nautechsystems / nautilus_trader

A high-performance algorithmic trading platform and event-driven backtester
https://nautilustrader.io
GNU Lesser General Public License v3.0
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Support On-Demand Latest Price Snapshot for Interactive Brokers #1708

Open rsmb7z opened 2 weeks ago

rsmb7z commented 2 weeks ago

Feature Request

Introduce an option for traders to request on-demand latest price snapshots for individual assets. These snapshots would provide on-time price for a specific moment. Unlike streaming data subscriptions, these snapshots would be single-use and would not update or refresh automatically.