Support Board

Date/Time: Fri, 27 Dec 2024 04:32:45 +0000

Post From: A Better Implementation of Interactive Broker's Data Feed

[2013-04-11 20:51:26] Link To Thread - Link To Post [Go To First Post]
Bad Dog - Posts: 17
I have tested the IB data feed using verion 962 and found the same problem as reported by Tonkadad. Only about 18% of the actual volume is retieved using this version of IB's data feed. I continue using my custom version of IB's data feed using an implementation of "RTVolume" to retrieve volume information. I have calculated that this custom datafeed is 99.98% accurate, so it is possible to create a more accurate data feed using IB's API. BD