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interactive broker hisorical tick data

  #5 (permalink)

Germany
 
Trading Experience: Intermediate
Platform: Other
Favorite Futures: ES, YM, 6E
 
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microsat View Post
Thank you.

IB is data vendor too. It provides second-based historical data, such as 1 second, 1 minute, 1 hour, 1 day etc, but no tick-to-tick historical data.

Do you mean the two prices from the IB and CQG will be equal at the same time because they come from CME both?
There is no spread between IB and CQG, isn't it?

If so, that would solve my problem. I can send market order to IB if there is an entry in CQG and I don't need to worry about the spread between IB and CQG.

For a market order at IB you get the price of a market order at the CME at that moment.
After the fill, CQG surely shows this trade because it's tick-by-tick.
IB also shows the same trade with the correct price for the fill to you, but it doesn't necessarily
show up in the IB T&S "for all" since IB isn't tick-by-tick.

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