I trade by ip api, does anyone knows the delay time of bid/ask data from tickPrice and updateMktDepth. It seems tickPrice is snapShot data made by ib every 0.5 or 0.25 second. How about the data from updateMktDepth? Can it be looked as real time data, or it's also snapshot made by ib every 0.5 or 0.25 second? When the market is very volatile, can I send buy order with price as high as the ASK data from updateMktDepth and make sure the order can be filled? Or anything else I can do to make sure the order can be filled when the market becomes very volatile?