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As IB did not transferring time stamp for its data previously, I have
been set up in Amibroker preferrence-intraday settings to make the
start time of the interval as the time stamp of the compressed data.
Therefor , for HSI market I am trading, ( trading session 094500-
161500) On 1-minute chart, the time stamp of the first bar should be
094500
But from TWS Ver.8.73, it seems that IB began to transferring time
stamp for the data, when I tried to backfill the 1-minute data, the
first bar is 094600 sometimes, and other times, the first bar would
still be 094500, but there would be 6 bars ( instead of 5 bars ) for
the first five minutes. This had some effect on my trading, as some
signals vanished and some were created while they should not have been.
Have someone else noticed this ? It can happen on other symbols, not
necessarily HSI .
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