[R-SIG-Finance] meaning of IBroker mktData information

[R P Herrold]

On Sat, 1 Mar 2014, Stephen Choularton wrote:

> Clearly others have come across this problem and thanks to everyone who
> pointed me towards the TWSAPI Yahoo group which has some material on it.  A
> suggested cause is that IB sacrifices comprehensive coverage in order to keep
> to real time.  That is, they do NOT transmit all the tick info as at busy
> times it can push the data many second back away from real time.

Without putting too fine a point on the matter, the IB tick 
summarization approach has NEVER purported to be 
'comprehensive', but rather is designed to keep up in fast 
paced markets rather than bogging down

There is nothing 'sacrific[al]' about it

After about the hundredth time of being asked the same 
questions by newcomers who have not read the documentation or 
the back archive, the people who have the answer lose interest 
retyping that which the archive and documentation clearly 
state

-- Russ herrold