market data

Discussion in 'Data Sets and Feeds' started by wuwei, Aug 7, 2007.

  1. wuwei


    another very newbie question, what market data i should subscrib to day trade nasdaq ? want to open an IB accout , need time&sales , but how can i know what i buy has time&sales ? not easy to find those imformation from IB's website:(
  2. inPeace


    IB's bar contains timeandsales(snapshot). but their 5-second bar is said to be based on true tick data. you can see timeandsales on their chart and download intraday timeandsales for about 3 to 12months(i forgot the period, aslo want to ask someone) through API. to confirm, you can call IB cs.