You just did 100 per second or more. I never even wanted to try that because the data feed itself would not be reliable. The most i tried is 5 per second. Also, the IB docs don't say there is a time limit, but there you found it - it's 100 per second apparently. Good job. Now try it at a lower rate and see how it works.
Trying to get a snapshot of realtime pricing of 600+ equities
- Thread starter HotTip
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You just did 100 per second or more. I never even wanted to try that because the data feed itself would not be reliable. The most i tried is 5 per second. Also, the IB docs don't say there is a time limit, but there you found it - it's 100 per second apparently. Good job. Now try it at a lower rate and see how it works.
what's the point? to get 100 tickers in 1 second? did you read my previous post? i can get 1000 in same time(and i've done that) using yahoo real time
like i said before-you will be stuck either on limit per second per request or messages per second,when you getting your data. end of story
I read your post but the OP wanted to know if it can be done with IB, and it's probably a good solution for him. I wouldn't trust yahoo real time for reliability anyway, plus you get the bid and ask with IB (don't know about yahoo, assume not), plus if you need 1000 quotes in a second it's probably time to pay up and get a proper data feed that is designed for it.
Even though I've done some VB programming on Excel, I'm still very much a non-programmer. Unfortunately OHLC + Vol is a necessity, so I think Bob is right and I should just stick with Yahoo. I was just hoping there was something out there that would save me a few steps since I'm rushing to gather data and submit orders right before the close.
Thanks to all responders.
Thanks to all responders.
http://www.gummy-stuff.org/Yahoo-data.htm
you download whatever(see fields on link above),but you can't rely on their bid\ask data.cause each exchange\ecn require separate PAID subscription(arca for example)
yahoo's bid ask comes from free sources(bats)
you can use straight url request(like on link above),excel's web querry, YQL(yahoo sql service).this list is endless and they all really easy to use
i think using YQL you can get more than 200 tickers at once. i don't remember,but i'm pretty sure that when i tried-i got >400 in one shoot
Oh... ok that's interesting. I might pull the data for a few months then just to see if it's any good. It's incredibly complicated to get daily OHLC data very quickly with a lot of the data providers, even the expensive ones, so this might be useful if nothing else as an alternative data check / data source. Thanks.
Edit: note that the historical data i tested a while ago showed quite a few differences when compared to some paid sources (IB included). It's often very hard to say which one is correct, or properly cleaned though.
Edit: note that the historical data i tested a while ago showed quite a few differences when compared to some paid sources (IB included). It's often very hard to say which one is correct, or properly cleaned though.