data get updated every time it get changed if you talking about bid\ask\last. we talking about milliseconds here.. but -there is will be some problems-for example- last was 25-if there is 10 more trades at 25-your last price will never get updated,unless-it change to let say 24.99. it does create a problems specially, if you trying to get open price for stock thru IB API-if there is a trade in premarket before at 25 and first trade after open -same 25-it not going to give you open price=25. only if price(last) change one way or another-then it will call event. so -be prepare -some ticks will be missed. but if you want to dig deeper-you can probably somehow cross all this data(like size and tick type) http://www.interactivebrokers.com/h...ity/ActiveX_Other/activexevents.htm#tickPrice This function is called when the market data changes. Prices are updated immediately with no delay. Good luck
Bob, if there is a trade, IB will send an update for the cumulative volume. You should watch that if you want to know when a trade occurs, not just LAST.
right,Jerry,right. that what i'm trying to say in this sentence---- but if you want to dig deeper-you can probably somehow cross all this data(like size and tick type)---- Thank you!