Open goodboy opened 3 years ago
From the exchange community here's a working summary:
Using the TWS API, you can request real time market data for trading and analysis. From the API, market data returned from the function IBApi.EClient.reqMktData corresponds to market data displayed in TWS watchlists. This data is not tick-by-tick but consists of aggregated snapshots taken at intra-second intervals which differ depending on the type of instrument
Another list:
Will org all this later.