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Dear List,
I asked about this at IB and this is the reply I got is (doesn't look like
"snapshots" !?):
The data comes directly from the exchanges; what they put out we put out.
That is why IB charges data subscription fees.
Thanks
Robert
----- Original Message -----
From: "Greg Darke" <gdarke@xxxxxxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Thursday, May 16, 2002 10:21 AM
Subject: Re: IB/TS Interface
> John> Does anyone know if it might be, or is, possible to receive quotes
directly
> John> from Interactive Brokers' data feed into TS2000i and to utilize the
charting
> John> capabilities of TS2000i with these quotes?
>
> In theory you could, but you probably wouldn't want to. IB TWS quotes
> are not streaming, rather they are about .75 second snapshot updates.
> A further problem would be that total volume is not part of the data
> feed. I certainly wouldn't want to try to trade with questionable
> highs/lows and no volume.
>
>
>
>
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