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Store real time data from NT in mysql
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Store real time data from NT in mysql

  #21 (permalink)
Elite Member
Germany
 
Futures Experience: Beginner
Platform: NinjaTrader
Favorite Futures: DAX, EUR/USD
 
Posts: 18 since Aug 2010
Thanks: 16 given, 2 received

Yes my datafeed is IB. Do you know connection
where I can request more than 3 at one time.

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  #22 (permalink)
Membership Revoked
Oslo, Norway
 
Futures Experience: Advanced
Platform: CQG, Excel
Favorite Futures: CL
 
Lornz's Avatar
 
Posts: 1,198 since Apr 2010
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bascher View Post
Yes my datafeed is IB. Do you know connection
where I can request more than 3 at one time.

There's little point in collecting tick data from IB, as they aggregate them. But then again, so does the CME now...

I think their real-time feed groups 0.2-0.3 together, while the historical data is 1 sec. I haven't used IB in while, so I can't guarantee those numbers.

Personally, I think collecting tick data for most retail traders is completely meaningless (and impossible due to the low granularity of retail data feeds). It's better to track chosen metrics...

But don't let me stop you...

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  #23 (permalink)
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bascher View Post
Yes my datafeed is IB. Do you know connection
where I can request more than 3 at one time.

DTN IQFeed.

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  #24 (permalink)
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Big Mike View Post
DTN IQFeed.

Special pricing for futures.io (formerly BMT) Elite Members:
https://futures.io/elite_partner.php

Mike

IQFeed also only offers second timestamps, but their professional feed NxCore does sub-second. It also offers bid/ask data.

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