reqTickByTickData function provides tick-by-tick data in real time for up to five U.S. securities.
def t[SL1] ickByTickOperations(self):
# Requesting tick-by-tick data (only refresh)
# ! [reqtickbytick]
self.reqTickByTickData(19001, ContractSamples.USStockAtSmart(), “Last”, 0, True)
self.reqTickByTickData(19002, ContractSamples.USStockAtSmart(), “AllLast”, 0, False)
self.reqTickByTickData(19003, ContractSamples.USStockAtSmart(), “BidAsk”, 0, True)
self.reqTickByTickData(19004, ContractSamples.USStockAtSmart(), “MidPoint”, 0, False)
# ! [reqtickbytick]
[SL1]Not savvy enough to know, just wondering if this should be capitalized?
API users interested can review additional samples available via the ‘Testbed’ projects on the API download page.
Supported languages: C#, Java, VB, C++ and Python.
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