Futures Charts Using IB's Data?

llljjj · May 5, 2002

Is there any software available that will use IB's futures datastream to construct intra-day charts?

BKuerbs · May 7, 2002

Try this: http://www.eltee.de/

Select "elteecharts" on the left, there is a demo-version available.

I have absolutely no experience with that software.

regards

Bernd Kuerbs

saschabr · May 7, 2002

eltee: i would not use this software,
it gets access to the tws (can theor. place orders),
but looks not very mature.

DaveN · May 7, 2002

llljjj,

The IB data feed updates once every second using a sampling algorithm. It is not a tick by tick feed. So, if you are taking that feed and constructing charts, be aware that you will see some differences in highs and lows for each bar, especially in lower timeframes.

Brutus · May 7, 2002

Is there a way to speed up the sampling rate to say 1/10 of a second?

llljjj · May 7, 2002

DaveN -

Yes. I am aware of the 1 second thing with the feed, however, my charting needs are very basic. To give you an idea how basic.....I comfortably make due with Live Charts from Lycos for $10.00 a month! I would like to use the IB feed as a chart alternative for when Live Charts is down. I would have thought more programmers out there would write up a program to accomplish this. Maybe it is harder then I thought.

TriPack · May 7, 2002

Originally posted by Brutus
Is there a way to speed up the sampling rate to say 1/10 of a second?

No that is the IB transmission rate.

Pssst · May 7, 2002

Originally posted by llljjj
DaveN -

I would like to use the IB feed as a chart alternative for when Live Charts is down. I would have thought more programmers out there would write up a program to accomplish this. Maybe it is harder then I thought.

It's very easy to program it. People must keep it for themselve.