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Real-Time Tick-by-Tick data via IBKR API

The reqTickByTickData function provides tick-by-tick data in real time for up to five US securities.

Sample code:def tickByTickOperations(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]

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.

Disclosure: Interactive Brokers

The analysis in this material is provided for information only and is not and should not be construed as an offer to sell or the solicitation of an offer to buy any security. To the extent that this material discusses general market activity, industry or sector trends or other broad-based economic or political conditions, it should not be construed as research or investment advice. To the extent that it includes references to specific securities, commodities, currencies, or other instruments, those references do not constitute a recommendation by IBKR to buy, sell or hold such investments. This material does not and is not intended to take into account the particular financial conditions, investment objectives or requirements of individual customers. Before acting on this material, you should consider whether it is suitable for your particular circumstances and, as necessary, seek professional advice.

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