Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

IB minute data aggregation

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    IB minute data aggregation

    I want to confirm how NT aggregates data from the broker.
    I use Interactive brokers (IB).

    I want confirm that when I build a 5 min chart and 15 min chart, does NT send separate requested for 5 min and 15 min data bars to IB or does it aggregate the internally stored 5 min data and build the 15 min chart ?
    Can someone please clarify on the inner working of the data storage ?

    If NT does data aggregation from the 5 min data to build the 15 chart, how can I prevent it from happening and force it to get the 15 min data bars from IB ?

    #2
    Hello,

    We will request 1 minute series and regenerate this data to build a 5 or 15 minute series. All minute series are based off of the underlying 1 minute series.

    It is not possible to request the 5 or 15 minute data from IB. The 1 minute series will always be used.
    MatthewNinjaTrader Product Management

    Comment


      #3
      Thanks Matthew!

      Comment

      Latest Posts

      Collapse

      Topics Statistics Last Post
      Started by GussJ, 03-04-2020, 03:11 PM
      11 responses
      3,229 views
      0 likes
      Last Post xiinteractive  
      Started by andrewtrades, Today, 04:57 PM
      1 response
      14 views
      0 likes
      Last Post NinjaTrader_Manfred  
      Started by chbruno, Today, 04:10 PM
      0 responses
      7 views
      0 likes
      Last Post chbruno
      by chbruno
       
      Started by josh18955, 03-25-2023, 11:16 AM
      6 responses
      441 views
      0 likes
      Last Post Delerium  
      Started by FAQtrader, Today, 03:35 PM
      0 responses
      12 views
      0 likes
      Last Post FAQtrader  
      Working...
      X