Streaming T&S in IB

Discussion in 'Retail Brokers' started by pandabear, Sep 1, 2008.

  1. Has anyone been ever able to get streaming Time and Sale working in IB?
    Everytime I open the time and sale dialog, I get a snapshot in a specific timeframe and it never continues to update.

    I am sure I am missing something here. Anyone got this working yet? If so, what did you do.

  2. JackR


    IB does not provide streaming time and sales.

    The last message I saw on the subject (from a IB rep) said they had no current plans to do so. IB's data is transmitted every 100 milliseconds ( or in a few cases every 300 milliseconds) and always transmits the most current price at the time of transmission. Do a search here on ET for many discussions of the pros and cons of this approach.

  3. >pandabear

    If you can't use T&S in TWS, you could install QuoteTracker
    and use its T&S with IB's data.
  4. I agree, this approach would provide a T&S display, of sorts. Keeping in mind a T&S display does not enhance or alter the feed itself. The IB feed is, and therefore this T&S display will be, a snapshot, not trade by trade.