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Re: reqHistoricalTicks() & batching vs. reqTickByTick() vs. reqHistoricalData(), Backtesting vs. Realtime execution


 

Okay thank you for clarifying. $30 for 3 months is not bad at all. I checked out Portara CQG a couple months back for /NQ & /ES and I believe it was $895 per instrument going back to 2014 for level 1 tick data, that is matched order info & what NBBO was @ time of execution. That is also obviously terabytes of data, yet I still might go with them, but then I still run into the real-time problem although I think they may have real-time tick streams. Continuing discussion with them. I mean IBKR states that they're data is not reliable and they do recommend other data providers for tick data. Might just have to use them for what they are, a broker, and just submit my orders through them. Definitely means more work though to pull all these things together in a live, real-time system. Hesitant to hack away until I have a solid, actionable plan with this tick data problem though.
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Thank you,
Brendan

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