Best Way to collect IB tick data?

Discussion in 'Data Sets and Feeds' started by FanOfFridays, Dec 18, 2007.

  1. Bob111

    Bob111

    with all due respect... i'm not so sure,about who we should call a dickhead..
     
    #11     Dec 20, 2007
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  2. curt504

    curt504

    This fellow posted his tool on the IB TWS forum, freelance tools. It's on IB's website under freelance too.

    http://www.tradingsoftwarelab.com/jtwsdump/

    No tick data saved but all the bar sizes you could want. Try emailing him for help.

    curt
     
    #12     Dec 20, 2007
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  3. FanOfFridays

    FanOfFridays

    Thanks guys

    I will look at Sierra and Ensign next week. jTWS Dump looks interesting too - cost is 79 Euro.

    whitster, it's good that you pointed out that IB data is not true tick. I was aware of that (and didn't they recently tweak the number of ms between aggregations?).

    Does TradeStation provide you with the bid/ask data you mentioned?
     
    #13     Dec 25, 2007
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  4. sync

    sync

    Can you please explain what you mean by "effective" tick data?

    I'm trying to figure out if I can use my IB data feed to get reliable tick charts.
     
    #14     Aug 24, 2009
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