Support Board

Date/Time: Sat, 18 May 2024 20:43:40 +0000

Post From: A Better Implementation of Interactive Broker's Data Feed

[2013-04-05 19:17:08] Link To Thread - Link To Post [Go To First Post]
Bad Dog - Posts: 17
Thanks for the quick reply. I have not ignored your suggestions about using the TrueRealTimeData option. I recognize it as being very innovative and a significant improvment. Although I do not fully understand the details of how it is implemented, I see that it provides accurate volume. However, its Ask/Bid data is very inaccurate. Since the TrueRealTimeData relies on the tick data feed from IB to get ask/bid volumes, I believe the TrueRealTimeData could benefit by an improved implementation to the tick data feed. Sometime in 2011, Interactive Brokers updated its API to include a new tick type called "RTVolume". This was added to help provide accurate tick volume data. I used it to create the custom data feed. I respectfully ask that your development team take a look at IB's updated API and the RTVolume tick type. It may help you improve the quality of IB's data more as you have already done with the TrueRealTimeData option. -BD