How to create real Tickbar Charts with IB Data?

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aiti
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How to create real Tickbar Charts with IB Data?

Postby aiti » 30 Aug 2011

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 :smile:

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TJ
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Re: How to create real Tickbar Charts with IB Data?

Postby TJ » 30 Aug 2011

aiti wrote: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 :smile:

IB does not supply true real time tick data feed.
The quotes are aggregated in 250~500 millisecond increments.
You will not see the same tick-by-tick match with the time and sales.
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aiti
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Re: How to create real Tickbar Charts with IB Data?

Postby aiti » 31 Aug 2011

Thanks TJ for your quick answer. :smile:

I hoped there could be a way to connect MC to the T&S of IB. :sad:
So I must add another data-vendor to MC.

aiti :smile:


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