spend some time on IB website. it's all there it's same link https://www.interactivebrokers.com/en/index.php?f=marketData&p=qbooster
if you want to store data every 5 min-i would also try yahoo real time data.(assuming it's still there). i used it in the past with very good results. back in a day it cost about $15 a month. data was accurate and looks like all exchanges are there. basically you shoot a URL with number of tickers (200 max per request) and what data you want to see. it will return back string , filled with data. one line per ticker. for 400 tickers imo would take couple seconds to get the SNAPSHOT data for all of them
I ICE charges are 85$ a month on IB now. It makes trading TF (russel) that much more expensive than ES. Is there any way to get the data cheaper from anywhere. ? Esignal is even more costly.
Futures is the big boys game. Make your capital elsewhere then come back when you have enough to play.
Good question. Why drop a grand a year on data fees if you don't have to? Hope you get some thoughtful replies from some of ET's more mature members.
You have to drop money on data fees if you want to play the game. IB charges are simply pass-through. ICE have a contractual relationship with every distributor of their real-time data (i.e. IB) and the fee is $85/user/month for access to real-time data on ICE Futures US. If you want to complain, talk to ICE and the licensor of the index, Russell (which is now owned by FTSE).
exactly. i'm not buying this "big boys game" argument. back in a day i was a used car dealer. majority of auctions are located within 2 hours drive from my house. there is a bunch of them around and typical rules are that only licensed dealer can visit the auction plus he can bring only one person with him. all but one have similar rules. one that doesn't have such rules and open for everyone to visit(not participating in trading) eventually did beat and eat all the competition. if you want more participants to come-simplify rules and requirements,minimize the fees and commissions and they will come. unfortunately-this is not the current trend in US markets. exact opposite is true and as a result we have all this current nonsense and lack of participants across all markets. even on this board.
That little IB $10 data fee, if one does not have $30 in commissions in a month, has a $1000 pain trigger to your account at IB just waiting for you all, now that its active. If you have a master account and subaccounts then that min $30 in commissions can be much larger -- 9 accounts $90 min in commissions, trigger 1 is ready. IB may then send out a notice telling you that your real time data will be canceled in a few day -- the cancellation notice will not tell you why or what you are to do -- trigger 2 is now set. If you follow the usual Ticket help procedure that will take a few days or several days before you find out too late that $30 in commissions was not enough and you now have little time left to pay the $10 fee/now a data ransom to your accounts -- tringer 3 is ticking. Now here is where the first bomb to your account goes off, you pay the $10 with a next day Bill_Pay and notice IB of the money transfer -- but the Bill_Pay does not get processed for days so you chat/call IB to stop the no data bomb, IB may have some transfer money advice to your master account from other IB accounts that you have; the IB computer will not allow the transfers so the no data bomb goes off and you have only ?? marks at every real time data position on your computer screen. You may have many options ready to expire. Then you find out from your bank's trace that IB has placed a no electronic transfer of money block on your IB account so the Bill_Pay would have never worked. Now it get really bad, IB tells you if you can just get the money to them the real time data will re-appear. But the data does not just reappear, various types of data have to be requested and new data fees in addition to that $10 have to be paid. Rolling options over is dead and IB staff may not have real time knowledge of what is off and how to get it back. Well time is money and if you get off with a $1000 loss you are lucky, but this little $10 fee surprise is waiting many more IB accounts, it's a warning friends.