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Re: continue on interfacing with Python [Re: nandv] #476764
03/29/19 15:53
03/29/19 15:53
Joined: Jul 2000
Posts: 28,024
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 28,024
Frankfurt
Maybe we're talking past each other? A bar is a time period with a start and an end. A price quote is an event that happens at a certain time. Only price quotes have timestamps.

You can also assign a timestamp to a bar, but that is only a convention. With Zorro, it is the current time at the end of the bar. Other software might use the bar start time or middle time.

Re: continue on interfacing with Python [Re: nandv] #477211
05/31/19 15:38
05/31/19 15:38
Joined: Oct 2012
Posts: 13
CO
G
gfx Offline
Newbie
gfx  Offline
Newbie
G

Joined: Oct 2012
Posts: 13
CO
Originally Posted By: nandv
IB is roughly 40% with either 1 or 2 secs after the minute edge, but max is 9sec!

I'm working from an old memory so this may be totally wrong, but... doesn't the IB interface "batch" ticks and send them out in bursts? If so, then maybe the bursts are normally coming every 2-3 seconds?

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