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  • #601
  • Mar 9, 2010 8:10am Mar 9, 2010 8:10am
Quoting BlackMage
Craig, you need to ditch MB
I'm also rapidly reaching this conclusion, I have been unable to log on to their quote server for about 8 hours now, great stuff. They obviously treat their customers as the QA team.
The breaking of a wave cannot explain the whole sea.
  • #602
  • Mar 9, 2010 8:21am Mar 9, 2010 8:21am
Quoting Craig
I'm also rapidly reaching this conclusion, I have been unable to log on to their quote server for about 8 hours now, great stuff. They obviously treat their customers as the QA team.
The quote servers work, you probably have problem with the ASP page that provides the IP Address? I am sending you a PM with working IPs.
I'm not insane; my mother had me tested.
  • #603
  • Mar 9, 2010 12:19pm Mar 9, 2010 12:19pm
Quoting RoBiK
The quote servers work, you probably have problem with the ASP page that provides the IP Address? I am sending you a PM with working IPs.
It was the ASP page, apparently nobody at MB was capable of using a browser to test it. It got fixed about an hour ago, for 10 hours it was broken, 8 hours ago I reported it. Magic stuff, they also applied a 'patch' to the FIX server to reject my messages when the order server was down, only what actually happened was that all my messages were rejected.

THIS IS BULLSHIT MB!!!!!
The breaking of a wave cannot explain the whole sea.
  • #604
  • Mar 9, 2010 3:28pm Mar 9, 2010 3:28pm
Quoting Craig
It was the ASP page, apparently nobody at MB was capable of using a browser to test it. It got fixed about an hour ago, for 10 hours it was broken, 8 hours ago I reported it. Magic stuff, they also applied a 'patch' to the FIX server to reject my messages when the order server was down, only what actually happened was that all my messages were rejected.

THIS IS BULLSHIT MB!!!!!
yay what a mess
I'm not insane; my mother had me tested.
  • #605
  • Mar 9, 2010 11:29pm Mar 9, 2010 11:29pm
In an update, I think I'm going to be moving away MB, after writing them a somewhat angry email, I have received nothing but more hand waving. Here is the interesting thing though, which came out of the exchange, there is nobody at MB until 7:30 EST, this is in preparation for the US equities session. So if MB has a problem before the London FX open, you're toast until 7:30 EST. In response to my FIX server problems, all I got was some mumbo jumbo about failed upgrades and rollover times, basically the bottom line is I'm out of action again, at least until the end of this week and nobody really seems to know why, this is after a 2 week wait in February for them to fix the same problem.

So I'm probably going to start getting setup for equities trading using IB for execution and DTN IQ for data, I'll let you know how it all goes.
The breaking of a wave cannot explain the whole sea.
  • #606
  • Mar 10, 2010 12:29am Mar 10, 2010 12:29am
I just had to get a screenshot from this.. Note the ** part
Attached Image (click to enlarge)
Click to Enlarge Name: foo.PNG Size: 337 KB
  • #607
  • Mar 10, 2010 1:13am Mar 10, 2010 1:13am
Quoting mikkom
I just had to get a screenshot from this.. Note the ** part
How ironic, to be fair, their support is responsive and pleasant to deal with, but one feels that since the adoption of MT4, the reliability of their infrastructure has taken a nosedive.
The breaking of a wave cannot explain the whole sea.
  • #608
  • Mar 10, 2010 2:45am Mar 10, 2010 2:45am
Quoting Craig
So I'm probably going to start getting setup for equities trading using IB for execution and DTN IQ for data, I'll let you know how it all goes.
Is there some reason why you want to use DTN instead of IB data? At least it looks like the IBGateway software (didn't see this before) gives out market data as now so you don't need to have TWS running. I'm going to take a look at this later today..
  • #609
  • Mar 10, 2010 4:38am Mar 10, 2010 4:38am
Quoting mikkom
At least it looks like the IBGateway software (didn't see this before) gives out market data as now so you don't need to have TWS running. I'm going to take a look at this later today..
Thats correct.
  • #610
  • Mar 10, 2010 4:45am Mar 10, 2010 4:45am
Quoting mikkom
Is there some reason why you want to use DTN instead of IB data? At least it looks like the IBGateway software (didn't see this before) gives out market data as now so you don't need to have TWS running. I'm going to take a look at this later today..
I also use interactive brokers. I currently use the api through the tws. I open the tws automatically in a vnc session and the api logs on to this automatically. This works quite well. I believe ibgateway requires 2 seperate accounts. It also states you need to send them an e-mail and it can take upto a week so it probably won't be for free.

I personally would not use any broker without an api in my preferred language as this saves a lot of hassle.

The biggest problem with IB is their minimum charge (if you play a lot of smaller systems).
  • #611
  • Mar 10, 2010 6:02am Mar 10, 2010 6:02am
Quoting spekkiefx
I also use interactive brokers. I currently use the api through the tws. I open the tws automatically in a vnc session and the api logs on to this automatically. This works quite well. I believe ibgateway requires 2 seperate accounts. It also states you need to send them an e-mail and it can take upto a week so it probably won't be for free.

