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Eduardo Esteva Kremer #47966 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
Nick #47975 开云体育 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: toggle quoted message Show quoted text 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
Eduardo Esteva Kremer #47980 Nick, Thanks for your comments !!! I was getting it all the way around... Eduardo toggle quoted message Show quoted text 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 ? Best Eduardo Kremer

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