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any update on what IB could do ?

what would you want to do it in C++ ? C++ is so hasbeen, time to go for a real new language, this 2015, not 1995

what a strange pointless thread,

This is a good blog, this guy understands the limits of IB APIs, and the pointless classes that come with it, 2rosy himself is another of those developers that promotes pointless APIs LOL

sounds like you need to contact the SEC or FINRA first,

the request is queued as a subscription on their server, the reply is asynchronous it might be possible to send ReqMktData for multiple contracts under the same clientID connection, but if that's not the case, then it's poor design and you will need to try a different data provider

also check for the same clientID connection, if you can't you send multiple ReqMktData for different contracts, not as a list, but queued requests. I find it hard to believe that you would need to open a different clientID connection for each ReqMktData, that would be really poor design from IB...

I fail to see how quants at hedge funds and Investment Banks could manage all those data by themselves with low level tech when in reality they would focus more on strategies, since that's why they are being paid for. Also, I don't see the IT departments at those huge Investment Banks letting...

RDBMS are perfectly capable of handling time series, not sure why volpunter, in his infinite "wisdom", think only "KDB and other columnar specialized data bases" can handle those. The storage engine of such databases doesn't exclude them from handling SQL requests and create relations between...

exactly, anyone serious with trading doesn't bother with silly technical details like SSD or seek time or binary files, that's the trademark of basement amateurs who have nothing to build except hoarding data into Gb and Tb to make themselves more important than they are, since there is nothing...

you are hopeless, first you are taking technical advice from volpunter, someone who has been exposed several times for having no clue on programming design, coding and programming pattern, so you are already fucked right there. Take a strong RDBMS and structure properly your tables with a...

in the IB API, you can send a list of objects in one ReqMktData if I am not mistaken, no need to open a "client connection" for each symbol you are trying to feed data from as for recommending quote service, I wouldn't know for sure, I am probably not the right person to ask that, above all if...

those services might not provide a full list of options chain available, just a static view with a delayed PIT while IB might do a real-time scan from hundreds of sources Market Data is a funny business, not everyone is providing the same level of service and the same data. Part of the illusion...

in IB, you can make the quote request (ReqMktData) reply as a loop, which means it will feed every few seconds data to whatever objects you have assigned for the ReqMktData. I am quoting from memory here, so check the IB API Programming Guide for more details. However, it would be better to use...

that's it ? come on, you can do better than that :rofl:

don't mind volpunter, he is our resident angry nutjob, thinks he knows everyone and eveything in the world, even when proved wrong. A total internet nutcase, and I am glad we have him here for our entertainment pleasure :)

Quite easy, I built already something similar for a Portfolio of securities with a particular investment theme. See my IB API thread to learn how to program with the IB API, quite easy

it's slow because I assume the IB system has to "poll" for the availability of all those options with different strikes and maturity, and since the options market is quite fractured, I am surprised it can do all this in 50 sec, because that's amazingly fast for all the heavy work there is behind it.

is storing terabytes of useless tick data from the past really relevant for a winning strategy ? isn't the equivalent of reading dry tea leaves to predict the weather or better, the faith of humanity ? it seems a lot of good IT resources are being wasted on useless data for useless and clueless...

he is going to get sued, above all if the last trades he did proved to be completely senseless and amateurish