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Extremely viable alternative. This is what I am using for over a year
now and works great. But first, a small set of pros & cons.
Cons:
* IB's data is incomplete. Not all ticks are reported.
Pros:
* I have found it to be extremely reliable, especially for GLOBEX.
* The fact it drops ticks helps it in fast markets. Because it is
snapshot bid/ask quotes, it's never behind the market, while other
"full" feeds are running 10-30 seconds or more behind.
* Since IB isn't timestamping the data, if your computer clock is right,
your data is right. No praying some bozo in a machine room is keeping
the machine clock right. They aren't.
I use www.hypertrader.com's HyperServer Lite for IB TWS - use that. It's
free. BUT, do not touch the latest version with a pole - it's well, for
lack of a better word, CRAP. The last know good version is v 2.1.4.294.
After that, they have totally messed it up. Find this version from
somewhere. If you need it, I can email it to you, as long as you can
receive a 7 meg file over email.
Abhijit
Houdini wrote:
Hi, I'm looking for some feedback from folks hooked up to IB realtime
data stream with TS2000i. If it is a viable alternative, which is the
most reliable interface out there?
Thanks,
Dan
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