But IB sends two types of "snapshots", one every ~200ms, and one every 5 seconds. NT chooses to build it's bars using the 200ms snapshots.
Is there anyway for NT to instead use the 5 second snapshots? These are much more reliable and accurate (plus, they have native time stamps!). If not now, maybe in a future release of NT? I feel like the change could be made with a few lines of code, since you'd simply be changing which type of IB data you'd be subscribing to (reqRealTimeBars() instead of reqMktData()):
Comment