I am glad to see that Daily Index price now appears on RT charts.
One bug still stands out. When plotting a "DAILY" chart with IB index data like SPX from CBOE, you will see that the price moves on chart through out the trading day but a bar is not formed.
Just a dot moving no bar. This is for all daily indexes from CBOE IB data.
Next day when you call up historical the bar is there for the previous day. Its just during trading hours that a bar is not formed
Daily indexes like NDX etc which are not from CBOE plot the daily bar in realtime just fine.
No RT Daily Bar on IB CBOE Indexes
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Neurotrader,
Unlike NDX from NASDAQ, SPX from CBOE has zero values for Open, High and Low and that's why in real-time you see only a moving dot instead of a bar since its Open, High, Low and Close values are equal LastPrice.
However, as concerns history bars, IB provides Open, High, Low and Close values for such bars.
Unlike NDX from NASDAQ, SPX from CBOE has zero values for Open, High and Low and that's why in real-time you see only a moving dot instead of a bar since its Open, High, Low and Close values are equal LastPrice.
However, as concerns history bars, IB provides Open, High, Low and Close values for such bars.
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- Posts: 86
- Joined: 29 Dec 2005
- Location: CANADA
- Contact: