I would be very grateful if someone who knows about this could clear a couple of things up regarding IB's line charts. I have always used their line charts for all of my day trading. I am now in the process of automating my strategy using IB's API. As far as I can tell, what I see on a historical "line chart" corresponds exactly with the "WAP" (which I gather stands for "weighted average price") for each 1-second bar when I request historical data using the API. maybe somebody could confirm this? more importantly though, I have found that when I am watching a real time line-chart, whenever I refresh, the refreshed version will show a slight change somewhere. in fact, sometimes the difference can be very significant when prices are volatile. since all of my backtesting has been done using historical line charts, i.e. the "refreshed version", I therefore always make sure to refresh regularly when I am trading manually, particularly just before entry. now that I am half way through coding my strategy, I am starting to wonder whether i'll have to somehow get it to refresh (or whatever the API equivalent of refreshing is) in order to emulate what I would be doing if I were trading manually. or could it be that this mysterious discrepancy as a result of refreshing only occurs in the charts themselves, and the API data manages to churn out first time round the exact "WAPS" that I see in my historical line charts? if the answer is that I DO need to refresh, any idea how I can get my program to do that?