Missing Bars
Posted: Jun 04 2007
Hi There,
I have a question. I understand that IB delivers there data as a "snapshot" every 0.25-0.3 secs. Basically sending what's changed since the the last snapshot 0.25 secs ago.
What happens if your charting compression is 1 minute and nothing changes (market goes quiet) for 3 minutes? Does that mean MC doesn't paint any new bars for 2 or 3 minutes. So the last bar was 2.05pm, market goes quiet for 3 minutes, then starts going again, next bar to paint is 2.08pm. Bars for 2.06pm and 2.07pm are non-existent as nothing changed during these times.
Does this make sense?
Cheers
Darren
I have a question. I understand that IB delivers there data as a "snapshot" every 0.25-0.3 secs. Basically sending what's changed since the the last snapshot 0.25 secs ago.
What happens if your charting compression is 1 minute and nothing changes (market goes quiet) for 3 minutes? Does that mean MC doesn't paint any new bars for 2 or 3 minutes. So the last bar was 2.05pm, market goes quiet for 3 minutes, then starts going again, next bar to paint is 2.08pm. Bars for 2.06pm and 2.07pm are non-existent as nothing changed during these times.
Does this make sense?
Cheers
Darren