Hello group; First of all, thanks to Eugene and all the developers of this great product. I regret having discovered it just a few weeks ago.
As some of you know, IQFeed is a market data feed available for many markets and securities. I have been a customer for some time and I would want to integrate it on JBookTrader. This feed allows up to 500 simultaneous real time L1 and L2 data, so I think it would overcome the limitations of Interactive Brokers data feed. The API is socket based and altough you need a separate license for developer documentation there are some open source API examples that can be used as a reference. Before starting to develop this I would want to check the differences between IB data and IQFeed. I have data for ES futures from IQFeed since january 2013, but I don't have the same data from IB. Could anyone give me access to IB data from january 2013 until today? I can give in exchange the tick level data I have from IQFeed. The main difference I know between IB and IQFeed data feed is that IB sends data sampled each 250ms but IQFeed sends all the updates. -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To post to this group, send email to [email protected]. Visit this group at http://groups.google.com/group/jbooktrader?hl=en. For more options, visit https://groups.google.com/groups/opt_out.
