What's up with the values? I've been comparing IB to Q-Charts, and they are not even close. Are the IB underlying symbols (tick-nyse and trin-nyse) supposed to be apples to apples with other vendors or are they something different?
I wasnt aware IB supplied Tick and Trin? If they do, can someone please tell me what the symbols are?
Details will probably be provided in the next communique but tick and trin are being calculated and will become available for all worldwide exchanges in which we offer execution services and to those subscribed to the appropriate exchange data feed (we calculate them internally). To see a list of the exchanges, go to contract info on the web site and search for tick or trin examples/format tick-nyse <index> trin-nyse tick-nasd tick-tsej tick-ibis etc. Note, this is still in the roll out/beta phase so i'm not sure if the data will be available to all users. if you don't have it, expect it shortly.
Hi def, Could you, please, post a list of the respective Market Data Subscribtions required to get these on TWS for the non-US exchanges. Nobody at IB seems to know the answer to this. Some other posters have asked similar questions recently without visible reply.
Thank you def. Unfortunately, this does not solve the problem. For IBIS I know that the symbols to use are TICK-IBIS and TRIN-IBIS. Out of the: http://www.interactivebrokers.com/en/accounts/fees/marketData.php?ib_entity=uk#europe I have tried everything with Eurex/Ibis/Europe as subscription: Xetra Stocks (European Stars Segment) Level I Xetra Stocks (European Stars Segment) Level II Eurex - DJ STOXX© Indices and I run permanently Eurex Level II. TWS never shows any data for TICK-IBIS but keeps suggesting subscribing to IBIS. This is a true riddle. Thank you kindly for any further advice.
looked into it further. ibis is xetra. you need to subscribe to the german exchange bundle. i tested it on my TWS and it works.