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Can I get data on 1 tick basis?

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  • Can I get data on 1 tick basis?

    I can access futures data for example on daily basis, on 10 minute basis, or on 50 tick basis. But can I do it on 1 tick basis also? (tick-by-tick)

    I need every single deal from futures. I would like to subscribe to the API, but first I wanna know the answer.
    (sorry about my bad english )
    Last edited by accord; 12-18-2004, 05:59 AM.

  • #2
    Good question -- I have essentially the same question about stocks (OTCBB). No need to invest time and money in something that won't do the job.

    If transactions can't trigger programable events, perhaps it is feasible to use a high sampling rate. If this is the approach people are taking -- what type of sampling rate and breadth is available?

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    • #3
      You can use RequestTimeSales to get tick by tick bid/ask/trades. It is somewhat intensive, especially for things like the S&P mini contracts, but it works.

      Cheers... George

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      • #4
        Genspoo is right on. You can also do a RequestSymbol("IDC", True) to recieve real-time quotes. Some of the electronically traded futures contracts can be very extremely, which may affect the overall performance of the API.

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