as often described in the forum IB aggregates data in it´s live feed. My major question is: Are the (1-Min) data the same when I reload the data from IB´s historical dataserver as when I record them in live mode?
Maybe they also send any new highs/lows and the correct close for every 1-Min Time Frame in the live feed (at least this would be fine )?
Or do they just send a snapshot (incl. the last traded price) every x milliseconds in the live feed and the correct OHLC-Data in the Hist-Feed?
Thanks a lot
Joerg
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