Support Board
Date/Time: Sat, 10 May 2025 08:35:11 +0000
Post From: True Data IB
| [2013-07-08 22:17:50] |
| Kiwi - Posts: 375 |
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Notes: Statically this is working. You can see errors on the right most chart (gap around 20530 and loss of highs in consolidation at 20630) that are corrected in the left most chart to match the -td in the middle. I will test it on real time updates when hsi opens. When running live the blue chart will get its bar opening with the first tick of the new minute but the td middle chart won't start until 5 seconds in when the first bar arrives. Where the live data is incorrect it will be corrected as soon as TD "fixes" it. I originally wrote true live, years back, because I care about bar highs and lows and needed to be sure. The Sierra Team have created a correction for data but it can't work perfectly because it is building bars in the .SCID file and the late arrival of TD will result in occasional errors. Its better but it can't be perfect. So the only way to get "perfect" charts is to collect both live and true data then use a function to create a chart that combines them after the td corrections arrive. I also created livetrue so that you could add realtime information to td charts. I did this because the Volume at Price study uses the underlying's data for volume and the -td volume is much more accurate than the live volume. Because the function uses the underlying you must run it on a -td chart to get an "accurate" volume profile. Hence livetrue. But get true live running to your satisfaction before you mess with livetrue. HSI is pretty much the fastest nastiest contract out there and I have never had a problem with IB data representing price action. It has NO lag. It is accurate with live and 5 second data are combined. But if you want "accurate" tick or volume charts then you must invest in another data feed. Personally I find time charts with correct suport and resistance, supply and demand areas, all that you need to trade so I'm more than happy with this. You could create a version of livetrue that ran other chart forms on the -td chart and corrected them for the real time information (last 5 seconds of information) but I've never done that. It actually might be interesting if there is a real interest in it from a number of people. Hmmm :) Date Time Of Last Edit: 2013-07-08 22:26:45
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