I can already tell you that snapshots are not going to be
mission-critical reliable. Even if you don't have throttling issues
there are no guarantees about response time.
The closest you are going to get with IB is to pay for an upgrade to
get the number of of tickers you need and have the quote streams all
running concurrently.
But you probably you need a data vendor that can get you closer to
an unfiltered quote stream.
toggle quoted message
Show quoted text
?
Ok thanks for that ... I might have to start a new thread
to get an expert answer to this, but in case anyone who
really knows is reading this: Does the snapshot method
work as well as streaming subscriptions to get
mission-critical, industrial-strength bid/ask data for
index contracts like SPX where we need to capture the
real, simultaneous chain data for 200+ strikes at once?
