Best way to keep track of bid/ask quotes in IB API

Discussion in 'Automated Trading' started by VolMakersTrading, Dec 22, 2014.

  1. Hello, I'm looking for the best method to get BID/ASK updates (prices and sizes) from IB API (java) to my strategy so I can calculate and track the MID price of the stock continuously. Any tips? is level 2 the only wayto do it or can I do it through market data request (tick)?