If one second backfill data isn't enough, then you can get tick by tick directly from the exchange https://www.hkex.com.hk/ods/English/asp/prdList.asp
steve how can I backfill 1-second data from IB tws? now I am using metaserver and globableserver thank you
Metaserver cannot get the job down, you might have to write some codes to extract 1 second data through TWS API
Metaserver 3.2 version has build in IB loader function which can download historical tick-1 min-5 min-daily data from IB and patch them automatically in Globaserver closing the gaps. I use the software and works perfectly.
Robinxing, the 1 sec. bars backfill from IB servers includes the numbers of ticks which you need ,as i know...the real problem is with the real time data from IB.....
dcraig, are you sure? maybe there is no real tick by tick timestamped backfill but, the number of transactions in a given timeframe (1 sec) is provided...that means you could chart the total number of tick or volume bars you request with accurace.. take a look here: http://www.interactivebrokers.com/en/software/apiReleaseNotes/api9.php?ib_entity=uk#9_numberTrades