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RealTime tick data feed on roughly 350 symbols


 

I want to build a trading program based on the TWSAPI. And I'd like to monitor around 350 stocks's price change.

Seems there's a limit of 100 symbols for my api. Is there any way I could build the realtime price monitor?

And pls Noticed that it's not necessary using tick data, 1-minute or 5-minutes are both acceptable.


 

The limit of 100 instruments is not an API limitation but a limitation on your account.

Why don't you reread the Market Data Lines section in chapter of the TWS API to learn how you can get/purchase simultaneous data for more than 100 instruments.

You could also search our archive since we had many discussions about "more than 100 instruments" over the years.

´³¨¹°ù²µ±ð²Ô


 

I have a strategy running that trades all US equities listed on NASDAQ and NYSE simultaneously.
For that one I use 3 snapshots at different points of the day to take trading decisions.
You can literally take as many snapshots as you want, as long as you have the corresponding market data subscription.

For each contract:
self.reqMktData(reqId, contract, str(), True, False, [])
time.sleep(0.02)