Yesterday was again a very particular day where IB had serious marketdata problems. Especially after the Fed: using FDAX 06-09 I had bid and ask updated about every second, but last was updated only every 5 to 10 seconds only. the connection was correct and therefore neither IB nor NT reported connection problems. This is a situation where I need to immediately switch market data provider on the fly because it was a scalping situation.
I have multiple connections in NT, and I suggest you to give the user the possibility to MANUALLY choose the market data connection he wants to use.
This is also very easy to implement: You could use the "connection" window in the task bar of NT control center and when a user clicks with the mouse over it enable a context menu like:
- primary receive marketdata
- primary receive historical data
going further you could also think of defining the backup order in case of several connections and ever more you could use little background icons in the connection windows to show the market data inflow state (like a dialup connection icon).
Just some suggestion and I am looking forward for you to go ahead ...
Andreas
I have multiple connections in NT, and I suggest you to give the user the possibility to MANUALLY choose the market data connection he wants to use.
This is also very easy to implement: You could use the "connection" window in the task bar of NT control center and when a user clicks with the mouse over it enable a context menu like:
- primary receive marketdata
- primary receive historical data
going further you could also think of defining the backup order in case of several connections and ever more you could use little background icons in the connection windows to show the market data inflow state (like a dialup connection icon).
Just some suggestion and I am looking forward for you to go ahead ...
Andreas
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