BATS exchange data

I'm assuming you mean automatically generate orders to TWS?

Unless they provide some sort of interface or API, I doubt it (it'd be a hack, anyway) but you may want to contact them to make sure (possibly they are working on it).

BATS is just another ECN (based in Kansas). You can subscribe to a particular ticker to get the BATS feed on TWS.
You can probably do the same thing with NinjaTrader + the desktop version of TWS.
Anyway, NT is free until you want to place live orders, so you lose nothing in testing it.
 
Quote from TheGoonior:

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Anyway, NT is free until you want to place live orders, so you lose nothing in testing it.
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you can still place live orders manually. License is for auto system.
 
Quote from jharmon:

Actually BATS is a now a fully-fledged exchange, not just an ECN.
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Yeah, they have their first listings, oddly enough I can't subscribe to the data with IB.
 
Quote from daystocktrader:

Hi All.
Please explain the difference between BATS and AMEX/NYSE data. The thing is that I'm using https://www.tradingview.com/e/ charts and they provide realtime data from BATS. Can i use signals generated on these charts to trade my InteractiveBrokers account?
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Yes you can use this to trade. However yhe BATS exchange is smaller and tends to have less accurate volume data and less accurate (often delayed) data on thinly traded stocks. So what this means is that if you daytrade it is probably NOT sufficient. If you swing or position trade it is probably sufficient. All of that is almost irrelevant for you as I assume (based on your question) that you are NOT listed as a professional and do not trade behind a corporate entity. This means IB will give you their "Non-professional data bundle" which includes free real yime data that comes directly from the exchanges and not from BATS.

Good luck

N54_Fan
 
Quote from N54_Fan:

Yes you can use this to trade. However yhe BATS exchange is smaller and tends to have less accurate volume data and less accurate (often delayed) data on thinly traded stocks. So what this means is that if you daytrade it is probably NOT sufficient. If you swing or position trade it is probably sufficient. All of that is almost irrelevant for you as I assume (based on your question) that you are NOT listed as a professional and do not trade behind a corporate entity. This means IB will give you their "Non-professional data bundle" which includes free real yime data that comes directly from the exchanges and not from BATS.

Good luck

N54_Fan
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You should include that you are talking about NYSE/NASDAQ/AMEX listed stocks here, not BATS listed stocks.
The volume data is never delayed when using any ECN. The most liquid stocks, you can use BATS as the only data source but for the thinner N/Q/A stocks, the spreads will obviously be bigger and the trades not executed on BATS will be excluded.
 
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