Support Board
Date/Time: Tue, 26 Nov 2024 12:37:11 +0000
Post From: Problem with market depth desapearing
| [2014-04-03 15:15:23] |
| User30668 - Posts: 108 |
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SC Engineering, I have been experiencing a problem with market depth, when using IB data feed and live trading account. The problem is that SC is very frequently and momentarily missing some of the levels of the market depth. They then come back and disappear again, flashing back and forth. It happens in both Trade Dom and Market Depth window. At first I obviously thought that the problem was coming from IB's data feed but after some tests that doesn't seem to be the origin of the problem. Thus, I am going to try and explain here as thoroughly as possible the conclusion of my testing: - The instrument I notice the problem more is Euro Futures; - The problem is more noticeable when there are some trade flow (not need much); - It just happens with IB's live account and doesn't happen with IB’s paper account – this is strange for me as the data feed is supposedly the same; - And, as a final test, with all connected at the same time to IB's data feed, I tested SC Trade Dom and SC Market Depth window, side by side with TWS Dom (Book Trader) and Ninja Trader Dom – Both Tws Book Trader and NT Dom are showing the market depth normally while SC is showing the described problem. This is an important issue for me because I need to use IB’s T&S data in my charts and need as well to have the Trade Dom in the same instance to be able to see the orders in those charts. Would you please take a look at this issue? Thanks. Date Time Of Last Edit: 2014-04-03 15:17:04
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