strategy with tick charts is not stable

R

robinxing

I am use IB api as data feed

I find the tick chart is not stable

sometimes I export the data from globalserver

when I import the data back

I find the chart changed a little

but the minute chart is more stable

do you have the same problem
 
You can't use IB for accurate tick data. Welcome to the world of IB data snapshots. The don't show accurate tick data from my memory. I you want accurate tick data get it from DTN IQ or E signal. You get what you pay for. That's why I don't use IB anymore. Their is cheap and it shows.:eek:
 
Tick charts will never be consistant since Globex and others keep changing how ticks are aggregated. You should consider other chart types (constant volume, range, renko, kagi, p&f).
 
Quote from K-Rock:

Tick charts will never be consistant since Globex and others keep changing how ticks are aggregated. You should consider other chart types (constant volume, range, renko, kagi, p&f).
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Not to mention diff. data providers aggeregate ticks in diff. ways.
 
Quote from dandxg:

You can't use IB for accurate tick data. Welcome to the world of IB data snapshots. The don't show accurate tick data from my memory. I you want accurate tick data get it from DTN IQ or E signal. You get what you pay for. That's why I don't use IB anymore. Their is cheap and it shows.:eek:
More...
This has changed in the beta version 9.2 of the API. RealTimeBars captures the EXACT Open,High,Low,Close,VWAP,Volume, and TickCount (not sampled).
My only complaint: TickCount should be replaced with UpTicks,DownTicks,SideTicks. Wow, now you're talking great data !
 
Quote from syswizard:

This has changed in the beta version 9.2 of the API. RealTimeBars captures the EXACT Open,High,Low,Close,VWAP,Volume, and TickCount (not sampled).
My only complaint: TickCount should be replaced with UpTicks,DownTicks,SideTicks. Wow, now you're talking great data !
More...

That's nice to hear. Way to go IB. Have you actually used it yet? Any glitches if so?
 
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