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  1. Market Data Subscriptions to Cover Level II of US Stocks

    Thank you all for the replies. Hi hhiusa, yes, I am using IB; you mean I should have the following items to see L2 data (for Market Depth Trader...
    Post by: ArthurC, Jun 14, 2017 in forum: Data Sets and Feeds

  2. Market Data Subscriptions to Cover Level II of US Stocks

    Dear All, I am trying to find out which data packages I need to subscribe in order to cover all Level II of US stock. I was told to subscribe:...
    Thread by: ArthurC, Jun 13, 2017, 10 replies, in forum: Data Sets and Feeds

  3. Minimum wait time between 2 reqMktData to IB

    Hi All, According to vicirek above, I can request market data with maximum rate of every 20ms; according to my experiment, I get the response is...
    Post by: ArthurC, Mar 25, 2017 in forum: App Development

  4. About algos in a pair trading

    Thank you man, this is informative enough :sneaky:
    Post by: ArthurC, Feb 12, 2016 in forum: Automated Trading

  5. Re-create IB Stock Volume Chart

    Thank you for the advice, to cover more audience, let me spell out the mnemonic code here: - set time0 as current_time. - keep doing query of...
    Post by: ArthurC, Feb 11, 2016 in forum: Automated Trading

  6. Re-create IB Stock Volume Chart

    Hi All, I am trying to re-create the stock volume chart in IB to no avail, could anyone help me out? I use IB-Matlab to talk to API of IB, and...
    Thread by: ArthurC, Feb 11, 2016, 2 replies, in forum: Automated Trading

  7. About algos in a pair trading

    What do you mean by pair trading?
    Post by: ArthurC, Feb 11, 2016 in forum: Automated Trading

  8. Minimum wait time between 2 reqMktData to IB

    Thank you spacewiz!
    Post by: ArthurC, Feb 11, 2016 in forum: App Development

  9. Minimum wait time between 2 reqMktData to IB

    The data was actually purchased from IB.
    Post by: ArthurC, Jan 7, 2016 in forum: App Development

  10. Minimum wait time between 2 reqMktData to IB

    Thank you all for your input. I have had experiences of keep receiving last price of '0' and I think it's due to too frequent of my market data...
    Post by: ArthurC, Jan 7, 2016 in forum: App Development

  11. Minimum wait time between 2 reqMktData to IB

    Please let me know what's the minimum time required between two consecutive reqMktData commands issued to IB with snapshot parameter set to True....
    Thread by: ArthurC, Jan 6, 2016, 10 replies, in forum: App Development
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