cases, AB displays the message
"Plugin Status: Connected. Waiting for logon response"

followed a few seconds later by the message
"Plugin Status: Connected and logged on OK"


I have attached an example for ES, which shows that the IQF instantaneous last price is 3058.75 while the corresponding IB last price is 3061.0, a difference of 2.25 points. It also shows the message generated by the IQF plugin "Plugin Status: Connected. Waiting for logon response". Obviouly, it is impossible to send limit orders to IB when such price discrepancies occur.

I subscribed to IQF because I need their TICK and AD data. Whereas RT price data is available from IB, this internal data is not available.

Has anyone else had problems with this? Problems with IQF?

My PC configuration is:
Intel i7
16 GB RAM
Windows 10
Edited by polomora on Mar 2, 2020 at 01:23 AM


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