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Good morning.
I have been experimenting yesterday with my algo deploying it live with IB paper account and executing in on real time IB data stream (available by subsription). And realized that it does get you the realitime Bid and Ask price and sizes of an equity by addressing the correspinding properties of Security class ( e.g. _security.AskPrice or _security.AskSize ) . I wondered how that mechanism was implemented from the insight? Is Secruity class the only object that gets such data filled from IB's real time data stream? Are there quotation values in Slice object that come in OnData(Slice data) method that can be accessed that same easy way?
Thank you,
Michael Manus
Securities[_symbol].AskPrice is the thing you have to work with when you subscribed to the stock (_symbol) inside ondata.
slice does not have any bid or ask....or i didnt found it yet...
Ilshat Garipov
Thank you Michael
Ilshat Garipov
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