IB API - Getting Quote Time

A

amunateg

I've been looking through the helpfiles and see no mention of extracting quote time along with the last price and last size. is that possible? I see that there is a TickPrice event and a TickSize event -- but not TickTime? thanks.
 
Originally posted by amunateg
I've been looking through the helpfiles and see no mention of extracting quote time along with the last price and last size. is that possible? I see that there is a TickPrice event and a TickSize event -- but not TickTime? thanks.
More...

You can call the updateAccountTime() function when you start your program and then calculate the delta between what that function returns and your system clock. From then on you can query your system clock when a quote comes in and add the delta to it to determine the timestamp of the quote.

Good luck,
Carl
 
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