Tick by tick data on TWS

E

e-miNY

Any software that can convert IB's data into tick by tick for third party software use? I think Linn's direct market access can convert to tick by tick instead of updates in 0.2 seconds from IB, please correct me if i am wrong.

Right now, the T&S is dead wrong on from IB. Instead of ten one lot if updated tick by tick, it shows a one ten lots.

Any software out there that can show tick by tick on IB? Thanks in advance for the help!
 
Quote from e-miNY:

Any software that can convert IB's data into tick by tick for third party software use? I think Linn's direct market access can convert to tick by tick instead of updates in 0.2 seconds from IB, please correct me if i am wrong.

Right now, the T&S is dead wrong on from IB. Instead of ten one lot if updated tick by tick, it shows a one ten lots.

Any software out there that can show tick by tick on IB? Thanks in advance for the help!
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I use tick charts with IB data and Ensign all the time. Is that what you mean? The chart shows every trade. I'd post a screen shot if I knew how.

http://www.ensignsoftware.com
 
Quote from Arnie:

I use tick charts with IB data and Ensign all the time. Is that what you mean? The chart shows every trade. I'd post a screen shot if I knew how.

http://www.ensignsoftware.com
More...

I dont think the tick chart u see is accurate. Within 0.2 seconds, there might be 5 trades (like running through stops or something), but it only show one trade because IB's data is not tick by tick.
 
Quote from e-miNY:

I dont think the tick chart u see is accurate. Within 0.2 seconds, there might be 5 trades (like running through stops or something), but it only show one trade because IB's data is not tick by tick.
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Exactly, there's no way to convert consolidated data into a finer granularity. The information is lost. Think of it as one-way compression.
 
Quote from e-miNY:

Any software that can convert IB's data into tick by tick for third party software use? I think Linn's direct market access can convert to tick by tick instead of updates in 0.2 seconds from IB, please correct me if i am wrong.

Right now, the T&S is dead wrong on from IB. Instead of ten one lot if updated tick by tick, it shows a one ten lots.

Any software out there that can show tick by tick on IB? Thanks in advance for the help!
More...

Only if you don't mind treating 0.2-0.3 second of bar as tick chart.
 
Mind you dont, some exchanges (Globex for example) aggregate ?

Cheers,
Nick

P.S. I was filled by IB 5 ticks higher than the highest print I got from TWS today on DAX (Eurex who I think does not aggregate). That was wierd.
 
Quote from BlowFish:

Mind you dont, some exchanges (Globex for example) aggregate ?

Cheers,
Nick

P.S. I was filled by IB 5 ticks higher than the highest print I got from TWS today on DAX (Eurex who I think does not aggregate). That was wierd.
More...

Probably it is due to data corruption or bad ticks. It sometimes happen.

I once saw funny numbers on my quotes like:
Bid size---bid price
923572---827497
 
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