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how the bars are formed?

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    how the bars are formed?

    I have several questions on how NT creates the bars in live mode (IB).

    1. Does it build them from quotes or ask the server specifically for the bar (for example request the last OHLC from the server).

    2. What timestamp it uses for the bar, the beginning of the bar or the end.
    Last edited by mike8943; 03-06-2008, 05:02 PM.

    #2
    1) Both. Backfill=pulled from IB server, after that bars are built from realtime data.
    2) End of bar

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