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Date/Time: Wed, 27 Nov 2024 10:28:04 +0000



Odd behaviour with IB 5 second data

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[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.
[2014-09-03 02:45:10]
Kiwi - Posts: 375
It does seem to only store a part of the data each 5 seconds. Heres' the bad version:

http://i.imgur.com/fiFEvWz.png

and heres the version after a refill:

http://i.imgur.com/NARzSHM.png

Tested on v 1185. Storage time set to 30 seconds (5 sec is fine).
Looking closely it seems that the HL and C are right but the O is wrong.

Date Time Of Last Edit: 2014-09-03 03:25:48

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