Hello community,
I tried to use a 1-Tick-Chart in ES with datafeed IB.When I compare this chart with the times&sales of IB I get a massive difference.
Looking to the "tick"-data in Quotemanager I found only 1 tick data per 1 second while in IB T&S there are 5 or more ticks per the same second.
In the settings for data source I found "Use 1 second bars as ticks" which cannot be changed.
If I build a 60-Tick-Chart this is a 1-Minute-Chart and not 1 bar= 60 Ticks!
Is there a way to create a real Tick-Chart in MC with the data of IB?
aiti
How to create real Tickbar Charts with IB Data?
- TJ
- Posts: 7740
- Joined: 29 Aug 2006
- Location: Global Citizen
- Has thanked: 1033 times
- Been thanked: 2221 times
Re: How to create real Tickbar Charts with IB Data?
IB does not supply true real time tick data feed.Hello community,
I tried to use a 1-Tick-Chart in ES with datafeed IB.When I compare this chart with the times&sales of IB I get a massive difference.
Looking to the "tick"-data in Quotemanager I found only 1 tick data per 1 second while in IB T&S there are 5 or more ticks per the same second.
In the settings for data source I found "Use 1 second bars as ticks" which cannot be changed.
If I build a 60-Tick-Chart this is a 1-Minute-Chart and not 1 bar= 60 Ticks!
Is there a way to create a real Tick-Chart in MC with the data of IB?
aiti
The quotes are aggregated in 250~500 millisecond increments.
You will not see the same tick-by-tick match with the time and sales.