see my WIP contribution here: https://community.backtrader.com/topic/1539/get-bid-ask-price-and-size-on-interactive-brokers-data-feed/3
Latest posts made by farch investment
RE: Get bid / ask price and size on Interactive Brokers data feed
here is a prototyped attempt to this - it has been tested live and does the job for my needs, but code clean up required.
it's a WIP and considering this is not "crucial for me", I cannot guarantee I ll work beyond that proto.