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Closed Feature request MC-1933

Get"Mid-point' data for FX from IB for Trade instead of Ask (currently)
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icon_info.png This issue has been closed with status "Duplicated" and resolution "Not determined".
Description

For FX, since there is no official Trade data,  Ask is obtained from IB and reported as Trade.
However, when backtesting AND Trading, using only Ask or Bid-based bars is somewhat deceiving and requires workarounds
when trying to identify if a stop price was actually hit, when one would like
to use limit orders, or when monitoring order execution vs.target.
To make it more convenient, IB prvides bid-ask "mid-point" data  via API.
So, my suggestion is to change FX Trade data received from IB as Ask to Mid-point.

Steps to reproduce this issue

Try downloading historical FX Trade data from IB (say, 1min) and see that actually Ask is reported.

Comments (1)
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#0
user-offline.png MultiCharts Support
Jan 15, 2016 - 13:26

Same as: http://www.multicharts.com/pm/viewissue.php?issue_no=MC-194

History
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Issue basics
  • Type of issue
    Feature request
  • Category
    Usability
  • Targeted for
    Declined/Not a Bug/Will not Fix/Cannot Reproduce/Duplicated
  • Status
    Duplicated
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (2)
People involved
  • Posted by
    user-offline.png Zheka
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Issue details
  • Resolution
    Not determined
  • Severity
    Normal
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