I've tested loading 1000 1-min real time bars on IB and FXCM.
IB is roughly 40% with either 1 or 2 secs after the minute edge, but max is 9sec! FXCM is all exactly on the minute!
Enclosed are two csv file of Python dump of each bar's OHCLV and Timestamp(unix epoch/second) from IB and FXCM.

This may reflects the poor IB data quality, but still the bar end time shouldn't be the timestamp of the tick *after* the bar edge.

Attached Files
r10.csv (48 downloads)
r1.csv (39 downloads)
Last edited by nandv; 03/29/19 00:55.