Interactive Brokers market data interface
The Interactive Brokers market data interface delivers market data to the QUIK server from the Interactive Brokers trading platform on the IDEAL FX market and CBOE Futures Exchange markets (CFE futures by various assets, incl. cryptocurrency (Bitcoin), and CBOE equity options).
Interactive Brokers provides trading access to stocks, options, futures, currency pairs, bonds, and funds on over 100 worldwide markets from a single account.
From the IDEAL FX market the module transmits information on several dozens of the most demanded currency pairs.
The interface delivers the following information from the IDEAL FX market and CBOE Futures Exchange markets:
- static and dynamic parameters of instruments (Contract Details),
- current instrument parameters (Market Data Details),
- quotes and order queues by selected instruments (Market Depth),
- anonymous trades.
The data is transmitted via the TCP/IP protocol.
The data is requested and received with the help of the IBGateway utility-router which can be installed at the end-user’s premises or remotely.
The interface software can be installed on the same PC with the QUIK server software.
Hardware and Software Requirements
Processor Intel Xeon Gold 5118 or better,
2 GB RAM,
10 GB available hard disk space.
OS Windows Server 2008/2012/2016/2019 (x64).
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