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Hi 

 

MT plots sub-minute bars ok on live data from the IB feed, however when backfilling the bar shape distorts and all historic data does not plot correctly.  IB seem to intimate that their Historical feed supports requests for sub-minute data in their API notes.  I get the same with QT also, so maybe its how the feed sends out the data.

 

Also as a suggestion if MT is going to support sub-minute bars why not have a "second" bar type selection and then be able to define the data in seconds and maybe have the choice of a 5,10,15,30 like with the IB charts.  Maybe this wouldn't work universally with other feeds so would be specifically for the IB feed. 

 

With goodwill and respect

 

QT_FAN 

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Posted

Backfill data from most sources is 1 minute OHLC, so sub-minute bars are not possible. MT (and QT for that matter) store backfilled data as 4 points per minute - one for each Open, High, Low, and Close for the minute.  IQFeed has tick backfill. some others soon too.

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