interactive-brokers-users
Interactive Brokers Symbols
IB requires that the exchange, currency, underlying and expiration date for futures be specified precisely. For other symbols not listed here, use the Symbol Lookup feature within Trader Workstation.
In the table below, the letters M and Y following the base symbol represent the Month Code and Year (1 digit). For example, ES for March 2022 would be ESH2. Months January...December have month codes FGHJKMNQUVXZ respectively.
While realtime data fed providers such as IQFEED or eSignal send every trade (tick) along with associated bid & ask, some brokers or data providers (such as Interactive Brokers, TDA/TOS or TradingView) send what they call "snapshot" quotes every 300ms (or so) in active markets. The pricing data is a compressed snapshot of all trades that occurred within that 300ms (3/10ths of a second). So if 5 ticks occurred very close together, they might all be sent in as a single snapshot quote, with Investor/RT in turn treating it as a single tick or trade.