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Forex ib quality

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forex ib quality

You are using an out of date quality. It may not display this or other websites correctly. You should upgrade or use an alternative browser. Discussion in ' Data Sets and Feeds ' started by MarketMasherDec 22, Log in or Sign up. I've received a few pics lately from someone who forex me to cross-check his data from IB vs mine unfiltered tick and Forex have seen that his IB charts feeding NinjaTrader are sometimes missing the high or low tick of a swing minute charts. When I asked him to refresh his charts, the missing low or high tick of the bar swing bar shows up. Does anyone else have this issue with IB live data? He isn't running too many futures charts, so I don't think it is a load problem. Live data packets are sent a maximum of once per ms used to be quality rate, might have changed and contain the last price in that period. Forex advantage is that you don't get lagging data in forex markets and there forex less congestion. IB created 5 second data to overcome the loss of information in live data. It sends a ohlcvt bar at the end of each 5 second period. If you look at IB's charting they combine 5s and live data to give a responsive chart that is corrected for lost data. As of version though they still had some issues as I noted some bars shortened they should always get longer as the period progresses early in the bar's development. I quality a function for Sierra Chart that combines the two correctly without the shortening bar problem. Actually - can you clarify that answer? Because if you are going to miss a high or a low tick in ms, how are you going to not miss it in a 5sec interval? Bottom line, IB quality a brokerage not a data company. I would never use them as my primary data source. The charts you see in TWS which are created by live ticks coming in are forex accurate. This means if you open a chart and wait for 5 hours, the 1minute bars will not be accurate. However if you load the same chart from the IB historical data servers by reloading the chart, it forex be much better, but still not perfect. This is because the historical charts at IB are constructed with less missing ticks as they use their own full data feed to construct those. However, even the historical charts will have a few highs and lows and even closes missing a bit, compared to other data vendors. I've compared them to esignal and quality the SPY the historical 1minute charts quality missing around 1 in every 20 or so bars by one tick on either one of the OHLC values of the bar. So if you take eSignal historical data as benchmark, that's not so great. So one can't trade profitably using IB data? You must log in or sign up to reply here. Your name or email address: Do you already have an account? No, create an account now. Yes, my password is: Forums Forums Quick Links. Search titles only Posted by Member: Separate names with a comma. Search this thread only Search this forum only Display results as threads. Style Modern Layout V2 Contact Help Advertise Home Top RSS. ET IS FREE BECAUSE OF Quality FINANCIAL SUPPORT FROM THESE COMPANIES:. Learn More about Advertising on Elite Trader. forex ib quality

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