Currently I am using Access to collect data from TWS. 6 records/second not bad.
I need to get a hold of historical data on some products
Here is what I need
consistent time interval(Seconds)
Bid and Ask (perhaps bid and ask size)
Time BID ASK
9:00:01 100 101
the fill is not important to me
thanks
I need to get a hold of historical data on some products
Here is what I need
consistent time interval(Seconds)
Bid and Ask (perhaps bid and ask size)
Time BID ASK
9:00:01 100 101
the fill is not important to me
thanks