Yeah I didn't see that there was a 1s api at the time. Sent on the Sprint® Now Network from my BlackBerry®
-----Original Message----- From: Eugene Kononov <[email protected]> Sender: [email protected] Date: Sun, 7 Nov 2010 11:47:16 To: <[email protected]> Reply-To: [email protected] Subject: Re: [JBookTrader] Re: Volume On Sun, Nov 7, 2010 at 11:43 AM, Klaus <[email protected]>wrote: > Perhaps I am getting something wrong here or misunderstanding, > regarding the plan. > Let's suppose we can merge this and have 1sec annotated historical > data. > We can use this to for optimization and so on, but what does this > help, if the live data is 5sec volume? > > The 5s volume data was John's implementation. He was making use of the 5-second IB API update. I will do it differently, using the tickSize() API call, which gives real-time volume updates. This will make it possible to record 1-second volume. This functionality will be in the next release. -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en. -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
