I have a brokerage account at Interactive Brokers. Using the TWS, I managed to connect the TWS via API with NT8, which works fine so far.
I am running a live datafeed for US Stocks in the TWS. No problem there.
The data is running tick by tick as you can see in the attached times and sales list from the TWS.
Problem is, that the tick by tick data are not reach NT8 via the API connection.
Compared to the T+S in the TWS, the NT8 Times and Sales looks like aggregated or with missing data.
Tests with different versions of TWS (like stable/latest) or the IB gateway does not make any difference.
Is there something I can do?
Thanks for help.
Regards André

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