Interactive Brokes for futures trading: data, frontend, ...

Discussion in 'Retail Brokers' started by CALLumbus, Sep 27, 2019.

  1. ZBZB

    ZBZB

    here is the post from digital nomad who has tested IB against iqfeed.

    “I don’t do visual trading, but I have IQfeed and IB data, and I trade liquid US equities. The IB last price gets to me 300-500ms faster than IQFeed. It’s pretty accurate, enough that it became the basis for my algo logic. I use IQFeed for research only. I’m 9ms away from IB central gateway, and 30ms away from IQFeed in Nebraska, but none of that matters, considering the measured difference.”
     
    #11     Sep 28, 2019
  2. rb7

    rb7

    250 ms if for the market data update through TWS. DigitalNomad was referring to tick data only available through the IB API.
    But, I'm a bit skeptical about the 500 ms difference between IQFeed and IB Data, IQFeed being slower according to his claim.
    I'm using both, but I've never analyzed the difference.
     
    #12     Sep 28, 2019
  3. #13     Sep 28, 2019
  4. Thank you all for your input. MotiveWave looks interesting, will have a closer look at it.
     
    #14     Sep 30, 2019