QLD Default OnBarUpdate, CurrentBar: 10/9/2008 9:05:47 AM 37.11
QLD Default OnBarUpdate, CurrentBar: 10/9/2008 9:05:49 AM 37.1
QLD Default OnBarUpdate, CurrentBar: 10/9/2008 9:05:50 AM 37.09
QLD Default OnBarUpdate, CurrentBar: 10/9/2008 9:05:51 AM 37.09
GLD Default OnBarUpdate, CurrentBar: 10/9/2008 9:05:49 AM 87.61
GLD Default OnBarUpdate, CurrentBar: 10/9/2008 9:05:52 AM 87.6
QLD Default OnBarUpdate, CurrentBar: 10/9/2008 9:05:52 AM 37.12
QLD Default OnBarUpdate, CurrentBar: 10/9/2008 9:05:55 AM 37.13
QLD Default OnBarUpdate, CurrentBar: 10/9/2008 9:05:56 AM 37.13
QLD Default OnBarUpdate, CurrentBar: 10/9/2008 9:05:57 AM 37.13
QLD Default OnBarUpdate, CurrentBar: 10/9/2008 9:05:58 AM 37.14
GLD Default OnBarUpdate, CurrentBar: 10/9/2008 9:05:54 AM 87.6
QLD Default OnBarUpdate, CurrentBar: 10/9/2008 9:05:59 AM 37.16
GLD Default OnBarUpdate, CurrentBar: 10/9/2008 9:05:59 AM 87.62
QLD Default OnBarUpdate, CurrentBar: 10/9/2008 9:06:00 AM 37.14
QLD Default OnBarUpdate, CurrentBar: 10/9/2008 9:06:04 AM 37.14
GLD Default OnBarUpdate, CurrentBar: 10/9/2008 9:06:02 AM 87.63
Does this mean I`m not receiving market data every second?
If the strategy calculates a 20 period moving average, is the data used by the moving average going to be that of the previous 20 seconds, or of the previous 20 data samples received, which will be more than 20 seconds if the data samples aren't arriving every second?
I`m connected via IB (live, not paper trade account), with Barchart for historical data. I`m open to recomendations on other connections.
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