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Interactive Brokers tick capture and database in q language

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Run

q ini.q [initfile] [section]

Usage

q).ib.connect[x.host;x.port;1i]
q)sub[x.topic;x.sym]
q)trade
ti                   sym  px      sz ex
---------------------------------------
0D18:02:36.250940000 IBM  138.05  1  T
0D18:02:36.500701000 GOOG 1172.38 1  T
0D18:02:37.001664000 IBM  138.03  1  T
0D18:02:47.265520000 IBM  138.05  1  Z
0D18:02:48.016149000 IBM  138.04  2  D
0D18:02:50.519678000 IBM  138.03  1  N
0D18:03:09.544539000 IBM  138.06  1  N
0D18:03:17.196077000 GOOG 1172.29 2  T
0D18:03:25.313965000 GOOG 1171.92 1  T
0D18:03:26.565767000 IBM  138.07  1  N
...
q)quote
ti                   sym    bid     ask     bsz     asz     ex
--------------------------------------------------------------
0D18:04:28.165940000 GOOG   1171.5  1173.17 10      1       T
0D18:04:28.165967000 EURGBP 0.86024 0.86027 1000000 3000000 I
0D18:04:28.165990000 EURGBP 0.86024 0.86027 1000000 3000000 I
0D18:04:28.166018000 EURGBP 0.86024 0.86026 1000000 3000000 I
0D18:04:28.166041000 EURGBP 0.86024 0.86026 1000000 4000000 I
0D18:04:28.166066000 EURGBP 0.86024 0.86026 1000000 4000000 I
0D18:04:28.299596000 EURGBP 0.86025 0.86026 1000000 4000000 I
0D18:04:28.299662000 EURGBP 0.86025 0.86026 1000000 4000000 I
0D18:04:28.299701000 GOOG   1171.5  1172.98 10      1       T
0D18:04:28.299725000 GOOG   1171.5  1172.98 10      1       T
...

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Interactive Brokers tick capture and database in q language

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