Does anyoneb know if the IBKR workstation supports defining a bar not as length of time, but rather one that is guaranteed to contain a user defined number of ticks?
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You asked about IBKR TWS - I think only n-second charts are available there.
WealthLab supports historical n-tick, n-volume, and 10, 15, and 30-second bars from IB - but it's not recommended that you use it. Live "ticks" are not supported by our IB Provider. Streaming gives you conflated data at about a 250msec sample rate. (IB's API does support a small number (3?) of live tick streams, but again, our IB Provider doesn't use that.)
Even so, because of the excessive delays (we're talking about hours) in accessing ticks historically, I've recently considered removing tick support from the IB Provider. If you want to work with ticks, you need a real data provider like IQFeed.
WealthLab supports historical n-tick, n-volume, and 10, 15, and 30-second bars from IB - but it's not recommended that you use it. Live "ticks" are not supported by our IB Provider. Streaming gives you conflated data at about a 250msec sample rate. (IB's API does support a small number (3?) of live tick streams, but again, our IB Provider doesn't use that.)
Even so, because of the excessive delays (we're talking about hours) in accessing ticks historically, I've recently considered removing tick support from the IB Provider. If you want to work with ticks, you need a real data provider like IQFeed.
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