Interactive Brokers TWS now has bid ask tick data - futures io
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Interactive Brokers TWS now has bid ask tick data


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Updated by crosscreek
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Interactive Brokers TWS now has bid ask tick data

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Studio City
 
Experience: Advanced
Platform: NT
Broker: IQ Feed
Trading: ES, ZN
 
Posts: 53 since Mar 2011
Thanks: 1 given, 43 received

TWS now has tick bid ask data on Time and sales and it works with NT8 API for for footprint style charts as well. The only thing I've noticed is that it is like a reconstructed tape, meaning 100 prints of 1 at the same second will be marked as 100. Other than that, single prints wil come through as single prints.
There is an option to put it back to every 4 seconds in the T&S setting, but the default is tick by tick on the latest releases.
Personally, I prefer another feed, but this might help those on a budget that do not trade tick charts.

https://financefeeds.com/interactive-brokers-tws-platform-adds-real-time-tick-tick-data-time-sales/

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May 7, 2019


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