NexusFi - Search Results

Showing results 1 to 6 of 6
Search: Posts Made By: choke35

Forum: Brokers

October 18th, 2017, 11:19 AM

Replies: 13

interactive broker hisorical tick data

Views: 8,993

Posted By choke35

Yup, specs for historical TWS ticks are here: ...

Yup, specs for historical TWS ticks are here:
TWS API v9.72+: Historical Time and Sales Data (http://interactivebrokers.github.io/tws-api/historical_time_and_sales.html#gsc.tab=0)

But since the...

Forum: Brokers

January 28th, 2016, 09:32 AM

Replies: 13

interactive broker hisorical tick data

Views: 8,993

Posted By choke35

That depends on your platform. NT e.g. offers...

That depends on your platform. NT e.g. offers replay data download (also tick) in NT format.

Forum: Brokers

January 28th, 2016, 07:22 AM

Replies: 13

interactive broker hisorical tick data

Views: 8,993

Posted By choke35

There is no way to get tick-by-tick data from IB...

There is no way to get tick-by-tick data from IB since IB doesn't provide any - simple as that.
What you get is snapshot data if you choose "tick".

P.S.: In that sense the author of your above...

Forum: Brokers

January 15th, 2016, 12:32 PM

Replies: 13

interactive broker hisorical tick data

Views: 8,993

Posted By choke35

As long as you ignore the fact that market orders...

As long as you ignore the fact that market orders are usually part of larger fills than the IB share and you don't need
correct volume data, you are right.

Forum: Brokers

January 15th, 2016, 11:12 AM

Replies: 13

interactive broker hisorical tick data

Views: 8,993

Posted By choke35

For a market order at IB you get the price of a...

For a market order at IB you get the price of a market order at the CME at that moment.
After the fill, CQG surely shows this trade because it's tick-by-tick.
IB also shows the same trade with the...

Forum: Brokers

January 15th, 2016, 10:45 AM

Replies: 13

interactive broker hisorical tick data

Views: 8,993

Posted By choke35

CQG is a data vendor, IB a broker. If you place...

CQG is a data vendor, IB a broker.
If you place your order with IB, it is placed at the CME.
The CME prices are binding for both - only that IB data don't show all the ticks.

Showing results 1 to 6 of 6

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

Limited trading instruments
High platform usage fees
Lack of support or mentorship
Unrealistic rules and requirements
No significant challenges
Something else (discuss in thread)

View Results Discuss Poll