IB have introduced a poll for new features. If you are a customer just follow the link below and vote. My personal recommendations of most important things they could do: 1035. Include all highs and lows with each data packet (without impacting the timeliness of IBs data). 1044. Include numbers of transactions in the backfill data so that tick charts will work properly with backfilled data as well as real time data. 1078. Hoi's Time&Sales for one bar in the TWS-chart is already possible, we would like to have it through the API as well but there are plenty of others with merit as well. http://www.interactivebrokers.com/en/general/poll/poll.php?ib_entity=llc
How about updating the total volume in realtime and not randomly as is done now. Some stocks update every 100 shares, some every 1000, who knows what the algo is. Makes accurate t&s impossible.
i just set up a voting ID, but the system isn't recognizing it, maybe it takes a day. excellent feature though and really good communication idea. my first vote goes to: "Username: thatamia Show the Avg PRICE. currently there's avg COST. NOT the same for futures. Have to constantly punch a calculator to see avg price. CUMBERSOME." this has been difficult to quickly assess. didn't used to be this way to my memory, not sure if something changed a few months ago thx for the polls ib