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mb4x4

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Posts posted by mb4x4

  1. Occasionally when an OCA leg fills OR the entire order cancelled, one or both legs remain showing as open orders on L2.  To clear them you have to click to another ticker or refresh on the account view window, though sometimes MT throws an exception when hitting refresh.

    Regular limit orders disappear immediately from L2 when filled, as expected. 


     

    Screenshot 2022-06-21 105156.jpg

  2. I don't see a single NSDQ price level on either PROD/BETA Lvl 2. I'm subscribed to everything needed to get NSDQ depth, am also subscribed to ARCA depth which is working fine. Totally understand if smaller regionals and such aren't available via API but not NSDQ as that's most of the liquidity. Plus ppl have been complaining about seeing "only" NSDQ which is even more strange :) 


    Subscriptions:

    Level 1:

    NYSE (Network A/CTA)

    NYSE American, BATS, ARCA, IEX, and Regional Exchanges (Network C / UTP)

    NASDAQ (Network C/UTP)

     

    Level 2:

    NASDAQ TotalView-OpenView

    NYSE ArcaBook

     

    I've tested the latest TWS and IB gateway clients just to rule them out, same behavior. Definitely odd.

     

    IB.jpg

    Screenshot 2022-04-06 160222.jpg

    TWS.jpg

  3. A lot of posts of people seeing only the NSDQ MM in their Level 2 feed but I'm having the opposite problem. NSDQ seems to be the only one missing? I'm subscribed to IB TotalView and the "subscribed to TotalView" option checked in MT. 

     

    Surely I'm missing something.

  4. Jerry,

    Something seems to have changed with regards to LULD updates using Quotemedia. 

    After you implemented this fix in Dec, the QM LULD bands were updating perfectly every 30 seconds but it now sometimes takes a very long time. I took a screenshot this AM, you can see the price action was above the LULD upper limit which it should never be, obviously. The bands did eventually update but at that point the levels were minutes behind and invalid.

    Do you think this a QM feed issue as Mike hinted to in another thread? I reached out to their support to see what they say, awaiting a response.

    Sorry to be pestering y'all about LULD but it's core to my trading. 

    Thx

    Screenshot 2022-03-22 090823.jpg

  5. 2 hours ago, Mike Medved said:

    Well, I display the LULD value as soon as I receive it from QM :)

    Try asking QM whether they can do this more timely.

    lol fair enough 

     

    On 3/15/2022 at 10:02 AM, 3acor said:

    Overall, how would you compare DxFeed to QM, I am with QM but might think of switching to DxFeed for the unlimited symbols

    3acor,

    Having used both data feeds, I'll be sticking with dxFeed as I need accurate LULD info. If your trading doesn't require Level II depth or LULD then QM is fine otherwise.

    • Thanks 1
  6. Am curious about these two updates to the latest beta:

    CHANGED - SITE CONFIG - INTERACTIVE BROKERS - Level II for stocks should have far more data now
    CHANGED - SITE CONFIG - INTERACTIVE BROKERS - Updated to use their new API

    What's been added and is their API worth a lick now? Is it still 100 max symbols? I know their API has been notoriously bad for ages. Only curious because they have very affordable Totalview so I'm wondering if it's worth a shot. TD's free L2 is just too slow for my needs and DX is a lil pricey.

    Thx

  7. dxFeed acting strange again, getting very delayed/incorrect data (volume, high/low, etc). The TD values pictured are correct. Worth noting that I currently have the dxFeed $29 Basic plan (for testing purposes) which doesn't provide L2 depth though the L1 data should be similar.  

    Shouldn't be an issue with symbol count as my portfolio has less than 10 tickers.

    Will send logs settings as well.

     

    Screenshot 2022-02-18 064121.jpg

    Screenshot 2022-02-18 071247.jpg

    Screenshot 2022-02-18 071315.jpg

  8. Very interested as it's similar to what I was experiencing with DXfeed, though I was trying to get quotes for thousands of symbols. The timestamp with DX was the dead giveaway as it was lagging minutes behind IB/TDA, exactly as Benji described above. I've since massively cut back on the number of symbols I'm watching but would still be nice to load up portfolios with hundreds/thousands of symbols and run scans on them, seeing as how DXfeed has no symbol limitation.

    Look forward to the performance updates... Thx!

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