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nsolot2 has contributed to 4 posts out of 21196 total posts
(0.02%) in 7,027 days (0.00 posts per day).
20 Most recent posts:
Data and Content Support »
E-CBOT Halted Mar 7, 2005 01:17 PM
(Total replies: 5)
The Associated Press - Monday, March 07, 2005 CHICAGO The Chicago Board of Trade had an on-again, off-again Monday. The exchange's electronic trading system shut down at 9:20 a.m. Monday for nearly two hours because of sporadic outages. Then, after being online for 20 minutes, it shut down again at 11:30 a.m., said CBOT spokeswoman Melissa Jarmel. Board of Trade officials said only electronic financial contracts were affected. "It was determined that a temporary trading halt was deemed appropriate in order to maintain consistent and fair access for all market participants," a CBOT statement said. Open outcry trading - where traders shout out their buy or sell offers on the floor - continued as usual, Jarmel said. The Chicago-based exchange trades futures and options on agricultural and financial products. About 65 percent of CBOT's total trading volume is done electronically, but most of those contracts are also traded on the floor and weren't affected by the system's electronic problems, Jarmel said. Officials do not know what caused the outages. The electronic glitches caused Canada's Winnipeg Commodity Exchange to stop trading, said Winnipeg spokesman Mike Gagne. Winnipeg, an agricultural futures and options exchange, switched to electronic trading in 2004 and trades about two million contracts a year. The CBOT also hosts trade for some contracts on the Kansas City Board of Trade and the Minneapolis Grain Exchange. Only one KCBOT contract was affected by the shutdown. Messages left with the Minneapolis exchange were not immediately returned.
Data and Content Support »
E-CBOT Halted Mar 7, 2005 12:25 PM
(Total replies: 5)
I did... but not for long. No question about it. Jay & Co are off the hook on this one. Sure hope they get this fixed up before the Bears win their next Superbowl.
Data and Content Support »
Problem with IB's bid & offer sizes (Level 1 quotes) Feb 24, 2005 12:28 PM
(Total replies: 18)
re: IB 50 message per sec limit - You found some of the info. I think there's more on the Yahoo TWSapi forum. I don't recall exactly where I found it, but I think as you examine the IB data feed closely you'll reach the conclusion that it's a scaled down feed. IQ provides you tick by tick data, while IB has no intention of providing this type of detail. On the flip side, Friday there was some issue preventing IQ (and others) from getting data from CINN (Island/Inet) for over an hour, but IB was showing updated quotes during the period. Since IB is a broker and directs a LOT of orders to this mkt (evidenced by routing report), I suspect they have a different level of service than IQ. re: Debug level - Look at the IQ API for "IQConnect logging Log Settings for IQConnect ". It's a registry setting. With log level set to 2, I've seen some "corrupted" data, like a last print on Q's of 3742, and it's obvious the decimal is missing. I still need to put some code in my app to check for this, as well as prints that are obvious exchange reporting errors. re: ECNs - check the IQ API for "Market Center Codes A list of Regional Market Center codes. " I may be mistaken. If so, someone please let me know. c = CINN = Island/Inet p = ARCX = Archipelago t = NASDAQ which incorporates some of the lesser players like BRUT & BTRADE If you open a level 2 window with DTNIQ along side the archipelago book viewer you can see them match up.
Data and Content Support »
Problem with IB's bid & offer sizes (Level 1 quotes) Feb 22, 2005 03:15 PM
(Total replies: 18)
I'm at office now but will post longer reply later from home. One question for you. Are you using the API from IB and/or IQ? or just the TWS from IB and DTNIQ software from IQ? |
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