Oct

19

Does anyone know whether the samples of data IB uses to display their charts and trades in order to keep up with fast markets is representative and proportionate on either side of market or where that info might be researched?

Phil McDonnell replies: 

My understanding from list member Chris Cooper is that IB skips trades to maintain real time numbers. The way to test for bias would be to get hold of some real tick data and compare for anomalies or bias.


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