Since I am using IB as the broker, in your experience do fills match IB filtered feed or true tick data?
Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
IB is not a tick feed
Collapse
X
-
IB is not a tick feed
Since , in your experience is it pointless to test anything with IB that is sub minute? At what time interval it becomes useless- -- 1sec, 5sec, 30 sec etc?
Since I am using IB as the broker, in your experience do fills match IB filtered feed or true tick data?Tags: None
-
IB is not true tick but for most futures they update about 10 times a second so that should be good enough for most. The data is not reliable for doing volume analysis. The 5 sec bar data is volume accurate.
When the market gets really volatile IB feed is the way to go since even the best feeds tend to lag when ticks are flying at hundreds every second.
Comment
Latest Posts
Collapse
| Topics | Statistics | Last Post | ||
|---|---|---|---|---|
|
Started by CarlTrading, 03-31-2026, 09:41 PM
|
1 response
63 views
0 likes
|
Last Post
|
||
|
Started by CarlTrading, 04-01-2026, 02:41 AM
|
0 responses
35 views
0 likes
|
Last Post
by CarlTrading
04-01-2026, 02:41 AM
|
||
|
Started by CaptainJack, 03-31-2026, 11:44 PM
|
0 responses
54 views
1 like
|
Last Post
by CaptainJack
03-31-2026, 11:44 PM
|
||
|
Started by CarlTrading, 03-30-2026, 11:51 AM
|
0 responses
61 views
0 likes
|
Last Post
by CarlTrading
03-30-2026, 11:51 AM
|
||
|
Started by CarlTrading, 03-30-2026, 11:48 AM
|
0 responses
48 views
0 likes
|
Last Post
by CarlTrading
03-30-2026, 11:48 AM
|

Comment