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why?

I am also weighing the option of doing their CTCI/FIX, any thoughts?

Worse than that, I need real time market depth data for 500+ stocks in real time... Any thoughts?

I think this is really good idea to code in FIX. What are the FIX restrictions with IB? If we use FIX, we should have an abstraction and isolation from changing the data vendors, right?

Although my question is Java, I will be more than happy to hear about the C++ side too, because any way my prior experience was with C++... I couldn't find good C++ platform that works with tick data, as well as hundreds of market depth order book data, and hence I am turning to Java programs...

Hi all, If I want to track 500+ stocks simultaneously and in real time, with 1 second tick data as well as market depth data for each stock, Is it feasible at all using TWS API programming? Has anybody tried some sort of "high frequency" programming on InteractiveBroker's account...

Any more updates on those Java trading platforms? Here is my message to the Java Trader google group: ------------------------- Hi all, If I want to track 500+ stocks simultaneously and in real time, with 1 second tick data as well as market depth data for each stock, Is it...

What do you mean by FIX is overkill? My design needs to monitor 500+ stock data simultaneously... FIX is an overkill?

Any TCP/IP Internet connection is best-effort. Of course you will probably make it UDP packages which is like the quality of streaming video, but you see even Internet Video has delay and jittering, right...?

I don't know if CTCI/FIX of IB can do 1sec, or not. However, if you are accessing data over the Internet, bear in mind that unless you have a dedicated line(as those funds), your Internet connection have 300-500 ms or even higher delay/jittering anyway.

And everything is in Germany

Thanks a lot! It doesn't seem to have the source code, or am I missing something?

What technical and/or physical limitations do we have if we want to go really high frequency, i.e. (1) download real-time tick data at 1 second frequency, (2) monitor 500+ stocks simultaneously, (3) execute trades at real time (though not that high frequency) Does FIX/CTCI still...

So what's good about "real real time tick data" vs. "snapshot tick data"?

How to translate the 50 for API and 150 for FIX into stocks and tick/market depth data? Thanks!

Hi all, If I want to track 500+ stocks simultaneously and in real time, with 1 second tick data... Is it feasible at all using TWS API programming? Has anybody tried some sort of "high frequency" programming on InteractiveBroker's account? Do I need to use IB's CTCI interface? How...

Hi all, I have been searching this for a while... What is the best open source C++ real time trading system (working with IB) out there, covering from data collection to order execution? Hopefully on Windows XP and Visual C++? I am hoping to download tick data of market depth of...

what's the difference between real tick data and snapshot?

For my backtesting, I find it is the most difficult to obtain reliable and clean historical data with detailed information such as bid and ask spreads. What is the best software for strategy backtesting? And I am looking for those software that allow for testing "creative" trade ideas... for...

Thanks a lot! That solves the problem of finding current index dividend yield on SP500... But where are the historical dividend yields?