A paid market data subscription is typically required to receive real time (live) market data via the API offerings. Once subscribed to the appropriate package, real time data is available via the TWS API in the following ways:
- Top of Book (Level 1) Streaming Data
- Depth of Book (Level 2) Streaming Data
- Tick by Tick Data
- Real Time Bars
For further information on retrieving real time data, and the associated limitations, please see the documentation.