Which one to take as 'tick' price from the IB snap-shot?

Discussion in 'Interactive Brokers' started by Warren, Aug 24, 2022.

  1. M.W.

    M.W.

  2. You would be helped by studying the API's help pages which are here:
    https://interactivebrokers.github.io/tws-api/index.html
    You will see that there are multiple ways to get market prices. There is reqHistoricalData() to get price bars, reqMktData() which gives a sort-of aggregated value, and reqTickByTickData() for tick data. The online help pages can clarify what would be suitable for your use-case.
     
    #12     Aug 25, 2022
    Warren likes this.
  3. wildchild

    wildchild

    Thanks
     
    #13     Aug 25, 2022