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Limitations on tick-by-tick data


 

I am trying to understand documentation regarding limitation on number of lines for tick-by-tick data:




Number of lines Max. Requests
0 - 399 3
400 - 499 4
500 - 599 5
600 - 699 6

So with 3 requests I can get no more than 400 lines of data. Does one line correspond to one timestamp? Is this limit per day or per month. If I exhausted my limit, can I buy extra access?


 

You need to read this description of first.

  • Every account has the permission to consume 100 market lines simultaneously. In other words have 100 simultaneous subscriptions for unique instruments in TWS plus all API clients.
  • You can earn more market lines based upon the account value and your monthly commission payments
  • You can also purchase booster packs of 100 market lines each

Take a look at this posting for how TWS can tell you what your market line limits are right now.

The table you are quoting tells you how many simultaneous TickByTick subscriptions you can have based upon your market lines limit. Each of those subscriptions has no limits and you need to be prepared for a fire-hose depending on the instrument you are subscribing to. We have seen 1,500/second and more TickByTickLast reported? for ES futures when they have a busy day. And TickByTickAskBid can be 10 times more than TickByTickLast.

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