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Non-Tech : Interactive Brokers / Timberhill -- Ignore unavailable to you. Want to Upgrade?

To: CynicalTruth who wrote (2632)	3/15/2002 8:49:27 AM
From: eriksonc	Read Replies (2) \| Respond to of 9012

[If sent in the same network packet then matching should be no problem... but what if the two events take different internet routes... of course most won't have to think about this but I'm still forced to use a modem out here in the "boonies" <g>. Still is something to consider. I do use the vol for the trade event record trigger assuming the price will be more stable over time than the random character of V. Anybody started using the API for sending orders yet?] I would be surprised if IB fragments the quote data when transmitting. Furthermore, I would be surprised if the Trader Workstation were able to handle a fragment of quote data without the whole data for that 1 second arriving. I make the assumption that one quote for a single symbol will arrive within a time window of say 100 milliseconds. I have not had any problems with this assumption - I'm just trying to give you a workaround on this problem. Ideally they should send the complete quote every second so that you know when a quote "starts" and "ends" (they only send you the individual fields when they update). I don't think the fact that you are using a modem changes the problem at all. I have used the order API and it is nice and simple. You can only use BEST execution which is a drag. Good luck, Carl