Lets say I'm running a strategy that uses 1 minute bars. Does ninjatrader build those 1 minute realtime bars using ticks that are comming through from Interactive Brokers? or does it build the bars using the 5 second snapshots that Interactive brokers API provides?
I had wrote my own platform several years ago for IB so I am familiar with the issues surrounding the streaming ticks IB provides, and hence the reason they introduced the 5 second snapshot to the API a few years ago. Can you confirm which of these methods are actually used to build the 1 minute bar in a real time strategy ran against IB?
Thanks
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