Interactive Brokers: Difference between revisions
From MultiCharts
→To set up Interactive Brokers data feed connection:
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:::* '''Simultaneous loading of Historical Data across all symbols/charts'''.<br>If the box is checked the data is requested for all symbols simultaneously, not in a particular order. | :::* '''Simultaneous loading of Historical Data across all symbols/charts'''.<br>If the box is checked the data is requested for all symbols simultaneously, not in a particular order. | ||
:::* '''Utilization of cache for real-time price data'''.<br><div style="background-color: #E5F6FF;">'''Example''': historical minutes are requested as minutes from server up to the latest one. The latest historical is plotted from ticks up to the present moment. All the data that is collected in real-time (ticks) is used to build minutes.</div><div style="background-color: #dd9914;">'''Note:''' Due to [[Interactive Brokers Pacing Violation|IB Pacing Violation limitation]] MultiCharts stores realtime IB quotes in a cache until the restart of the platform. When you reload a chart in order to avoid pacing violation the data is taken from this cache. If you want the data to be directly loaded from IB servers, please disable this option. To make this setting come into effect you need to restart MultiCharts and all of its applications.</div> | :::* '''Utilization of cache for real-time price data'''.<br><div style="background-color: #E5F6FF;">'''Example''': historical minutes are requested as minutes from server up to the latest one. The latest historical is plotted from ticks up to the present moment. All the data that is collected in real-time (ticks) is used to build minutes.</div><div style="background-color: #dd9914;">'''Note:''' Due to [[Interactive Brokers Pacing Violation|IB Pacing Violation limitation]] MultiCharts stores realtime IB quotes in a cache until the restart of the platform. When you reload a chart in order to avoid pacing violation the data is taken from this cache. If you want the data to be directly loaded from IB servers, please disable this option. To make this setting come into effect you need to restart MultiCharts and all of its applications.</div> | ||
::* '''Build Tick-based Bars Using:''' either '''1 Tick''' or '''1 | ::* '''Build Tick-based Bars Using:''' either '''1 Tick''' or '''1 Second''' or '''5 Seconds''' data from IB servers. | ||
::* '''Build Minute-based Bars Using:''' either '''1 | ::* '''Build Minute-based Bars Using:''' either '''1 Minute''' or '''15 Minutes''' data from IB servers. | ||
:* '''Real-Time Data''' section.<br>'''There is no need to reconfigure it. It is set up by default.''' | :* '''Real-Time Data''' section.<br>'''There is no need to reconfigure it. It is set up by default.''' | ||
::* '''Use server timestamps'''.<br>Time of Trades is taken from IB servers. Does not apply to Ask and Bid data for Forex symbols. It is not recommended to check this function to avoid potential problems with session settings and missing bars on chart. | ::* '''Use server timestamps'''.<br>Time of Trades is taken from IB servers. Does not apply to Ask and Bid data for Forex symbols. It is not recommended to check this function to avoid potential problems with session settings and missing bars on chart. |