Thanks Nick, that's what I was guessing about the snapshots. ?I have no problem paying for the quote boosters to get the #tickers I need; that's what I'm doing now. ?And I currently have a professional-grade low-latency data vendor (Activ), but the main point of this project is to get away from Activ as I don't need it any longer after mothballing my old trading strategy that required true unfiltered data. ?For the options I just need to get a decently accurate, pretty-much-simultaneously snapshotted chain on demand, plus at 5-10 minute intervals all day ... years of experience with the TWS feed tells me that TWS is adequate for this purpose ... although if anyone wants to chime in with comments as to why this is NOT so I would appreciate it.
