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Search: Posts Made By: sam028

Forum: NinjaTrader

September 9th, 2010, 04:51 PM

Replies: 13

False volume data with IB and NT 7.0.0.20

Views: 6,117

Posted By sam028

Oh sorry, I didn't get it. As the IB feed is...

Oh sorry, I didn't get it.
As the IB feed is only 4 snapshots/second, I agree that it's not a front-end problem, but the live feed itself.

Forum: NinjaTrader

September 9th, 2010, 02:59 PM

Replies: 13

False volume data with IB and NT 7.0.0.20

Views: 6,117

Posted By sam028

From the TWS itself: ...

From the TWS itself:
https://nexusfi.com/v/66y85r.png (https://nexusfi.com/v/66y85r.png)

The IB API is the same for everybody: here it's an reqHistoricalData(), and the data stored on IB server,...

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