Support Board
Date/Time: Sat, 28 Dec 2024 17:41:41 +0000
Post From: IB FX 5-sec RT bars
| [2016-01-08 13:14:27] |
| User754985 - Posts: 109 |
|
Hi, When setting a "Record 5-sec RT bars" to TRUE in IB's Trading service (and connected to a Live account), I can see in the T&S window these RT bars coming with Volume=0, as per manual. Timestamps for such "bars" are 5-sec earlier than the next tick, even though they appear nearly simultaneously. 2 questions: - are these timestamps indicate "beginning of the 5-sec bar" - as is the convention in SC in general? - will the 1-min bar on a chart be considered technically "closed" by SC upon arrival of the last such "5-sec" bar (and the orders be allowed to fire)? in contrast to default waiting of the "opening tick" to close the bar? Thanks, H. |