I am use IB api as data feed I find the tick chart is not stable sometimes I export the data from globalserver when I import the data back I find the chart changed a little but the minute chart is more stable do you have the same problem
You can't use IB for accurate tick data. Welcome to the world of IB data snapshots. The don't show accurate tick data from my memory. I you want accurate tick data get it from DTN IQ or E signal. You get what you pay for. That's why I don't use IB anymore. Their is cheap and it shows.:eek:
Tick charts will never be consistant since Globex and others keep changing how ticks are aggregated. You should consider other chart types (constant volume, range, renko, kagi, p&f).
This has changed in the beta version 9.2 of the API. RealTimeBars captures the EXACT Open,High,Low,Close,VWAP,Volume, and TickCount (not sampled). My only complaint: TickCount should be replaced with UpTicks,DownTicks,SideTicks. Wow, now you're talking great data !