On Tue, Aug 17, 2021 at 5:41 PM Nick <news1000@...> wrote:
The MktData stream is sampled at about 4/sec for stocks. The rate
doesn't change if volume gets heavy so you always have a stream of
recent prices.
The TickByTick stream sends every tick and several members have
noticed it can have a latency of about 500ms so it's possible that
MktData would update first. You get many more updates with
TickByTick which usually include prices that never appeared in the
MktData stream. Also, it's not a true unfiltered tick stream but
it's in the ballpark.
IB's different data streams have advantages and disadvantages so
you have to study them for your instruments and decide what would
work best for your strategy.
On 8/16/2021 1:09 PM, Eduardo Esteva Kremer wrote:
Hi,
What's the difference between using reqMktData() and reqTickByTickData() ?
When using the latter, it seems you receive Bid Ask quotes
a little faster. Doesn't it ?
