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Joi, 24-Mai-2018, 04:16
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Ernie, much thanks. I did caontct interactive brokers about what I wanted to do and they replied with:"... essentially the max ticker limitations is set by the messages you sent not the events fired back. when you send the 100 market data requests to IB. This is what will need to be paced which technically means if you wanted 100 market data request streaming then the fastest rate you can send this request to IB is request 50 contracts, wait one second and request 50 additional contracts. The events fired back and the tickTypes you received is not limited or filtered in anyway"So, it seems that I should be able to keep streaming in the hundred stock names and at least have the info available ever second as needed. I'll play around with seeing if it can actually be captured on a second-by-second basis efficiently.Thanks again, regardless.

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