To see the problem with IB data feed, just create a double column T&S display and try to synch link the size and price change events together...it will become apparent in a New York minute what is going on.
Another clue that the feed was only intended originally to populate a grid style display are the enum to integer conversions of BidSize,Bid,Ask,AskSize,Last,LastSize...they can be assigned very easily to column indexes with nothing more than an offset param and they will line up like that across the spread sheet.
IQFeed is a great and a not to expensive feed. If you know how to program multithreaded asynchronous call backs via the TCP IP socket connection...its very fast.
I use it programming with C# NET using static extern localized DLL references within the code. No OCX nonsense and the overhead that comes it. Active X is for the birds.
I keep all of the sockets to the various ports on their own listening threads, then marshall that to seperate process and consumption threads before finally Invoking the GUI to consume the preprocessed data.
The biggest draw back to the IQFeed is that they do not have access to the central banks; NO FOREX.
If you program in C# .NET and try the IQFeed, I have a very clean wrapper around the IQAPI.dll that 'user' objects can subscribe and unsubscribe to streaming and historical data implementing a rather simple and straight forward interface...Let me know.
Another clue that the feed was only intended originally to populate a grid style display are the enum to integer conversions of BidSize,Bid,Ask,AskSize,Last,LastSize...they can be assigned very easily to column indexes with nothing more than an offset param and they will line up like that across the spread sheet.
IQFeed is a great and a not to expensive feed. If you know how to program multithreaded asynchronous call backs via the TCP IP socket connection...its very fast.
I use it programming with C# NET using static extern localized DLL references within the code. No OCX nonsense and the overhead that comes it. Active X is for the birds.
I keep all of the sockets to the various ports on their own listening threads, then marshall that to seperate process and consumption threads before finally Invoking the GUI to consume the preprocessed data.
The biggest draw back to the IQFeed is that they do not have access to the central banks; NO FOREX.
If you program in C# .NET and try the IQFeed, I have a very clean wrapper around the IQAPI.dll that 'user' objects can subscribe and unsubscribe to streaming and historical data implementing a rather simple and straight forward interface...Let me know.
