Loading... IB broker

[zweistein]

I have problems using IB as a market data provider. The problem is also present using the NT7 software, maybe less accentuated.

The big problem is Loading... : Loading for data can take for ages, and i mean minutes here.

I have a simple setup with only 5 future symbols. ES, DAX, GBL and GC and 6E.

In the morning (Europe) with few market participants all is ok. But around or before US market open the problem is such that you better don t use NT8 or NT7 for trading.

When you change bar settings of a chart or disconnect and reconnect to IB then NT8 (also NT7) is often stuck with the loading...

At the same time there is proof that the IB data and historic data is working correctly: When I open a chart within the IB TWS software then the market data shows up quickly and as I change bar parameters the chart is updated instantaneously.

So data is arriving at TWS without problems, but NT8 (7) is not pulling the data correctly.

1. Could you please explain what is going on here?

2. I propose to look into the data loading algoritm and to replace it with a more intelligent system. In my scenario , which could also reflect a temporary market data disconnection , only a few kB of data are needed from the server after a reconnect. Why does it take so long in NT?


Best regards

Andreas

[NinjaTrader_AlexC]

Hi zweistein,

Have you tested IB Gateway as well? If so, do you still see the same slow loading times? On my end, while using TWS, I see that a new chart with no indicators or strategies applied will take about 7 seconds to load on average. A little slower than Kinetick or CQG, for example, but not a speed I would consider to be extremely slow. Even opening several charts at the same time doesn't take minutes as you described according to what I see.

[marcel-nl]

I have raised the issue before. And it has been confirmed. Waiting for a solution. See
Chris Jameson : 1412096.

[zweistein]

Loading...

Hello, currently I am not at my desk but but in the mountains. I will try to recall the problems.

Please could you post a sample workspace so that I can test loading times on an identical setup.
Just saying "I open a chart and loading takes x seconds" is not helpful or maybe even misleading potential users.

I propose a workspace with 1 chart fdax 03-16 daily bars and 800 bars in dataseries. And then also the same with fgbl 03-16.
Please note that I ask you to use daily bars on purpose as you are more likely to run into errors which have to be solved.

When I look through the trace I see errors loading fgbl. 03-10 or similar. So these older contracts are not handled properly and generate exceptions. Every time you reconnect all these older contracts will try to load but generate the very same exceptions.
A short Internet disruption will cause a full disconnect reconnect cycle with the reported awful slow loading times.

Here a related Question: I would like to load the older data once and forever locally, so that only the latest missing data is reloaded.

Please give instructions.

In the meantime please post a workspace that we can use to compare loading times.
Best regards
Andreas