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Direct MessagesDate/Time: Thu, 19 Sep 2024 22:01:24 +0000
Question on Shortest Time Interval for IB data
View Count: 1028
| [2014-06-01 20:48:00] |
| hft168 - Posts: 31 |
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Hi S.C. Support, We made some comparison on IB data and TD Ameritrade data on stocks, and found that even with our shortest 1-second chart (chart 1 on sheet 1 of the spreadsheet), column A's entry shows they are 5 second apart. Changing Chart1 to a tick chart also does the same. (That each entry is 5 second apart). Where with TD's data, we are able to see in sheet1 that data is 1 second apart. Is there any setting we need to change regarding the IB data? Or this is due to IB's best intraday data is set to 5 seconds apart by its design? Thanks. |
| [2014-06-01 21:58:30] |
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Sounds like you might be using true real-time data: http://www.sierrachart.com/index.php?l=doc/IB.php#TrueRealTimeData Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2014-06-01 22:21:31] |
| hft168 - Posts: 31 |
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Thanks. However after reading that link, I am unsure how I can get the 1 sec chart and sheet working with IB data. What do I need to change exactly so when I do the Replay Back Test, it will do it on second-by-second base? Thanks. |
| [2014-06-01 22:30:40] |
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Interactive Brokers does not provide 1 second historical data. Refer to this page for tick by tick data configuration for real-time data: http://www.sierrachart.com/index.php?l=doc/doc_TickbyTickDataConfiguration.php Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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