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Direct MessagesDate/Time: Sat, 18 May 2024 20:37:31 +0000
Post From: A Better Implementation of Interactive Broker's Data Feed
| [2013-04-11 20:51:26] |
| Bad Dog - Posts: 17 |
|
I have tested the IB data feed using verion 962 and found the same problem as reported by Tonkadad. Only about 18% of the actual volume is retieved using this version of IB's data feed. I continue using my custom version of IB's data feed using an implementation of "RTVolume" to retrieve volume information. I have calculated that this custom datafeed is 99.98% accurate, so it is possible to create a more accurate data feed using IB's API. BD |