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IB minute data aggregation

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    IB minute data aggregation

    I want to confirm how NT aggregates data from the broker.
    I use Interactive brokers (IB).

    I want confirm that when I build a 5 min chart and 15 min chart, does NT send separate requested for 5 min and 15 min data bars to IB or does it aggregate the internally stored 5 min data and build the 15 min chart ?
    Can someone please clarify on the inner working of the data storage ?

    If NT does data aggregation from the 5 min data to build the 15 chart, how can I prevent it from happening and force it to get the 15 min data bars from IB ?

    #2
    Hello,

    We will request 1 minute series and regenerate this data to build a 5 or 15 minute series. All minute series are based off of the underlying 1 minute series.

    It is not possible to request the 5 or 15 minute data from IB. The 1 minute series will always be used.
    MatthewNinjaTrader Product Management

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      #3
      Thanks Matthew!

      Comment

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