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requesting midpoint data

[email protected] All Messages By This Member #53891 I'm trying to request midpoint data (for symbols such as SPY, QQQ, etc.) via reqTickByTickData() and says "For some securities, getting tick-by-tick data requires Level 2 data bundles." ? 1/3: Did this change? If so, was that recent? I thought I remembered being able to do this while only subscribing to level 1. ? 2/3: Does that mean I need: ? US Equity and Options Add-On Streaming Bundle (P) Includes streaming real-time quotes for NYSE (CTA/Network A), AMEX (CTA/Network B), NASDAQ (UTP/Network C), and OPRA (US Options). In order to subscribe to US Equity and Options Add-On Streaming Bundle (P), the user must already be subscribed to US Securities Snapshot Bundle (P). ? Can I get rid of what I bought earlier this week? ? NYSE American, BATS, ARCA, IEX, and Regional Exchanges (Network B)(P,L1) Provides real-time quotes for stocks listed outside of NYSE and NASDAQ. Exchange listings include (but not limited to) those on NYSE American (formerly known as AMEX), ARCA, BATS, and IEX. Examples include IBKR, SPY, and VXX. ? 3/3: If I end up having to subscribe to the fancier one, I assume I'm also allowed to use reqMarketDepth() to subscribe to the data in an alternative format. Is that right?
Richard L King Member Profile All Messages By This Member #53895 开云体育 Why don’t you just ask IBKR? If anybody is likely to be able to provide you with chapter and verse, it’s them. ? Richard ? ? toggle quoted message Show quoted text From: [email protected] <[email protected]> On Behalf Of tbrown122387 via groups.io Sent: 07 February 2025 22:52 To: [email protected] Subject: [TWS API] requesting midpoint data ? I'm trying to request midpoint data (for symbols such as SPY, QQQ, etc.) via reqTickByTickData() and says "For some securities, getting tick-by-tick data requires Level 2 data bundles." ? 1/3: Did this change? If so, was that recent? I thought I remembered being able to do this while only subscribing to level 1. ? 2/3: Does that mean I need: ? US Equity and Options Add-On Streaming Bundle (P) Includes streaming real-time quotes for NYSE (CTA/Network A), AMEX (CTA/Network B), NASDAQ (UTP/Network C), and OPRA (US Options). In order to subscribe to US Equity and Options Add-On Streaming Bundle (P), the user must already be subscribed to US Securities Snapshot Bundle (P). ? Can I get rid of what I bought earlier this week? ? NYSE American, BATS, ARCA, IEX, and Regional Exchanges (Network B)(P,L1) Provides real-time quotes for stocks listed outside of NYSE and NASDAQ. Exchange listings include (but not limited to) those on NYSE American (formerly known as AMEX), ARCA, BATS, and IEX. Examples include IBKR, SPY, and VXX. ? 3/3: If I end up having to subscribe to the fancier one, I assume I'm also allowed to use reqMarketDepth() to subscribe to the data in an alternative format. Is that right?

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