Currently WL7 send requests for Second and Volume bars as Tick requests and then builds the second and volume bars internally. This is a huge waste of resources for providers that natively support Second and Volume bars like IQFeed. IB supports Second bars.
Ticks are wildly suboptimal for Second and Volume bar historic requests! Allow providers to natively request and return Second and Volume bars.
Ticks are wildly suboptimal for Second and Volume bar historic requests! Allow providers to natively request and return Second and Volume bars.
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