Registered: Nov 2010
08-10-12 11:20 PM
IB only provides snapshot data, officially pegged at 100 ms, which in real life can be a bit more (100 ms means that the snapshot is taken 10 times per second). You simply can't use IB data with any tick based charts. Because of its snapshot nature, IB feed never lags in fast markets.
The best stand alone tick data feed is DTN IQfeed. It didn't lag during the Flash Crash. eSignal, on the other hand, had some lag issues in the past. Some feeds integrated with order entry platforms, like CTS T4 or TT, also offer tick data and don't lag.