I am not aware of a scanner that does what you are looking for. Please keep in mind the IB API is mostly for the support af TWS and if TWS does not need it, it's probably not there.
If you are only interested in price changes, subscribing to tick id 4 (Last Price) should suffice.That tick will only be sent when the trade price changes, Take a look at . Even at 800 contracts, data volume will be quite reasonable.
But your 800 contracts simultaneously will run against the data lines limitation. Take a look at the ":How Market Data is Allocated" in
For 800 market lines you'd need:
- $6,400 in commission monthly
- $8,000,000 in equity
- or purchase 7 quote boosters at $30 each per month (210 per month)
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On Wed, Mar 17, 2021 at 07:28 PM, corneliu maftuleac wrote:
I think the list of tickers is around 800 (I am using ibinsync python api, but the general idea is the same).
So, your suggestion is to just use regular market data (ex: reqMktData(conId, contract, 221)) and it should be fine?
I was thinking there should be a more advanced solution like a scanner subscription or something, because in fact I dont need the data itself rather just a notification when price reaches certain level.
