I should also point out these 5-second bars are RAW, unlike the other time frames supported. i.e. they are not filtered for spikes or IB's idea of cleaning up the data. This is useful.
Any word on implementation? Logan --- In [email protected], "loganruns73" <[EMAIL PROTECTED]> wrote: > > Real-time 5-second bars has been available since TWS API v9.2. Current > API is v9.4 and Beta is v9.8. So when will it be added to the IB data > plugin? > > Logan > > --- In [email protected], "Tomasz Janeczko" <groups@> > Yes > they have added reqRealTimeBars recently > > > (http://individuals.interactivebrokers.com/php/webhelp/Interoperabilit y/ > Socket_Client_C++/eclientsocket.htm#realTimeBars) > > that is supposed to address the problem of timestamp, but then.... > > suprise.... we can read that: "barSize - Currently only 5 second bars > are supported, if any other value is used, an exception will > > be thrown" > > > > Oh great, only 5 second bars. >
