|
PureBytes Links
Trading Reference Links
|
This is what IB told me this morning:
"What you are seeing on the TWS screen is real time, the market depth screen
is a snapshot that refreshes every 5 seconds."
----- Original Message -----
From: "Alex Matulich" <alex@xxxxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Monday, August 11, 2003 11:16 AM
Subject: Re: IB-MSRT-GS
> BobR:
> >Its just important to know what is being looked at. Others have
> >commented that in comparing TIME bars with other datafeeds they look the
> >same as from IB. When comparing TICK bars there is a world of
difference.
>
> I could be wrong, but I thought IB doesn't have tick data in their
> feed, just quotes that come in at the TWS "heartbeat" interval
> (every 0.3 seconds or some such).
>
> -A
>
|