Missing Bars

Questions about MultiCharts and user contributed studies.
Posts: 1
Joined: 04 Jun 2007

Missing Bars

Postby UBBSH » 04 Jun 2007

Hi There,

I have a question. I understand that IB delivers there data as a "snapshot" every 0.25-0.3 secs. Basically sending what's changed since the the last snapshot 0.25 secs ago.

What happens if your charting compression is 1 minute and nothing changes (market goes quiet) for 3 minutes? Does that mean MC doesn't paint any new bars for 2 or 3 minutes. So the last bar was 2.05pm, market goes quiet for 3 minutes, then starts going again, next bar to paint is 2.08pm. Bars for 2.06pm and 2.07pm are non-existent as nothing changed during these times.

Does this make sense?


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Posts: 758
Joined: 08 Dec 2006

Postby Kate » 08 Jun 2007

TWS returns the last values not constantly but only if the value of the corresponding field is changed each 0.25-0.3 secs. That's why as soon as a certain value changes a new minute will be created with the timestamp equal to the local time.

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