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----- Original Message -----
From: "BobR" <bobrabcd@xxxxxxxxxxxxx>
> This is what IB told me this morning:
>
> "What you are seeing on the TWS screen is real time, the market depth
screen
> is a snapshot that refreshes every 5 seconds."
Maybe they think that a "heartbeat" with an interval of 0.3 seconds is
real time. I would not blame them because with a lot of securities etc.
that is faster than they are traded.
My information is the same as Alex's so my guess would be that
the ib people "misinformed" you. (but not on purpose)
greetings
> ----- Original Message -----
> From: "Alex Matulich" <alex@xxxxxxxxxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Sent: Monday, August 11, 2003 11:16 AM
> Subject: Re: IB-MSRT-GS
>
>
> > BobR:
> > >Its just important to know what is being looked at. Others have
> > >commented that in comparing TIME bars with other datafeeds they look
the
> > >same as from IB. When comparing TICK bars there is a world of
> difference.
> >
> > I could be wrong, but I thought IB doesn't have tick data in their
> > feed, just quotes that come in at the TWS "heartbeat" interval
> > (every 0.3 seconds or some such).
> >
> > -A
> >
>
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