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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 ? Best Eduardo Kremer

Nothing major changed on my end. All last week we had two situations: After TWS restart: * Requests for four of the seven data types succeed * Requests for ReportSnapshot, ReportsFinSummary,

Hey Guys, Is this still an issue for you all as well ?

Welcome to the group. As far as I know there is no one standard for exactly what is counted in volumes, number of trades, and even OHLC prices. Just like I am often surprised what is being sold as

Sorry, I'm new with IB API. Recently started experimenting with historical bar data via IBApi.EClient.reqHistoricalData (

We looked at quite a few of the financial data vendors using websockets it's certainly interesting. Coding it is simple enough and the one that piqued our interest

Thank you for your kind words, CP. The group has definitely been valuable to us since many topics triggered reviews of our approaches and often helped us mature our environment. Many of the more

first of all, congratulations on your new role and thank you for taking the time. I "was" hoping that the sign on to the data vendor would be at level where I subscribed to their "account" with IB

I am not aware of any such service and can come up with a long list of reasons why this would probably not be a good idea. One of them is security since that TWS would have to be logged into your IB

In the past I was looking at futures so I didn't have the lots/shares issue. Thanks for the heads-up about the change in reporting.

Since they are reporting individual trades, TickByTick always reported shares not lots. That is also true for RtTradeVolume, RtVolume, and Level II data feeds. The way I read the change is that it

Hi All I have been running a TWS mosaic session on a machine on my network for some 3 years and it's excellent. I get to see what is going on AND I can use it to get data when I need to using the

With TWS 981.3c and Api 9.73 I am seeing stock bid/ask size for TickByTick data in shares but for MktData I'm seeing it in lots. I don't have any of the related TWS config settings. TWS 981.3c is

You may have known this, but we did not. Apparently the US SEC updated some rules last year that lead to IBKR changing the way quote size data is displayed in TWS and reported to the API for US

Hi, Mij tws chart showed the same behavior, but the api kept delivering the correct price and volume data. But in the api, I use tickString for price and volume, so that may be the difference between

Sure but the OP is talking about several hours of no activity at all. That is not throttling it's an outage.

IB's data feed is not a true tick by tick data feed. I compared different datafeeds and IBs was missing a lot of data. They do this on purpose with their burst feed (4x per second) and to avoid

This group is targeted at the TWSAPI implementations provided by IBKR, so your question is really out of scope and you're quite likely not to get any other replies, but you never know – there may be

Hi, I use MatLab with IB4m to get IB messages via API. I have a problem when I request my positions via API using the following code: clear all; close all; clc; percorso =

Computer and TWS are both set to Chicago time. The crosshair is at 12 August 03:45. Excuse the white lines. KH