Hi, thanks very much. Am I right in thinking that you can only stream 100 symbols with IBs API?
Main thing I need is a scanner across the ASX. I currently use Tradingview, but their scanner isn't reliable. Appreciate if you have some other ideas along these lines.
Yeah really hard with ASX. Its a complete time warp with access to retail data access. You can purchase monthly quote boosters at $30USD per month for an extra 100 symbols at a time but still not likely to be that useful. See right at the bottom of this page.
Thanks again. I have asked Iguana about their API previously, and apparently it's the same restirction on number of streaming symbols. And whilst they do have scanners, they aren't very customizable.
I'm wanting to find momentum among microcaps. But my filter needs quite a few criteria. ROC, time of day, turnover and so on.
I have a feeling the small end of the market is about to come to a screeching halt, but anyway, still like to see if I can get a better set up than Tradingview.
None that i've come across. Still only IB API the only retail method i know of. One would have thought Iress would have made it available in due time with so much new advancements but it's still almost the same like 10 years ago.
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There is a way to scan the market with IB. I have done it in python. I had 300 symbols of data at one stage because of my acc balance or maybe the amount of brokerage I was paying.
I used the API to loop through live quotes 300 tickers at a time and save the daily OHLCV stats at approx 10:15 to run some basic % move and Vol increase stats. Took maybe 30 sec to get most of the ASX. Getting intraday bar data is problematic though because of the download throttling but could maybe done with some care.
It does require hand coding outside of retail platforms though.
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