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Sim Account Platform Acting Up

 

Hi,

I have noticed that oftentimes my platform will halt for a split second and the market will suddenly move up or down by a considerable amount. It is as if the level 2 data I am streaming is behind the live market data in the paper trading environment. Can anyone speak to this? This obviously has weird affects on the data I receive in my trading algorithm.

Thank you
 

Not sure I catch what you seems to imply by differentiating Paper vs Real. I don't think that Paper is less well serving LII than Real.

Some thoughts:
What do you call platform ? TWS or Gateway ?
Are you looking at LII on TWS simultaneously ?
Aside of telco contention:If TWS consider increasing the amount of RAM allocated to TWS

Suggestion too look at the "halt" status, I never seen it moving fast in real time, but it may happens that the market itself is in a stall position.
I also would wonder what is the impact of using Smart mode versus specific venue like the primary exchange or a major one.
If one venue stall maybe it stall the IB deliver process. (unlikely in my deep perception as IB should deliver RT what they have available)

Otherwise said, what you call a halt for split second need to be considered against another reference, like a Bloomberg terminal or that class of platform
Because there are real reason why market may freeze waiting for something that trigger a big move (as in: cause or consequence ?)
 

I have noticed very strange behavior recently. I've only been using the paper trading accounts. Specifically, on certain FX pairs, e.g. EURUSD, USDJPY, USDCAD, the balance may not be updated for up to 5 minutes after an order fills. This started last week.

Also, I have noticed that I have to cycle through the various accounts (I have FA accounts) to "force" TWS to update its positions. If I don't do this periodically, the positions page stops updating.

I'm using 10.19.
 

I am speaking on TWS, and I am simultaneously watching the L2 windows in my paper account. The charts too are not very accurate. The current candle in my chart will take a weird shape that doesn't reflect what data is showing in the L2. The charts will then show price action I am not seeing in the L2 and then a reset occurs and everything seemingly is back up to date and the market, i.e. level 2, will move drastically as it wasn't streaming accurate data. I think the Market Depth Reset Error Code: 317 may be causing this somehow. Maybe b/c my order book needs flushing or resetting the level 2 windows cannot get new data and in the mean time they just stream old data? Because prices still move, but data seen in my candlesticks differ greatly from that in the level 2. A theory...

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