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What is the difference between both the apis ?

Can you please elaborate on the difference you saw in Level 2 data. How were you fetching the level 2 data through TDA and IB ? I know IB has an api and chanrges for subscription and has some limitations on the number of subscription you have for L2 , are there similar in TDA . Can you give some...

very helpful , thanks a ton. Had a few more questions for you since you seem very well experienced and have already gone through the path of what i am trying to do. Sent you few additional question on PM. Thanks again.

oops sorry i pasted the wrong lines : Here is the correct stream of message i received : GOOG : tickSize : tickType ASK_SIZE size 2 GOOG : tickSize : tickType BID_SIZE size 1 GOOG : tickSize : tickType ASK_SIZE size 2 GOOG : tickSize : tickType BID_SIZE size 2 GOOG : tickSize : tickType BID_SIZE...

So If i am looking at equities , does that mean every 250 ms , i will receive a message for every parameter that has changed. if that is the case why do i receive duplicated message : GOOG : tickSize : tickType ASK_SIZE size 2 GOOG : tickSize : tickType BID_SIZE size 2

I have already read the api and using that . What i want to understand is the stream of message relating to the sequence of events happening in market and the duplicated messages

Hi I am new to trading. Currently i have small java code that is subscribing to different ticker symbols streaming top level 1 market data. I am having trouble understanding/interpreting the sequence of messages received. Any help on understanding the data and making sense out of it will be...