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Showing results for tags 'interactive brokers'.
Found 6 results
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Hi, i think times and sales window in medved trader is not working properly. I am aware that level 2 data is not working properly because of IB API, but ts isn't really level 2 data. I'm getting these empty rows, or sometimes nonsense 300k orders and i can tell it differs from IB ts window quite a lot sometimes. Also what are those grey prints ? I'm subscribed to full l2 depth at IB. Really amazing software, i hope this is just some glitch so i can continue using it.
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If I understand correctly, Interactive Brokers does some data consolidation but I have been noticing that MT is missing some important data points like the highs and lows of the day due to some data consolidation. For example, in IB Gold Futures data and charts hits the high of day 1311.50 at 00:26 MDT. In MT data and charts high of day is 1311.00 at the same time. The data is consolidated in MT as 919 contracts at 1311 while IB breaks it down. MT data is using IB as the data source, data captured streaming. Is there a way of MT to properly capture these data points as the highs & lows of the movement are very important? Could you explain the IB & MT data consolidation situation better? I have seen this problem in other futures contracts that I follow like ES, CL. I have Thinkorswim and it also has the high of that point as 1311.50.
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Jerry, I know you responded to this already with a negative but I wanted to post this in the proper forum for feature requests since it would be much harder to find buried in the support forum in case you're ever willing to reconsider. Ideally I would be able to select IBALGO Adaptive as the Default Route under Order Settings and there would a drop down menu selection box for either "Patient", "Normal", or "Urgent". Then in the order ticket window IBALGO would be selectable from the drop down list including SMART, et. al. For IB at least straight MKT orders can produce terrible fills. Often when I am trading I can be dealing with a considerable spread in a market where the price action isn't moving too quickly. The adaptive algorithm spends slightly more time trying to execute the order at a better price point within the spread whereas with the straight MKT order IB can send the order to execute right on the bid for a short or right on the ask for the long. Even if I make, say, $600 on the trade $50 or $100 lost in slippage is brutal. Thanks for your responsiveness with all the issues/questions I've had.
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I use Medved Trader together with Interactive Brokers. Recently, I noticed I was getting delayed quotes in the symbols in my portfolio recently. When I opened the data sources window, I noticed Interactive Brokers is no longer in the list of providers (see attached screenshot). Has support for Interactive Brokers been discontinued? Regards, Mike
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Just put up a first version of the setup instructions page for IB: https://www.medvedtrader.com/ib
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Hi Jerry When I connect my laptop to a public WiFi network I can only log into Interactive Brokers using the SSL and this seems to stop Medved Trader receiving the data. If you know how to work round this that would be great. Thanks, P
