What is IB's snapshot update interval currently?

Discussion in 'Retail Brokers' started by DerekD, Nov 26, 2007.

  1. DerekD

    DerekD

    Last time I browsed this forum using google, I saw that it was mentioned that IB's datafeed update interval with respect to futures was 100ms. Is that true? I couldn't find anything using search here or on google.

    Also, will or does Qoutetracker use IB's accurate historical feed? The one that captures all highs and lows but is a 5 second snapshot?

    TIA.
     
  2. DerekD

    DerekD

    bump.

    Not wanting this to get lost in the shuffle.
     
  3. DerekD

    DerekD

    Ok, allow me to rephrase the question:

    How many times a second does IB take a quote snapshot?
     
  4. Lucrum

    Lucrum

    Don't chisel this in stone but I'm wanting to say I read some where it was every 0.3 seconds. Sorry I don't recall where I got that from.
     
  5. DerekD

    DerekD

    Thanks TL. That seems to be the concensus overall. But I read on here somewhere that for futures it's .1 seconds.

    I'm thinking if it's .1 seconds, that might decrease the likelihood of missed true high and lows.
     
  6. rwk

    rwk

  7. DerekD

    DerekD

    Thank You! Good find.

    Exactly what I was looking for. And stated by an IB rep no less.

    So it is 10 times a sec (100 ms). Cool.