Best Way to collect IB tick data?

[Bob111]

Quote from kiwi_trader:

Are you trying to make yourself sound like a dickhead???? or is that a small dick head?

IDEAL is for tiny forex transactions.

with all due respect... i'm not so sure,about who we should call a dickhead..

 

[curt504]

This fellow posted his tool on the IB TWS forum, freelance tools. It's on IB's website under freelance too.

http://www.tradingsoftwarelab.com/jtwsdump/

No tick data saved but all the bar sizes you could want. Try emailing him for help.

curt

 

[FanOfFridays]

Quote from cap'ncod:

Ensign works well with IB. You get free historical data from DTN. Ensign will connect automatically even with front end software already running. It is $40/month. Never had an issue.

Thanks guys

I will look at Sierra and Ensign next week. jTWS Dump looks interesting too - cost is 79 Euro.

whitster, it's good that you pointed out that IB data is not true tick. I was aware of that (and didn't they recently tweak the number of ms between aggregations?).

Does TradeStation provide you with the bid/ask data you mentioned?

 

[sync]

Quote from kiwi_trader:

Correct ... IB will send a packet every 100-250ms (not sure what the minimums are) but it still provides "effective" tick data if not tick by tick data.

Can you please explain what you mean by "effective" tick data?

I'm trying to figure out if I can use my IB data feed to get reliable tick charts.