Prices look frozen or stale
All three cases are by design.
- “Frozen” outside market hours. Tented switches to IB’s frozen data when the contract’s session is closed and back to live data when it opens.
- SPXW, RUTW or VIX option prices stop changing from 09:25 to 09:30 ET. This is the pre-open hold. Between the extended and regular sessions IB’s quotes are only indicative, so prices, P&L, greeks and the risk graph keep the 09:25 quotes; the chain shows the current indicative quotes in grey. After the open each contract goes live on its first usable quote, and all of them within two minutes.
- “Connection lost” and frozen numbers. While reconnecting, prices, P&L and greeks keep the values from when the connection dropped. When quotes stop for about 15 seconds with the market open, Tented reconnects up to five times, then dials every 5 seconds.
See Delayed and frozen data and Waiting for IB.