剛好看到 MC tech support 描述處理IB及時及歷史資料的不同 http://www.multicharts.com/discu ... ?f=1&t=43360#p98215
IB has confirmed that different amount of tick data (volume) is provided for third party applications compared to IB TWS:
"There have been enhancements made in the last year for TWS Time & Sales which now provides additional settings and ticks exposed to TWS that are not mapped to the API."
They have not provided any ETA when the API connection will receive the same improvements.
At the moment you can try disabling the option “Generate a new tick if Total Volume changes” in QuoteManager -> Tools Data Sources -> Interactive Brokers to get pure IB data stream, that still can be different from TWS.
If you want to force MultiCharts to get historical price and volume values from IB - you can reload the chart. But basically IB realtime minutes are not saved to the database because the bar can be different from the actual historical minute bar.
In MultiCharts realtime minutes for IB datafeed are built from ticks. <-- 和網速有關?
IB provides historical minute data. So MultiCharts requests the minute data from IB server next time you request this information.
發表於 13-9-24 13:31
害我的訊號錯誤 真可惡
顯身卡
樓主