How does MC parse data from IB?  [SOLVED]

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Bond_Trader99
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How does MC parse data from IB?

Postby Bond_Trader99 » 09 Mar 2015

It is my understanding that IB only provides historical minute data, not tick data. Yet MultiCharts creates tick, volume, etc. charts from IB historical data. How is the available data parsed to tick based charts?

Thanks

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JoshM
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Re: How does MC parse data from IB?  [SOLVED]

Postby JoshM » 09 Mar 2015

It is my understanding that IB only provides historical minute data, not tick data. Yet MultiCharts creates tick, volume, etc. charts from IB historical data. How is the available data parsed to tick based charts?
IB's API also provides seconds data (see here), and 1 second data is used to create 'ticks' with IB.

I couldn't find a literal source for that, but here it says that in the settings you can change the following option:
Plot ticks either from 1 second snapshots or 5 second snapshots from server.

Bond_Trader99
Posts: 3
Joined: 09 Feb 2015

Re: How does MC parse data from IB?

Postby Bond_Trader99 » 09 Mar 2015

Thanks Josh.


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