Mismatch between DTN IQFeed and IB data

Hello,

I'm using AB professional to trade ES futures. I use DTN IQFeed for real-time data, and IB as my broker. I trade from the charts, and send a limit buy/short order to IB. I've noticed that many trade orders are not triggered, and with the recent increasd volatility I've discovered what the problem is.

I've noticed that sometimes there is a difference between the latest prices displayed by both IQF and IB. I have the impression that IQF is sometimes not able to maintain its data feed, and it lags behind what IB displays. In some cases, AB displays the message

"Plugin Status: Connected. Waiting for logon response"

followed a few seconds later by the message

"Plugin Status: Connected and logged on OK"

Here is an example for ES, which shows that the IQF instantaneous last price is 3058.75 while the corresponding IB last price is 3061.0, a difference of 2.25 points. It also shows the message generated by the IQF plugin "Plugin Status: Connected. Waiting for logon response". when this happens, it means that limit orders can never be filled by IB.

dtn%20-%20data%20error

I subscribed to IQF because I need their TICK and AD data. Whereas RT price data is available from IB, this internal data is not available.

Has anyone else had problems with this? Problems with IQF?

My database configuration is:

Base time interval is 1 minute
Allow mIxed EOD/intraday data
IQF version 6.1.0.20
30,000 bars
64-bit Windows 10

Many thanks.

1 Like

I have seen issues @polomora with IQFeed last year but have not seen any this week with the ES in terms of disconnects. Are you seeing the issues during ETH hours or is this in the Globex session (can't tell which time zone you are in)?

@vmonkey,
I'm based in CET, but this was during the RTH Globex session.