Interactive Brokers Java API - ListenOnSymbol

Discussion in 'Trading Software' started by Dean1406, Apr 5, 2017.

  1. Dean1406

    Dean1406

    Hi,

    Does anyone have experience with the reqDeepMktData function in the Java API? (I believe many of you do)

    I use it in order to "listen" to bid/asks prices of certain stock symbols. From my experience, my IB account lets me listen simultaneously only to 3 symbols at a time. Is that the same for everybody? Is there a way to be able to listen to more than 3 symbols simultaneously?

    Thanks!

    Dean
     
    Last edited: Apr 5, 2017
  2. 2rosy

    2rosy

    what version has reqDeepMktData ? when I use the api I can listen to 100 symbols
     
  3. Dean1406

    Dean1406

    I believe you're referring to top market data whereas I'm asking about about market depth. I think I found the solution in the meantime from the IB TWS guidebook:

    Limitations
    Given the potentially high amount of data being sent, market depth request's are much more limited. Just as with historical data requests, the amount of active depth requests is related to the amount of market data lines, with a minimum of three and maximum of 60.

    Number of lines : Max. Requests
    0 - 399 : 3
    400 - 499 : 4
    500 - 599 : 5
    600 - 699 : 6
    etc...



    So I think i'm limited to 3 simultaneous deep market requests, unless I buy a few Quote Boosters to take above 400 lines of quotes which will enable me to go from 3 to 4 deep market requests.

    Can anybody else confirm this is true..?

    Thanks
     
  4. Confirmed, that's my understanding as well. Even with giant AUM they don't allow more than 8-10 full books at a time.