strategy with tick charts is not stable

Discussion in 'Strategy Development' started by robinxing, Jul 8, 2007.

  1. 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
  2. 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:
  3. now I do not use tick chart

    I switch to minute chart
  4. K-Rock


    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).
  5. Not to mention diff. data providers aggeregate ticks in diff. ways.
  6. 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 !
  7. renko, kagi, p&f

    I never heard the chart type before

    what r they
  8. K-Rock


  9. That's nice to hear. Way to go IB. Have you actually used it yet? Any glitches if so?