One more question. When I use an exchange traded instrument with IB, and I use BrokerCommand(SET_PRICETYPE,2) in order to receive traded prices, then what is Zorro's policy when the market is open and there has been no tick for a full minute.
What open,high,low,close prices is Zorro going to send me in this case?
Do I need to check the volume in this case? Is this reliable?
Thank you,
gloria