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jmeisen
Posted : Saturday, July 30, 2011 1:04:58 PM
Registered User
Joined: 6/5/2010
Posts: 27

There is a selection box in 'Add Bar Interval' box that options "Do Not use Streaming Data".  If I create a time interval, for example 3 Minute, then the option is available to either check or not.  I was under the impression that all intra day data was streaming.  Is this true?  What is the difference between creating a 3 min bar with or without the Streaming Data option checked?

Thanks,

jm

Bruce_L
Posted : Monday, August 1, 2011 10:43:17 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
Bars are normally constructed from both the downloaded data and the streaming realtime data. In the case of 3-Minute Bars, they would be constructed from the 1-Minute data which has been downloaded plus the streaming data consisting of only the most recent price. As new streaming data comes in, the current 3-Minute Bar would be adjusted to take into account the current price.

If Do not use streaming data is checked, the 3-Minute Bars would be constructed entirely using completed 1-Minute data. Whenever a new 1-Minute Bar was completed and downloaded, the 3-Minute Bar would be updated as well. But the streaming data returning the current price would not be used to update the 3-Minute Bar.

-Bruce
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