backfilling ticks from Interactive Brokers

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fritol
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Joined: 02 Oct 2012

backfilling ticks from Interactive Brokers

Postby fritol » 09 Oct 2012

Hi
I was wondering how is it possible that MC can back-fill quotes with <1second granularity, yet IB API supports only 1s bars as a minimum for historical download?

Where the data come from then?
thx

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Henry MultiСharts
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Re: backfilling ticks from Interactive Brokers

Postby Henry MultiСharts » 09 Oct 2012

Hello Fritol,

What do you mean? Do you have historical data timestamps lower than with 1 second increment ?

fritol
Posts: 6
Joined: 02 Oct 2012

Re: backfilling ticks from Interactive Brokers

Postby fritol » 09 Oct 2012

Henry MultiСharts wrote:Hello Fritol,

What do you mean? Do you have historical data timestamps lower than with 1 second increment ?

Hi Henry MultiСharts

No, I just checked and they are 1 second bars. The chart says 10tick,the bar range setting allows you to go sub second even though it doesnt work for historical with IB. I understand this should only work for live quote collecting.

f

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Henry MultiСharts
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Re: backfilling ticks from Interactive Brokers

Postby Henry MultiСharts » 10 Oct 2012

1 second bars are used as 1 tick bars with IB.
You can also use 5s bars as 1 tick bars if you change the setting in QuoteManager->Tools->Data sources->IB.


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