Tomasz,
Thank you for this new precision – I think that
this is important to know for every AB customer using IB as data feed. And my
guess here is that indeed probably metaserver doesn’t take into account
duplicate ticks and therefore will record both.
Your precision was important to me and this will
probably lead me to work more on fixed intraday time frame (1-2-5 minutes, etc)
rather than tick although I will not drop it completely as even those “tick-like”
count (with IB) can be useful on other studies.
Thanks again,
Carl