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

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  #22 (permalink)
 
Lornz's Avatar
 Lornz 
Oslo, Norway
 
Experience: Advanced
Platform: CQG, Excel
Trading: CL
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bascher View Post
Yes my datafeed is IB. Do you know à 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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 Big Mike 
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bascher View Post
Yes my datafeed is IB. Do you know à connection
where I can request more than 3 at one time.

DTN IQFeed.

Special pricing for nexusfi.com (formerly BMT) Elite Members:
https://nexusfi.com/elite_partner.php

Mike

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  #24 (permalink)
 
Lornz's Avatar
 Lornz 
Oslo, Norway
 
Experience: Advanced
Platform: CQG, Excel
Trading: CL
Posts: 1,193 since Apr 2010


Big Mike View Post
DTN IQFeed.

Special pricing for nexusfi.com (formerly BMT) Elite Members:
https://nexusfi.com/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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