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IB's quotes are 1 second snapshots. The reply you got is simply not true. It
is easy to verify this by eyeballing how often the data changes - it is as
predictible as the clock. Because it is snapshots, it does miss some highs
and lows.
An alternative to pumping IB's data into the server is to pump its data in
via an external program, a DLL and an indicator. Then you can have the best
of both worlds. When your TS data changes, update the price in your
indicator with IB's posted price (Indicator -> DLL -> External Program that
is connected to the TWS via DDE or ActiveX). If IB misses a high or low, no
worries. Just compare the highs and lows against the highs and lows your
data provider gives. It would take quite a bit of work to implement it this
way but it is conceptually viable to accomplish what you desire.
Before anyone asks, no I don't have anything to share that will do this.
Patrick White
----- Original Message -----
From: "Robert Linders" <Robert@xxxxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Thursday, May 16, 2002 11:58 AM
Subject: Re: IB/TS Interface
Dear List,
I asked about this at IB and this is the reply I got is (doesn't look like
"snapshots" !?):
The data comes directly from the exchanges; what they put out we put out.
That is why IB charges data subscription fees.
Thanks
Robert
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