09-07-2008, 04:26 PM
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#6 |
Join Date: Sep 2008 Thanks: 0
Thanked 4 Times in 4 Posts
| Re: Is There an App I Can Use Just to Get Time and Sales from IB? Quote:
Originally Posted by sevensa » If IB was a datafeed provider then it would be a flaw. But they are not; they are a broker providing customers streaming data. From that viewpoint, their datafeed is excellent for the price you pay. If you need true realtime data, you will need to use a data provider like DTN, or e-signal which will cost at least $100 a month.
What you really need to ask yourself is how important receiving true real time data is for your type of trading? Have you already determine that receiving data 5 times a second like at IB is not working for your style of trading and that only receiving true real time data will work?
Be careful not to get caught up in what are the best tools to use before you have figure out what kind of trading and time frame you are going to do. | But IB does sell data from the exchanges. You can tick off every exchange feed that you want, for a price. Why isn't T&S included for CME Futures/Options? Why do I have to go out of band to get it? That doesn't make sense.
And also the 5 times per second, that is for quote data ticks, there is no streaming T&S. You have to query in a window from a minute ago.
I appreciate your candid suggestion though. Yes I have determined that I will be needing up to date streaming time and sales.
Given that, where is the best place to get it?
I did notice that IB offers a CME Floor feed. Is that the same thing? |
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