You connect to IB's TWS API... If you execute your trade there only, wouldn't it be an option to fetch the price in real-time from the IB API and not having to use polygon.io at all?
I have no idea: does IB send the price feed in real time? (they certainly send the data in real-time to TWS as it constantly updates right? But is the order book available through their API?)
Basically and even though I know this was published on polygon.io's blog, would that work by only using IB / TWS's API?
I have no idea: does IB send the price feed in real time? (they certainly send the data in real-time to TWS as it constantly updates right? But is the order book available through their API?)
Basically and even though I know this was published on polygon.io's blog, would that work by only using IB / TWS's API?