Sunday, April 13, 2014

Interactive Brokers US Index data/chart problem

Really, really frustrated with Interactive Brokers (IB) market data problem.  We are not talking about individual stock market data.  We are talking about the 2 major Indices : S&P 500 and Dow Jones Industrial Average.  Russell 2000 and Nasdaq happen to be correct.

S&P 500
This is what taken from CBOE.  SPX close at 1815.69, down 17.39 (0.95%)




This is from Think Or Swim (TOS).  SPX closed at 1815.69, down 17.39 (0.95%).  OHLC match CBOE.
This is taken from IB on Saturday, 12-Apr-14 Singapore Time.  SPX last 1817.23 (based on IB calculated value, else no value), down 15.85 (0.86%).
IB calculated value







IB Native Index Prices




This is taken from IB on Sunday, 13-Apr-14 Singapore Time.  Because I got difficultly logining to IB the whole Saturday, I have to continue updating this post on Sunday.  So, I happen to capture this value again on Sunday.  I seriously don't know what IB is doing.  Why is SPX and INDU (Dow Jones Industrial Average) showing a positive change (i.e. up) instead of negative change (i.e. down)???









Dow Jones Industrial Average
THis is taken from Bloomberg


This is from Think Or Swim (TOS).  DOW closed at 16026.75, down 143.47 (0.89%).  OHLC match Bloomberg.

This is from TradeStation (TSS).  DOW closed at 16026.75, down 143.47 (0.89%).  OHLC match Bloomberg.


This is from IB.  DOW last at 16040.90 (but if you read the bar details, close is 16026.80), up 14.20 (0.09%).  OHLC DIDN'T match Bloomberg.



Many candles are not correct.  The last candle has such a long stick (arrow pointing) which TOS or TS chart do not have.

I really hope I can spend more time on the learning of trading option than struggling through the various problems, frustration I face with my broker, specifically IB.





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