On Sat, 1 Mar 2014, Stephen Choularton wrote: > Clearly others have come across this problem and thanks to everyone who > pointed me towards the TWSAPI Yahoo group which has some material on it. A > suggested cause is that IB sacrifices comprehensive coverage in order to keep > to real time. That is, they do NOT transmit all the tick info as at busy > times it can push the data many second back away from real time.
Without putting too fine a point on the matter, the IB tick summarization approach has NEVER purported to be 'comprehensive', but rather is designed to keep up in fast paced markets rather than bogging down There is nothing 'sacrific[al]' about it After about the hundredth time of being asked the same questions by newcomers who have not read the documentation or the back archive, the people who have the answer lose interest retyping that which the archive and documentation clearly state -- Russ herrold _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
