Request Tick By Tick Data
EClient.reqTickByTickData (
reqId: int. unique identifier of the request.
contract: Contract. the contract for which tick-by-tick data is requested.
tickType: String. tick-by-tick data type: “Last”, “AllLast”, “BidAsk” or “MidPoint”.
numberOfTicks: int. If a non-zero value is entered, then historical tick data is first returned via one of the [Historical Time and Sales Ewrapper Methods](/tws-api/doc/market-data-live/tick-by-tick-data/receive-tick-by-tick-data) respectively. (Max number of historical Ticks is 1000)
ignoreSize: bool. Omit updates that reflect only changes in size, and not price. Applicable to Bid_Ask data requests.
)
Requests tick by tick or Time & Sales data.
Note:
The maximum number of simultaneous tick-by-tick subscriptions allowed for a user is 5% of the user’s total market data lines. See [Specialized Market Data Lines] for more information.