gidielle Posted August 5, 2016 Report Share Posted August 5, 2016 Number of Trades run in the chart, but no in the portfolio Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted August 5, 2016 Report Share Posted August 5, 2016 on chart, MT is calculating the ticks per bar. The portfolio column on the other hand just shows whatever the datafeed returns for that value and not all datafeeds return that data. Quote Link to comment Share on other sites More sharing options...
gidielle Posted August 5, 2016 Author Report Share Posted August 5, 2016 IB return 54 TRADE_COUNT tickGeneric() https://www.interactivebrokers.com/en/software/api/apiguide/tables/tick_types.htm Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted August 5, 2016 Report Share Posted August 5, 2016 Yes, and supposedly they return Avg Volume, and though MT will record it if sent, we don't actually see it sent Quote Link to comment Share on other sites More sharing options...
gidielle Posted August 5, 2016 Author Report Share Posted August 5, 2016 (edited) I don't know, TWS has the total number of trades Edited August 5, 2016 by gidielle Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted August 5, 2016 Report Share Posted August 5, 2016 I will check again but when I did before, never actually saw the value sent. Not via the API Quote Link to comment Share on other sites More sharing options...
gidielle Posted August 5, 2016 Author Report Share Posted August 5, 2016 42 minutes ago, Jerry Medved said: on chart, MT is calculating the ticks per bar. Howewer, the data feed of IB is snapshot and no tick by tick, so, as it is calulated, NoT is not the Number of Trades/Ticks but only the number of data shot by IB. Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted August 5, 2016 Report Share Posted August 5, 2016 that is correct. MT can only operate on what it gets from the feed. Quote Link to comment Share on other sites More sharing options...
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