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If you were to try to run the installers for both API v971 and API v973, unfortunately the 973 installation process would interfere with the 971 installation. For one thing the TwsSocketClient.dll

No, it's available to everyone although I think it is only described in the beta release notes and has not made it to the main documentation (at least I couldn't find it). It is similar to the DOM

Thanks. Is this TIckByTick thing really only for people who have a dedicated line to IB? -Kurt news1000@...> wrote:

great overview, thats what i needed to understand. thank you. so tickbytick with timestamp is the way forward.

Due to recent additions to the api it is important to distinguish between all the different data streams that are available. In the old days 'tick data' referred to the live data in reqMktData, which

I think the problem here is that the TWS and Gateway installers now include their own 'hidden' copy of Java, this being an Oracle Java that I pretty much guaranteed to work well with that particular

This is the error screen I have. Seems it is related to Java.

I'm pretty sure when this question came up years ago it was concluded that the timestamps on tick data are put there by TWS/Gateway, based on time of arrival. They are not real timestamps based on

Hi Hannnny, Duplicates are certainly possible, there are many other events in the IB api that produce duplications and omissions of messaging, so you're better off preparing for them than not. As for

Hey Derek, I use ubuntu all the time for my gateway and tws machines, the ARM64 thing might be a bit odd though, I've no experience with that. Does it state that your java version is wrong or is that

was responding to Mark, didnt see your answer somehow, easy fella... Now live recording is up, next question,?I apply a unix timestamp on my side whenever a volume ticktype 5 comes through and

Hi, Has anyone installed TWS or IB gateway successfully on ARM64 bit processor and Ubuntu? I have problem in installation. Guess it is because the JVM is not supported. Any suggestion? Derek

I have told you why you can't do it with historical tick data. You have to use live data. If you can't understand IB's data then you will have to hire someone to do it for you.

i dont know if they are synced. both feed have unix timestamp so i assume trades can be matched to bid/offer in a giant looping lookup? is there any reason they would not be synced coming from IB?

The timestamp is only in seconds so when there are multiple ticks per second you have no way to determine the order of events. For active instruments there will be multiple ticks per second so your

Hi Hannnnny, As described your algorithm will work if the ticks start and end times are synchronisable across the two streams, otherwise you'll have spans of bid/offer that are overlapping multiple

I'm thinking of a kind of lookup algorithm based on timestamp to slot the trade ticks into the bid/offer ticks, I was just hoping someone has done this already but do you know some reason why this

You can't do it from historical download. In the live stream my observation so far is that you'll get the events in the proper order. I don't know how it lines up with the T&S display in TWS. You'll

When I have encountered this it was due to the rthOnly setting (or whatever it is called now). If you reverse the rthOnly setting for the stop order the warning will probably go away. I never figured

Hi all, I'm trying to request historical ticks data for trades but i also want to see the bid/offer at the time of the trades in order to reconstruct the time and sales. However ib has this in 2