Support Board
Date/Time: Sat, 28 Dec 2024 07:23:48 +0000
Post From: IB FX
| [2016-01-04 19:16:31] |
| User754985 - Posts: 109 |
|
Hi, Sierra, 1. Noticed that default min.move/tick for IB cash/fx instruments is still 0.5 pips. While IB has moved to a precision of 0.1pips since end Nov. Would be great to correct. 2. SC-integrated forex feed seems to be the "most retail" version of FXCM's (spreads appr. 1.5-2pips on eurusd), quite different from the feed published on their web site and described as relevant for their "standard"-level accounts. This makes it unusable as a primary/back up data feed to trade from with IB for execution. 3. How does IB's "download 5-sec historical bars" feature technically work? Specifically (assuming IB is the datafeed), - should the "intraday data storage unit" be set to a min. of 5-sec for it to work correctly? - what's the "lag" between RT and actual delivery of such bars? - what exactly happens at the end of, say, 1min bar? Which price will be taken as bar "close" - a tick from RT or "close" from the last "5-sec historical bar"? Which price will be taken for studies calculation and subsequent order generation? - Would this delay order generation? - does "updating" of the 1min O-H-L-C values of, say, 1min bar happen continuously with this feature turned on? 4. When does SC "closes" a time-based bar (e.g. 1min)? Looking at timestamps of orders submitted,SC closes "previous" bar at arrival of the "opening" tick of the new bar. Which leads to situations when orders are submitted at +1-3-6sec later then the "end of the bar interval". Is there a way to ensure that the orders are fired immediately at "end of bar interval" with Autoloop=1/ without handling the situation manually in the code? 5. Is there a way to enforce indicator calculations only on the "bar close" and not on every tick? (except doing it manually in code)? 6. When reversing positions automatically I can see that the orders are split into 2 parts (exit and new entry) - contrary to what's written in the documentation. This is clear from different Internal and Service/FillExecutionService ids with (sometimes) different timestamps of such order submissions seen in the Trade log. Is this really the case??? 7. Bars seem to be time-stamped based on their start times. Is there a way have them timestamped with "end-of-period" times? 8. It is required to enter login/password for (supposedly) automatic re-connect with IB's servers. Yet,SC does not launch IB Gateway automatically nor logs-in then with provided credentials. I thought IB Gateway might be unnecessary altogether or at least launch/log-in will happen automatically....Please clarify how this functionality is supposed to work. I had one instance when SC seems to have shut down IB Gateway during nightly IB servers maintenance at 00:13 and did not restore\re-log afterwards.. 9. Opening a chart with 30 days of 1min bars from IB takes forever. Much,much longer than Multicharts.. 10. Timestamps I can see in the Trade Service log are typically showing : Order 2015-12-28 09:31:00.000 Auto-trade: AUD.JPY-CASH-IDEALPRO 1 Min #1 | Trading CrossOver Example | Sell Entry | Flatten order during reverse | Last: 87.452003 8718 Market 50000 Sell Order Sent DU257241 Close 50000 Order 2015-12-28 09:31:00.001 Auto-trade: AUD.JPY-CASH-IDEALPRO 1 Min #1 | Trading CrossOver Example | SellEntry | Last: 87.452003 8719 Market 50000 Sell Order Sent DU257241 Close 50000 Order 2015-12-28 09:31:00.002 IB open order update 8718 4058 Market 50000 Sell Open DU257241 Close 50000 Order 2015-12-28 09:31:00.003 IB order fill (execution)8718 4058 Market 50000 Sell Filled 87.452 50000 DU257241 Close 50000 Fill 2015-12-28 09:31:00.004 IB order fill (execution)8718 4058 Market 50000 Sell Filled 87.452 50000 DU257241 Close 0001f4e8.5680936b.01.01 Order 2015-12-28 09:31:00.005 IB order fill (execution)8719 4059 Market 50000 Sell Filled 87.455 50000 DU257241 Close Fill 2015-12-28 09:31:00.006 IB order fill (execution)8719 4059 Market 50000 Sell Filled 87.455 50000 DU257241 Open -50000 0001f4e8.5680936c.01.01 It is impossible that the turnaround from order generation to fill report back is only 4ms. Is xxxx 00.004 - means 4 milliseconds? Thanks a lot for your support. Evgeni |