IB realTimeBars vs historical 30s bars

Discussion in 'Trading Software' started by dudebro, Sep 14, 2011.

  1. dudebro

    dudebro

    hello,

    i'm trying to construct 30s bars on the fly using IB's 5s realTimeBar objects. however, the results I get are very different from the historical 30s bars IB provides through the reqHistoricalData method. i like the historical feed so it would be cool to replicate it for trading. any ideas on why the difference? i'm only interested in the closing prices.
     
  2. dudebro

    dudebro

    NVM ... believe I found the problem on my end