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Date/Time: Fri, 20 Sep 2024 03:43:52 +0000



Post From: Odd behaviour with IB 5 second data

[2014-09-02 09:43:22]
Kiwi - Posts: 375
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.