Hi HobbyTrading,
I agree about the necessary subscriptions but it still doesn't work for me. What are you subscribed to that enables you to get the top-of-book bid/ask using the SMART exchange option? Also ARCA didn't work for me unfortunately...
Thanks
Yes, it should be surrounded by quotes. I only forgot to put them here as part of the example.
I've progressed with this a bit and found out that the problem might be the data subscriptions after all. Because i'm requesting market depth. But if I'm only after bid/ask of top of the book...
Hi,
Has anyone else encountered issues with requesting/receiving market data from IB after they've done the restructuring in their market data subscription system?
I used to be able to receive contract for certain stocks (while being subscribed to Level I BATS data) this way:
private...
I believe you're referring to top market data whereas I'm asking about about market depth. I think I found the solution in the meantime from the IB TWS guidebook:
Limitations
Given the potentially high amount of data being sent, market depth request's are much more limited. Just as with...
Hi,
Does anyone have experience with the reqDeepMktData function in the Java API? (I believe many of you do)
I use it in order to "listen" to bid/asks prices of certain stock symbols. From my experience, my IB account lets me listen simultaneously only to 3 symbols at a time. Is that the same...
Thanks! Yes, exactly. i'm not getting any SMART quotes through the API. I've also tried unsuccessfully ARCA and ISLAND just to see if anything works other than BATS. That's why i'm guessing it might have something to do with the market data subscriptions. I've also queried IB about this. It's...
Hi sprstpd,
Thanks for your answer. I do need to read all the details on IB. Usually when I trade I add liquidity rather than remove. Does this mean that with high daily volume trading, the Tiered method will always be preferable?
Another important question if anybody knows, I'm trying to use...
Hello all,
I'm a relatively new trader. I use sorts of algo-trading methods through my IB account so I trade a fair amount of shares on a daily basis (around 10,000) and until now I used the fixed commission method. Recently I noticed the option of the Tiered commission method and i'm...