IB's API version 9.2 (beta) has a powerful new feature that effectively provides tick-by-tick data as long as you can withstand a 5 second delay. If your average time-in-trade is less than twice that, forget it. Otherwise, check it out.
Hello All - Among the many problems I've noticed / experienced with IB is that their price & volume often varies from all other sources, eg eSignal, other brokers, & major fin'l sites like Yahoo, Markrtwatch, etc. IB never can't explain (of course I've never gotten straight answers to any of my questions, especially those that question trades, SMA calc's or their TWS implementation). Therefore, I wouldn't trust their tick-by-tick anyway. Any comments? hlu45