Tick Charts based on IB Data?

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SUPER
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Tick Charts based on IB Data?

Postby SUPER » 21 Jan 2009

I am finding that the tick charts produced with IB data are not same as other data source, I tried to compare 233 tick chart of symobol ES with IB as data feed and same setting using TS they do not match at all. Can the difference be due to asumption of "1 second bar = 1 tick "in IB data feed Setting?

Will appreciate views and suggestions.
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TJ
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Postby TJ » 21 Jan 2009

because IB does not provide TRUE tick data.

their data are aggregated every 200~300 miniseconds.

do a google search and you will find plenty of explanation on the web.

SUPER
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Postby SUPER » 21 Jan 2009

Thanks TJ,


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