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IB data isnt the actual exchange data. For example, on nasdaq, the raw data is the ITCH tick-by-tick data. iirc iqfeed gives you a normalized data format.
by veyron 15y ago
IB data isnt the actual exchange data. For example, on nasdaq, the raw data is the ITCH tick-by-tick data.
iirc iqfeed gives you a normalized data format.
- raarky 15y agoYeah, the quality isn't the same as a proper feed but i guess the cost doesnt compare either. CQG seem to do pretty good feeds but i've never tried them