Support Board
Date/Time: Mon, 23 Dec 2024 04:05:25 +0000
Post From: Snapshot data
| [2015-09-02 02:44:54] |
| User713273 - Posts: 409 |
|
Hi im trying to "match up" current 5 sec snapshot data that IB provides as I have seen different closing, openeing prices. Below is the source code ive been using to pull IB data. reqid is unique tag for stock symbol you can ignore temp_tv since it is for future functionality in IB. static TagValueListSPtr temp_tv; m_pClient->reqRealTimeBars(tick_container_.GetTickAccum(tick)->req_id, temp_tick->contract, 5 /* 5 sec only */, "TRADES", true /*Real Trading Hours*/, temp_tv); |