No RT Daily Bar on IB CBOE Indexes

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neurotrader
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Joined:29 Dec 2005
Location:CANADA
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No RT Daily Bar on IB CBOE Indexes

Postby neurotrader » 06 Mar 2007

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.

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Kate
Posts:758
Joined:08 Dec 2006

Postby Kate » 07 Mar 2007

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.

neurotrader
Posts:86
Joined:29 Dec 2005
Location:CANADA
Contact:

Postby neurotrader » 07 Mar 2007

Kate,

Understood. I really do not need the bar on SPX as I do on NDX. I just thought MC could use the Tick/Minute collected data to form the bar.

No big deal for me though.

Thanks for replying and great job on the latest release of MC.

Love this software


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