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Old 07-29-2012, 10:04 PM   #1
ripwinkle
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Default IB minute data aggregation

I want to confirm how NT aggregates data from the broker.
I use Interactive brokers (IB).

I want confirm that when I build a 5 min chart and 15 min chart, does NT send separate requested for 5 min and 15 min data bars to IB or does it aggregate the internally stored 5 min data and build the 15 min chart ?
Can someone please clarify on the inner working of the data storage ?

If NT does data aggregation from the 5 min data to build the 15 chart, how can I prevent it from happening and force it to get the 15 min data bars from IB ?
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Old 07-29-2012, 10:24 PM   #2
NinjaTrader_Matthew
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Hello,

We will request 1 minute series and regenerate this data to build a 5 or 15 minute series. All minute series are based off of the underlying 1 minute series.

It is not possible to request the 5 or 15 minute data from IB. The 1 minute series will always be used.
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Old 07-31-2012, 09:01 PM   #3
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Thanks Matthew!
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