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                                                   Real Time experience

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Peter Gum
2013-12-12 18:33:47


I have been attaching QS to a real Interactive Brokers account for the past few weeks. That has been a favorable experience:
- A number of charts at various frequencies all update properly.
- IB (TWS) disconnected temporarily (~2 min) a few days ago. QS resumed automatically when the connection was restored --- i.e., did not require
manual intervention, which is nice to know for sporadically attended situations. I could not tell whether QS did or did not refill on reconnection.
- On start up there is a backfill as each chart is first viewed, which seems to mean the bars are refreshed from 'scrubbed' data. That is (would be) a
good thing.
- You can disconnect a live feed at the end of the day and reestablish it the next morning. However, if you don't disconnect and just close the
application the live feed is automatically resumed the next time you start QS. Nice. (In my case TWS is on another machine on a LAN to which
QS attaches just fine.)

So far my only difficulty was my setting up a parameter wrong which QS support fixed for me.

If you are considering real time my experience should encourage to go ahead and try it.

Pete



QuantShare
2013-12-13 00:57:16

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Thanks a lot Peter for sharing your experience.

In "Connection Settings -> Backfill Settings", you can specify whether to backfill after a disconnection or not.



Jim Harrison
2013-12-14 23:22:55

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Anyone had a successful "Backfill when system detects a disconnect" using IB? I had an instance where ISP was down, and when it reconnected it streamed all my symbols OK, but it did not go back and get my missing data via auto backfill.

The ATS log shows the system detected a disconnect. This obviously can be an issue if my ATS "missed" something.

Just curious if anyone else has had any experience here.

Thanks



QuantShare
2013-12-15 21:08:29

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Did you enable the auto backfill feature in "Connection Settings -> Backfill Settings"?



Jim Harrison
2013-12-15 22:14:11

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Yes, That is why I am asking if anyone has had any success with it. It did not behave as I anticipated.



QuantShare
2013-12-16 14:08:47

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This is because currently, auto-backfill is enabled only if there are less than 20 streaming securities. We will increase this value in future releases.


Jim Harrison
2013-12-17 02:36:02

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Thanks. It would be nice if it equaled the MAX # symbols to stream setting. Also, Had a few more questions in a new thread.


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