TBG-Quant not receiving current data from IB

[Brian Sherman]

Hi,

I created a strategy that I am currently trying to Paper Trade in Interactive Brokers using the IB-Gateway and my paper trade account.

Because I work during the day I have started the strategy running around 8 am.  It appears to connect just fine and even displays the closing price from yesterday.  When I arrive home around 5 pm I would expect to see many events that have been received by my strategy but I see none at all.

One day there was a point where I lost connectivity with IB and TBG-Quant reconnected.  At that point I got a new market data event but then none again after that.

There was another day when I was home during trading hours and I decided to try it once again.  This time I used the IB TWS Client.  I first added the ticker to the Client to see if it received data and then I connected my TBG-Quant strategy and it worked!

I perused some IB forums and found people talking about the reqMktData method where if a snapshot is used it will only work if the ticker is loaded in TWS as well.  Is TBG-QUANT using the snapshot mode?  Are you familiar with this behavior?

Is TBG-Quant only supposed to be used with the TWS Client and expects tickers to be loaded in TWS as well?

I also wonder if it could be related to me starting the strategy before the market opens?

Any help would be greatly appreciated.  Thanks.

-Brian

[Alberto Sfolcini]

Hello Brian,

We knew about this issue, we should have it fixed for the next released planned for the beginning of september.

I will send you a preview by a private email right now, so you can check it.

thank you very much for your feedback!

Alberto

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Alberto Sfolcini