In the previous post I shared an example how to get high frequency data from IB broker (well, it is retail version of HFD – it has only best bid/ask and the trades). Now, once you saved some data – what should you do next? Next logical step would be data ... [Read more...]

I just published Java based code to pull tick data from Interactive Brokers. There are thousands tools to get tick data from IB, but I had one feature in mind. You can get maximum 50 quotes per second from Interactive Brokers (its IB limitation for TWS API) . Imagine a situation, when ... [Read more...]

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