Time and Sales TS vs IB

Discussion in 'Trading Software' started by pismo10, Oct 7, 2008.

  1. pismo10


    I was just comparing T&S for the ESZ08 on IB via Ninja and TS.

    Totally different.

    Comments as to why?
  2. ib does not show each print. it only shows a snapshot of each 0.2 of a second or whatever it is.

    that means if 10x1000 lot trades are done in 0.2s IB prints 10,000 @ a certain price (i forget how the price is printed, i think it might be the last price)

    this means its not 100% accurate, but the upside is it doesnt lag in fast market conditions
  3. moarla


    ufff, again this question: IB samples data, does not trasmit all ticks, ZEN and others do. that makes the diff
  4. I knew that IB didn't have real tick data, but I'd never heard about TS.

    So TS has real tick data?
  5. pismo10


    Sooooorrry to inconvenience you SO MUCH......Why did you bother answering or even reading?
  6. Surdo


    TS aggregates their data as well, and it always lags behind Ninja/Zen-Fire & CQG.