IB API - Getting Quote Time

Discussion in 'Retail Brokers' started by amunateg, Apr 11, 2002.

  1. amunateg

    amunateg

    I've been looking through the helpfiles and see no mention of extracting quote time along with the last price and last size. is that possible? I see that there is a TickPrice event and a TickSize event -- but not TickTime? thanks.
     
  2. You can call the updateAccountTime() function when you start your program and then calculate the delta between what that function returns and your system clock. From then on you can query your system clock when a quote comes in and add the delta to it to determine the timestamp of the quote.

    Good luck,
    Carl
     
  3. amunateg

    amunateg

    Good idea. Minus minor connection hick-ups, should be fairly precise. thanks!