Interactive Brokers Forex tick chart realtime data does not match history

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wzero
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Interactive Brokers Forex tick chart realtime data does not match history

Postby wzero » 10 Jan 2021

I set Interactive Brokers data source setting "Build Tick-based Bars" to 1 Tick. I can see the history data back filled for an Forex Trade chart is true tick chart. But the real time data updating is very slowly, likes 5 seconds chart. They does not match.

Salzburg
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Re: Interactive Brokers Forex tick chart realtime data does not match history

Postby Salzburg » 11 Jan 2021

Perhaps i am misunderstanding your question, but IB do not provide real tick data.... tick by tick as for example IQ does...

wzero
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Re: Interactive Brokers Forex tick chart realtime data does not match history

Postby wzero » 11 Jan 2021

It's not THAT REAL ticks but it does load history ticks data when I set option to "1 Tick". It's not issue of the quality of IB ticks data, the realtime data is actually 5 seconds data instead of updating per tick. You can see the difference from the line chart. On the left part, lines just look like a tick chart, on the right part of chart lines updated very slowly just like a 5 second chart.

janus
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Re: Interactive Brokers Forex tick chart realtime data does not match history

Postby janus » 11 Jan 2021

Be warned, IB intra-day real-time price and volume data doesn't always match intra-day historical price and volume, tick or otherwise. As many others have discovered including myself, IB data is so so for some uses but too often is crap for serious trading. I use IQFeed for my data-feed.

wzero
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Re: Interactive Brokers Forex tick chart realtime data does not match history

Postby wzero » 11 Jan 2021

This issue isn't IB realtime ticks data does not match histroy. The issue is the IB realtime ticks data for forex in Multicharts is actually 5 seconds data.

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TJ
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Re: Interactive Brokers Forex tick chart realtime data does not match history

Postby TJ » 11 Jan 2021

This issue isn't IB realtime ticks data does not match histroy. The issue is the IB realtime ticks data for forex in Multicharts is actually 5 seconds data.
Have you read the specification in IB's website?

wzero
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Re: Interactive Brokers Forex tick chart realtime data does not match history

Postby wzero » 11 Jan 2021

It's irrelevant to IB's tick data specification. It's just not IB's tick data. It's IB's 5 seconds data.
Have you read the specification in IB's website?

dahmen walter
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Re: Interactive Brokers Forex tick chart realtime data does not match history

Postby dahmen walter » 12 Jan 2021

a lot of ticks within 5 sec allocated to a single time point timestamp every 5 sec
for AUDCAD 4 to 8 within 5 sec


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