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problems with IQFeed / Interactive Brokers

Posted: Feb 17 2011
by bibulous
Hi,

I am running a strategy with IQFeed as feed on @EU# and Interactive Brokers as broker on an 8 point chart. And with this combination I ran into multiple problems.
1. The chart lags. The bars shown is sometimes a couple of bars behind. The position / P&L shown in the "Order and Position Tracker" is ok though (based on current prices).
2. Sometimes (mostly the first time) I enable auto-trading the mapping between the IQFeed and IB symbol is not been picked up and the symbol send to IB is @EU# - which means the first trade fails.

The third one is more a question than a problem, I think...
3. I cannot use a price scale setting of 1/100000, but have to use 1/10000, since IB cannot handle the first one. Is there a way to set this up? It would be nice to see the "real" date on the chart, but give IB something it could handle..

Cheers,
Marc

Re: problems with IQFeed / Interactive Brokers

Posted: Feb 17 2011
by bibulous
The position / P&L shown in the "Order and Position Tracker" is ok though (based on current prices).
Clarification, the "Strategy Open P/L" seems to be ok. The "Open P/L" is off.

Re: problems with IQFeed / Interactive Brokers

Posted: Feb 20 2011
by bibulous
Left out the most obvious in my first post... Of course this means that wrong (== based on prices) limit orders are sent to the market.

Re: problems with IQFeed / Interactive Brokers

Posted: Feb 20 2011
by TJ
do you have any screen shots?

Re: problems with IQFeed / Interactive Brokers

Posted: Feb 21 2011
by bibulous
do you have any screen shots?
Unfortunately not. I quickly shut everything down, since it was trading live. So, I forgot to do screenshots..

Re: problems with IQFeed / Interactive Brokers

Posted: Feb 22 2011
by bibulous
I now managed to make a screenshot of this. This is even without MC being connected to IB.
The screenshot shows MC which is 33 to 34 ticks off - connected to IQFeed. Atrader connected to the same IQFeed and NT connected to Zen-Fire. As you can see the prices shown Atrader/IQ and NT/ZF are only 1 tick apart..

Re: problems with IQFeed / Interactive Brokers

Posted: Feb 28 2011
by bibulous
If nobody has an idea about the first point how about the 2nd or 3rd? They do not result in orders with wrong prices, but in case of the 2nd point in no orders..

Re: problems with IQFeed / Interactive Brokers

Posted: Mar 05 2011
by bibulous
I do not think it is the mapping, since it works the 2nd/3rd time I reconnect, but I attach a screenshot of mine.
Any help appreciated...