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You connect to IB's TWS API... If you execute your trade there only, wouldn't it be an option to fetch the price in real-time from the IB API and not having to
by TacticalCoder 3y ago
You connect to IB's TWS API... If you execute your trade there only, wouldn't it be an option to fetch the price in real-time from the IB API and not having to use polygon.io at all?
I have no idea: does IB send the price feed in real time? (they certainly send the data in real-time to TWS as it constantly updates right? But is the order book available through their API?)
Basically and even though I know this was published on polygon.io's blog, would that work by only using IB / TWS's API?
- _zkyx 3y agoYeah, I initially tried that actually. They have very low resolution data and do not provide raw trades/quotes (something like a message every 250ms), you cannot watch the entire market so you're stuck with like 100 tickers [1] vs 5500 tickers, and fetching historical data is very cumbersome. You can basically pull down pre-aggregated candlestick data and I wanted to base things off the raw trades/quotes. I actually probably spend a month or two trying to make this work. So, that's why I'm using polygon.io in that you can stream trades/quotes for the entire stock market in real-time, without any caps, which is amazing! [1] https://www.interactivebrokers.com/en/?f=%2Fen%2Fgeneral%2Feducation%2Fpdfnotes%2FPDF-API.php https://www.interactivebrokers.com/en/?f=%2Fen%2Fgeneral%2Fe...