IB's Data feed

[Xraptor]

Gentlemans from the IB please add the callback tickPrice time Stamp! Or will make a new callback kind of LastPrice(double price, string DataTime) as the tickPrice!

Now this's very bad approach!

 

[marsman]

Gentlemans from the IB please add the callback tickPrice time Stamp! Or will make a new callback kind of LastPrice(double price, string DataTime) as the tickPrice!

Just a workaround idea:
You could add the ticktime yourself immediately when you get the tickPrice...

 

[Xraptor]

Just a workaround idea:
You could add the ticktime yourself immediately when you get the tickPrice...

marsman, it doesn't work see above ...

 

[marsman]

marsman, it doesn't work see above ...

which posting number do you mean?

 

[marsman]

I want to get the tick price with date and time, for correct charting!
IB ignores the fact that between client and IB's server may be some delays and provides tick prices without date and time or provides data via RealTimeRars having a delay of 5 second (Why more 5 seconds, but not less than a second?).

Come on man, it seems you don't know what a bar is. A bar is a consolidation of a timeframe, it can be built only after the barsize in units of time.
Meaning: you get the bar after the 5 seconds. So, what else do you expect or await?
FYI: http://www.investopedia.com/terms/b/bar.asp

 

[conduit]

Yes correct but they don't. We gotta deal with it. Or else you need to change the data provider.

We have alredy talked about this above, this's IB's a bad. If IB add date-time stamp in the PriceTick (or last price) we don't have this a problem!

 

[Xraptor]

Interestingly how does working trading platforms? We can't see what is happening inside the code but we can see the IB's log file. I see most of platforms use only HictoricalDate and TickPrice ...
It's means that they can have a incorrect charts too!

 

[JackRab]

I don't get the whole issue...

Firstly... who uses 5sec bars? Really? What are you trying to achieve with 5sec bars?

If you want to create your own bar, just get the historical data... which has time stamps and then create the new bar with real time data ticks... I don't see how that can be incorrect

 

[conduit]

It does not matter even what he wants to do with it. If he created subsequent bars off the live realtime data snapshots then he could create 1s bars for what it's worth.

But overall we seem to be on the same page: get the historical bars and then build new ones from real time data.

I don't get the whole issue...

Firstly... who uses 5sec bars? Really? What are you trying to achieve with 5sec bars?

If you want to create your own bar, just get the historical data... which has time stamps and then create the new bar with real time data ticks... I don't see how that can be incorrect