Secondly, I am using a datafeed from Interactive Brokers TWS. Specifically I am using 2 minute bars and as the ticks occur I can see the bars being built. I am finding that frequently the completed 2min NT bars are not correct (high/low/close/volume) and I have to reload the data as above. This redraws the chart and all is fine. It takes 15-30seconds which is not a lot but when you are looking at 2min bars it is an eternity. Is there a way to do a refresh of only the last bar or a few bars?
I am also wondering whether I am building the bars correctly???? Are the NT bars being built via ticks or by minute data from TWS? Where is this determined? Under Options > Data > Realtime data I have selected "Save chart data as historical". Perhaps this should not be ticked? What exactly does it do? There is also an option in the same place titled "Filter bad ticks", which I have not got checked but I do not know what it does.
Alternatively, is there a fix for the API such that the bars are drawn correctly the first time?
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