I just wanted to to add that since TWS 894 the number of allowed
market depth connections
is based on your commissions or account equity and it can be as much
as 30.
But to get more than 3 depth slots you need to generate plenty (at
least for me) of money for IB every month.


On Jun 9, 10:21 am, nonlinear5 <[email protected]> wrote:
> > JArbitrager records 2 instruments into one single file, so with one
> > TWS account one person can only record data for one arbitrage
> > combination.
>
> More precisely, the total number of instruments should not exceed 3.
> For example, JArbitrager will happily record these, running at the
> same time: ES-SPY, ES-YM, ES-NQ, SPY-YM, SPY-NQ, YM-NQ.

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