Asset Classes

Free investment financial education

Language

Multilingual content from IBKR

Close Navigation
Learn more about IBKR accounts

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

Posted January 15, 2020 at 12:10 pm
IBKR Quant
Interactive Brokers
IBKR API

The 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.

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.

The views and opinions expressed herein are those of the author and do not necessarily reflect the views of Interactive Brokers, its affiliates, or its employees.

IBKR Campus Newsletters

This website uses cookies to collect usage information in order to offer a better browsing experience. By browsing this site or by clicking on the "ACCEPT COOKIES" button you accept our Cookie Policy.