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Good to see The List is still alive, that we are back in a house, very
low latency broadband is available in the house.
My list of questions is short: just one about our recent option to
download history from InterActive Brokers: what is the content of a
data history download from IB?
The problem: the history downloader I'm testing for one of the
developers of interfaces between IB and TS2ki appears to add zero vol
lines to the GlobalServer where none exist in the realtime collected GS
database.
The realtime database works nicely for my approach with TS2ki set up to
show tick charts of IB's feed.
What is happening to spoil my fun is the the developer is attempting to
simulate tick data with the following in his words below. This results
in a GlobalServer database filled with zero vol bars when none were
originally sent in a realtime-built database.
This creates a large mis-match between a history download-based chart
and one built from only realtime-built data from GS.
Liam
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Software takes 1 second bar with OHLC and volume. Then it makes 4 ticks.
To assign volume for every tick it uses algorythm:
1st,2nd 3rd ticks: (bar volume/4); 4th tick: (bar volume/4) +(bar
volume-4*(bar volume)/4). So the summation of tick volume will be bar
volume. And if bar volume is less than 4 (f.e. 3), first 3 ticks will
have 0 volume and 4th - 3;
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