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@tommcginnis Thanks for your reply Tom. It gave me some insight. So, the IB Excel API gives me the real-time 'OPEN, HIGH, LOW, CLOSE, TIMESPAN' of the security over a 5 second period (5 sec bar). Then it resets for another 5 sec period. I was thinking about your option 2, which is [if I'm not...

Hello, I recently installed the IB's Excel API with VB programming language. The strategy I'm trying to develop looks for the real-time 5 min bars for entry. So the thing to do is to accumulate these 5-seconds bars about 60 times to come up with a real-time 5 min bar, without losing the...