I am currently use Interactive Brokers API scanner to get a list of percentage gainers. However, this scanner data only refresh around 20 seconds. I am looking for this information in real time, that is, if a stock suddenly move, I can get it immediately. Which software can provide this function?
Hmmm, for example Excel/VBA + XLQ Plugin for loading data + IQ Feed... There are lot of options. Correct answer is based on how many stocks do you want to be monitoring and what exactly does "realtime" mean. Is update for example 10 times per second OK? If so, above mentioned option is OK.