Hi all, Anybody had experience with TradeStation 's high frequency tick level market depth data capacity and performance? We need real-time market depth order book for 500+ stocks... at 1 second level... Will TradeStation and its API still be able to handle this? How about historical market depth order book (L2) data at 1 second level? How do I get these things from TradeStation... My buddy wants to switch to TradeStation and I think that's a huge amount of re-programming so I have to make sure it's all right... Thanks!
Absolutely NOT! Firstly TS ticks are snapshots and second it is amongst the most unreliable just check the threads and posts on them. They were off all day the other day!