Huge difference in depth data, DXFEED VS IB TWS

Market data, Trading, Technical support, Features requests, etc
kahwai
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Joined: Fri Dec 07, 2018 12:55 am
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Huge difference in depth data, DXFEED VS IB TWS

Post by kahwai » Tue Dec 11, 2018 6:33 pm

Kindly refer to the comparison of AAPL data in attachment, which feed do you guys use for US stocks data and is able to support strategies in Bookmap?
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Sandra
Posts: 13
Joined: Wed Dec 12, 2018 12:37 pm

Re: Huge difference in depth data, DXFEED VS IB TWS

Post by Sandra » Wed Dec 12, 2018 12:43 pm

Hi! According to your account details you have Nasdaq subscription in Bookmap. The depth of market depends on the subscriptions on both places Bookmap and IB and shouldn't be the same. That's why you can see the difference.

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