I'm looking for current information on the IB data snapshot refresh rate. Are index futures and the DOM still being refeshed every 100 milliseconds? Are stocks on a 300 millisecond refresh cycle? Are there any settings in either TWS or the API that specify the data refresh rate?
Good questions. EOD today, DOM numbers were kinda weird -Bbid/Bask only, at various times. Whatup? lj
Mike- ridiculous statement....UNLESS you are trading with a programmed system....aka "automated" system. Manual human trading can't distinquish between 3x per second vs. 10x per second.
FWIW, checked with IB tech support and they advise that when such a thing happens - reboot. If problem persists talk with the API people. lj
Any chance in the future IB will have tick data available like Tradestation or Esignal? People would probably pay for it like an extra data option.