Support Board
Date/Time: Wed, 27 Nov 2024 00:43:40 +0000
Post From: Getting Timely and Accurate IB Data (Interactive Brokers) with version 1148+
| [2014-06-20 02:13:18] |
| Kiwi - Posts: 375 |
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With version 1148 it seems that the ability to receive both live and TD (5 second) data from IB has been removed. This seems to result in a choice of either: - live data which misses bar highs and lows from time to time (100ms snapshots of price); or - 5 second data which is 5 seconds late so the current bar can be 5 or 10 ticks behind price also the new bar doesn't start for 5 seconds so automated systems might be challenged In 1131 I can collect 5 second data on one chart and live data on another and then a DLL function combines them onto one of the charts that displays current price, forms a new bar immediately on the first transaction after the old one, and is corrected for any missing data when the next 5 second bar arrives. Have I misinterpretted your objective or set this up incorrectly? I guess I see this as a fairly serious loss of functionality unless I making a mistake in setting up 1148. Date Time Of Last Edit: 2014-06-20 02:18:46
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