Tick charts: are they possible on IB? I can't find anything about setting them up. I'd like to try trading from tick charts, but not sure how to go with IB. thanks for looking.
I was not able to do it. Closest was looking at time and sales in rt. My solution was to use Multicharts together with IB to plot tick charts (and place trades)
This might help: https://www.elitetrader.com/et/threads/does-ib-offer-ticker-chart-for-e-minis.335338/
You still have to make a connection with a broker or (paid) dataprovider. If IB doesn't provide ticks, it doesn't show up in Ninja.
I couldn´t figure out how to set up a tick chart in tws. The lowest timeframe is 10 seconds. Ticks cannot be selected. Is there a possibility to use IB´s tickdata with Sierra Chart?
You might want to look into using the Denali data feed with Sierra Chart. https://www.sierrachart.com/SupportBoard.php?ThreadID=52999
So, the 'tick' you get from IB is a 250ms snap shot, that has its open, high, low, close, or a mini bar. If it is not high frequency trading, I guess it is enough for most traders. And the ticker I got through a python API, looks like this: Ticker(contract=ContFuture(conId=497954518, symbol='MES', lastTradeDateOrContractMonth='20220916', multiplier='5', exchange='GLOBEX', currency='USD', localSymbol='MESU2', tradingClass='MES'), time=datetime.datetime(2022, 8, 24, 10, 38, 53, 559604, tzinfo=datetime.timezone.utc), bid=4130.25, bidSize=14, ask=4130.5, askSize=27, last=4130.25, lastSize=14, prevBid=4130.0, prevBidSize=2, prevAsk=4130.25, prevAskSize=28, prevLast=4130.0, prevLastSize=2, volume=106260, open=4129.0, high=4136.75, low=4110.5, close=4130.5, halted=0.0, ticks=[TickData(time=datetime.datetime(2022, 8, 24, 10, 38, 53, 559604, tzinfo=datetime.timezone.utc), tickType=0, price=4130.25, size=14), TickData(time=datetime.datetime(2022, 8, 24, 10, 38, 53, 559604, tzinfo=datetime.timezone.utc), tickType=3, price=4130.5, size=27)]) While I am wondering which price to be taken as the 'ticker'? last price? It will not matter much in normal time, but there could be big difference during extreme volatile market.