IB TWS Time & Sales

Discussion in 'Interactive Brokers' started by laocoon, Jul 18, 2005.

  1. Jerry does that mean that a constant volume bar chart generated off IB data would be the same as one generated using tick by tick data?

    Runningbear
     
    #31     Jul 19, 2005
  2. Via the API? You answered "not at the beginning".
    When will API feature T&S retrieval? 6 months? 1 year? 5 years?
     
    #32     Jul 19, 2005
  3. If you are referring to volume charts - where each bar is a fixed volume amount, then the answer is no, but the difference will be insignificant unless you set the bar size to be very low volume.
     
    #33     Jul 19, 2005
  4. IBsoft

    IBsoft Interactive Brokers

    I can't commit to a date at this time.
     
    #34     Jul 19, 2005