Gentlemans from the IB please add the callback tickPrice time Stamp! Or will make a new callback kind of LastPrice(double price, string DataTime) as the tickPrice! Now this's very bad approach!
Just a workaround idea: You could add the ticktime yourself immediately when you get the tickPrice...
Come on man, it seems you don't know what a bar is. A bar is a consolidation of a timeframe, it can be built only after the barsize in units of time. Meaning: you get the bar after the 5 seconds. So, what else do you expect or await? FYI: http://www.investopedia.com/terms/b/bar.asp
Interestingly how does working trading platforms? We can't see what is happening inside the code but we can see the IB's log file. I see most of platforms use only HictoricalDate and TickPrice ... It's means that they can have a incorrect charts too!
I don't get the whole issue... Firstly... who uses 5sec bars? Really? What are you trying to achieve with 5sec bars? If you want to create your own bar, just get the historical data... which has time stamps and then create the new bar with real time data ticks... I don't see how that can be incorrect
It does not matter even what he wants to do with it. If he created subsequent bars off the live realtime data snapshots then he could create 1s bars for what it's worth. But overall we seem to be on the same page: get the historical bars and then build new ones from real time data.