I personally would not use any broker without an api in my preferred language as this saves a lot of hassle.

The biggest problem with IB is their minimum charge (if you play a lot of smaller systems).
That's true, the minimum trade size is also an issue if you want to trade a lot of separate systems at the same time (as I do) - that was why I was looking at the MBT but it seems they have a lot of issues.

The fees are on the http://www.interactivebrokers.com/en...ogramInterface interface comparison page.

ctci fix is in minimum commissions / Internet: $100.00 $500.00 one-time setup fee.

I would gladly use TWS and api if TWS wouldn't be such a pile of garbage with so much bugs and memory leaks that they require restart each day (with required obscure code plastic card "security device" - you can opt-out from it but you then claim they have no responsibility for your account) so FIX is really the only way to go.

I really don't understand why they don't support the whole api through a simple(r than TWS) setup like IBGateway, it really shouldn't be an issue if they already have implemented part of the protocol.
  • #612
  • Mar 10, 2010 6:25am Mar 10, 2010 6:25am
Craig,

Do you know if the issues you had with MBT fix gw were related to you using your own fix implementation or something else (I would most likely use quickfix/j myself)?

Any other people using MBTs fix gw?
  • #613
  • Mar 10, 2010 6:33am Mar 10, 2010 6:33am
Quoting mikkom
Craig,

Do you know if the issues you had with MBT fix gw were related to you using your own fix implementation or something else (I would most likely use quickfix/j myself)?

Any other people using MBTs fix gw?
I take the liberty to answer for him... those issues have nothing to do whit the client side FIX engine that Craig is using.
I am not sure what Craig is using but i use the regular version of QuickFix inside my .NET application.
I'm not insane; my mother had me tested.
  • #614
  • Mar 10, 2010 7:54am Mar 10, 2010 7:54am
Quoting mikkom
Is there some reason why you want to use DTN instead of IB data?
As I read it at the moment DTN has much more readably available history, IB's history goes back one year but you can only request so much of it at a time and one must be careful to 'pace' the requests so as not to overload the IB history service.
The breaking of a wave cannot explain the whole sea.
  • #615
  • Mar 10, 2010 8:00am Mar 10, 2010 8:00am
Quoting mikkom
Craig,

Do you know if the issues you had with MBT fix gw were related to you using your own fix implementation or something else (I would most likely use quickfix/j myself)?

Any other people using MBTs fix gw?
RoBiK, is correct, it's all their problem.
The problem is basically that I send a 'new order' FIX message and they don't respond, once they don't respond my state is lost. When I was in the development phase I was assured that this was just because the demo was flaky, then when I started getting it on the live system it was ascribed to all sorts of internal 'restarts' and 'upgrades'. Basically it's been the same problem now for a little over a year, they either can't or won't fix it (no pun intended). IMO the whole thing started to really nosedive when they took on MT4, too many products, not enough development team (or testing).
The breaking of a wave cannot explain the whole sea.
  • #616
  • Mar 10, 2010 8:05am Mar 10, 2010 8:05am
Quoting mikkom
That's true, the minimum trade size is also an issue if you want to trade a lot of separate systems at the same time (as I do) - that was why I was looking at the MBT but it seems they have a lot of issues.

The fees are on the http://www.interactivebrokers.com/en...ogramInterface interface comparison page.

ctci fix is in minimum commissions / Internet: $100.00 $500.00 one-time setup fee.

I would gladly use TWS and api if TWS wouldn't be such a pile of garbage with so much bugs and memory leaks that they require restart...
I share these dilemmas, but what other options are there?
Unless you have a huge account it's either IB or MB.
The breaking of a wave cannot explain the whole sea.
  • #617
  • Mar 10, 2010 3:35pm Mar 10, 2010 3:35pm
If you're going to trade at IB choose FIX - its rock stable.
  • #618
  • Mar 10, 2010 3:38pm Mar 10, 2010 3:38pm
Quoting BlackMage
If you're going to trade at IB choose FIX - its rock stable.
I think that's where I'll end up, I'll start with TWS just to get the ball rolling as I already have a custom C++ TWS API client. Did you get your one to run 24/7?

Edit: Also, does anybody have any good windows hosting recommendations?
The breaking of a wave cannot explain the whole sea.
  • #619
  • Mar 10, 2010 4:39pm Mar 10, 2010 4:39pm
Quoting Craig
I think that's where I'll end up, I'll start with TWS just to get the ball rolling as I already have a custom C++ TWS API client. Did you get your one to run 24/7?
Yes - either you opt out of security or run it through VPN.
  • #620
  • Mar 10, 2010 6:45pm Mar 10, 2010 6:45pm
Quoting Craig
I think that's where I'll end up, I'll start with TWS just to get the ball rolling as I already have a custom C++ TWS API client. Did you get your one to run 24/7?

Edit: Also, does anybody have any good windows hosting recommendations?

You can't run tws 24/7 because at 10 gmt there servers go down for about 15 mins.

The best windows recommondation I have is don't us it. Any unix flavour is once you get the hang of it better. And ofcourse use api in preferred language. I use tws and api and even though tws is not very good still rock solid.
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