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Direct MessagesDate/Time: Fri, 20 Sep 2024 04:03:05 +0000
Odd behaviour with IB 5 second data
View Count: 1280
| [2014-09-02 09:43:22] |
| Kiwi - Posts: 375 |
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I noticed odd behaviour yesterday after I'd been doing some serious downloads. At the time I was using 1174 and TWS 944. The data seemed to collect on the chart properly but when I pressed insert the data changed and became very sparse with a lot of gaps. HSI data. When I did a backfill it "came right." I upgraded to 1182 and 946 but no change. Then I realized that I was collecting 5 second data with the Intraday Data Storage Time set to 30 seconds. It seems that some (all by 1?) of the 5 second bars weren't being stored in the file so when I pressed insert it went from "what had been showing" to "what was in the file" I've gone back to a 5 second storage unit and the problem has disappeared for me but I think it shows an issue for anyone using true data and trying to keep their files small. |
| [2014-09-03 02:45:10] |
| Kiwi - Posts: 375 |
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It does seem to only store a part of the data each 5 seconds. Heres' the bad version: http://i.imgur.com/fiFEvWz.png and heres the version after a refill: http://i.imgur.com/NARzSHM.png Tested on v 1185. Storage time set to 30 seconds (5 sec is fine). Looking closely it seems that the HL and C are right but the O is wrong. Date Time Of Last Edit: 2014-09-03 03:25:48
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