有一个著名的海外证券分析软件叫 ａｍｉｂｒｏｋｅｒ， 他的作者对ｉｂ／ｔｗｓ 有如下的评论： NOTE ABOUT IB/TWS PERFORMANCE: IB / TWS is not really up to professional standards when considering it as real time data source. Its backfill is very limited (1 symbol at a time) and VERY VERY slow. IB throttles backfills and you can not send more than 60 requests within 5 minutes (it equals to one month of 1-minute data for 12 symbols only). AmiBroker can not really show its full potential using IB/TWS because of IB limitations. We strongly recommend using TRUE real time data providers such as IQFeed or eSignal. Backfills using IQFeed or eSignal are upto 100 times faster ! IMPORTANT SYSTEM REQUIREMENTS NOTE: while AmiBroker itself does not have big requirements (see Getting Started page ), Interactive Brokers' TWS is Java-based application that is memory and CPU hungry. You would need to have at least 800MHz CPU to use TWS, see official TWS system requirements page: http://www.interactivebrokers.com/en/software/requirements.php IMPORTANT NOTE ON IB BACKFILL IN TICK MODE: The finest resolution of BACKFILLS that Interactive Brokers TWS offers is 1-SECOND bars (see TWS API docs here). It means that although you can collect streaming real-time data in tick format, the backfill will always have resolution limited to 1-second bars. Also IB TWS streaming data are NOT tick-by-tick, but rather 0.2-0.3 second snapshots, read this for details: http://www.interactivebrokers.com/cgi-bin/discus/board-auth.pl?file=/2/37364.html For this reason we recommend using higher intervals like 5-sec, 15-sec or better yet 1 minute.
YES!因为IB速度问题,我的时间间隔是设置成1分钟的!!! 1分钟应该足够IB从美国取到数据了吧! But 最后ａｍｉｂｒｏｋｅｒ 通过IB还是+依然取不到完整的数据,只能取得少数1分钟的数据呢!!!你说郁闷不???
是不是由于IB过于低的佣金有关,当然如果提供快速的行情而适当提高费用,我想也是可以接受的,总比现在这种情况更有利于投资人.我想这也是很多非全能帐户,收取不低于IB的佣金的原因之一?网络存在的问题,我想IB是很清楚的,因为他们是网络专业设计出身,不可能对网络这些问题没有预见性.
谢谢大家的意见。我会继续往上反映这个问题。 市场报价丢包的问题时而严重，时而很轻微，有人严重有人轻微，大概与所处省市、本身宽带服务、政治形式及中国的防火墙审查的紧松有关。 如果说比较IB与其他的美国的“券商”（不是“外汇交易商”），报价连续度较差，这个思路会很有说服力。进而我需要大家提供数据，提供给我帐号，以及比较的PING和TRACERT的结果。我知道这个数据需要些专业水平来解决，但是也只有这样准确的信息才能更加针对性地解决问题。我们能做到！
As I say on my message.... There is no problem with Pinging to the HK Server when there is problem connecting to the Server. Coz "Ping" command is a Telnet service and Telnet service use port 23. The problem is when every MainLand IB customer using the same port 4000. It just kill the ISP office equipment that connect to the route to HK. Everyone should try this when TWS disconnecting and see what come up........ start a DOS box and put the command below ping gw1.ibllc.com.hk now see if there is any respond! This is a well know problem that HK and Mainland has a bad connection on the Public Internet connection! But IB is making it become worst with too many customer in Mainland! The only fix is to setup a VPN Line connect between HK and MainLand bypass the Public Network. There is about 6 or 5 Public Internet connection in China have routing connection to HK. Some of the name are 网通, 电信, 教育网, 铁通 etc. 网通 and 电信 are the major ones that most people use here. I think people here should find out which one they are on first. Different connection has different symptoms. This would help easier to single out the problem. The ISP I have they use 网通 and like I say on my message it just went totally dead with TWS connection after 6:00PM 4 out of 5 night everyweeks. And now ISP has gave me a software connect me to 电信. 电信 now also starting to disconnecting in the afternoon till at night about 1 to 3 time a night. It is just disconnecting not dead connection so far. Well, I think your Head Office IT department should already knows about that this is happening. Coz they can easily access the logs in the HK server and they can see all these connection from China disconnecting. The problem is... is this a IB's problem? NO! this is not a IB's problem. Your IT department wouldn't admit this. Coz all the connection outside Mainland is ok. So is this a ISP problem? Yes, coz the routing Line and the equipment they use is too thin, can't handle the traffic. Now, is what IB is going to do? Coz, if they want customers in MainLand, they have to fix the Line. There is no other way. Will the ISP fix the Line? 3 years? or 5 years? You never gonna know. All I know now is I am in trouble!
最近报价时断时续现象的确非常严重，我已经把下单服务器换到香港了，但是报价问题还是没有解决，这个肯定是与GFW有关的，不能全怪IB，但是其实IB真的解决起来也非常简单的，就是在香港架设行情服务器，但愿伟建兄能赶快干成这件功德无量的事情，这样我们也就不用去等那个虚无缥缈甚至不知道到底有没有用的TPE海底光缆了，用网上流行的话就是“出口再大也没用，因为我们带套了”，真是悲哀……
YES! 建兄,从上周三开始,我已连续3个晚上没交易一笔了! 白天偶尔下一二笔! 但我主要的交易都是要在美国New York Time做的! 我可以肯定,我今天晚上依然看不到及时的报价! 因为上午时间ping都如此! Reply from 208.245.107.9: bytes=32 time=435ms TTL=106 Reply from 208.245.107.9: bytes=32 time=437ms TTL=106 Reply from 208.245.107.9: bytes=32 time=434ms TTL=106 Request timed out. Reply from 208.245.107.9: bytes=32 time=436ms TTL=106 Reply from 208.245.107.9: bytes=32 time=435ms TTL=106 Reply from 208.245.107.9: bytes=32 time=434ms TTL=106 Reply from 208.245.107.9: bytes=32 time=432ms TTL=106 Reply from 208.245.107.9: bytes=32 time=436ms TTL=106 Reply from 208.245.107.9: bytes=32 time=433ms TTL=106 Request timed out. Request timed out. Request timed out. Reply from 208.245.107.9: bytes=32 time=436ms TTL=106 Reply from 208.245.107.9: bytes=32 time=436ms TTL=106 Reply from 208.245.107.9: bytes=32 time=443ms TTL=106 Request timed out. 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建兄,从上周三开始,我已连续3个晚上没交易一笔了!白天偶尔下一二笔! (周三周四周五都因为报价断断续续,看不到行情而无法去下单.) 但我主要的交易都是要在美国New York Time做的! 我可以肯定,我今天晚上依然看不到及时的报价!看不到及时的报价怎么交易呢?? ---用国内的软件看,数据不太准,又延迟厉害, 这样去交易那可能会带来灾难性的后果的!
看来与我情况类似的朋友很多, 我也在IB的网站的帐户管理里面的message center投诉了,尽管我英文写作不是良好 希望大家也如此做.多投诉几次! 我相信IB的IT主管看到大陆朋友这么多的网络连接问题, 应该会重视的!
I wanted to post chinese message but I just don't know how to type chinese. Sorry man! You have to understand we have to speak out for this!