I came across IBrokers, and was impressed. My goal is to save real time
data through the Interactive Brokers API and am looking to use it.

The data I need should be in the following format

timestamp, product, bid1Price, bid1Size, ask1Price, ask1Size,bid2Price,
bid2Size, ask2Price, ask2Size,bid3Price, bid3Size, ask3Price,
ask3Size,bid4Price, bid4Size, ask4Price, ask4Size,bid5Price, bid5Size,
ask5Price, ask5Size, last Trade Price, last Trade Size

So basically I am looking for all the 5 levels and the last trade
information if there was any.

I understand their API and know that I need to call the reqMarketDepth
method. The problem is that they don't really give any time stamp
information.

So my question is can I use this package to do the above, if yes, how do
you generate the time stamp info? How do I get the last trade info?

I would be grateful to you if you could offer any light on the matter.

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