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Date/Time: Sat, 23 Nov 2024 16:50:24 +0000



Post From: Timeline Display with IB 5-Second Data

[2013-07-04 19:57:25]
TPeirce - Posts: 27
Thanks for collecting the sample. The 5-second data does display the correct 5-second time stamps here. However the data covers five hours only. The rest of the bars are 30-seconds. Downloading a full day of data in real time through TWS will be difficult. TWS automatically closes down every day. While always downloading data in real time may solve the problem it's not practical because one would need to be connected 24-hours a day and even then would have to download portions of data as historical bars.

Another possibility is Sierra Chart is interpreting 5-second timestamps correctly at the level of the Intraday Editor. The problem is in the translation to the time line display in the chart. Please see the attached picture illustrating data from the sample in post #4. This is true for every bar of data that has appeared to be out of the normal sequence.

imageIntraday Editor Picture.png / V - Attached On 2013-07-04 19:57:20 UTC - Size: 67.82 KB - 575 views