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Non-Tech : Interactive Brokers / Timberhill -- Ignore unavailable to you. Want to Upgrade?

To: CynicalTruth who wrote (2621)	3/14/2002 10:34:52 AM
From: fut_trade	Read Replies (2) \| Respond to of 9012

I'm using it mainly for the emini. The price bars are of comparable quality to those of Mytrack. For 15 minute price bars, it doesn't matter too much if a few ticks are missed here and there.

To: CynicalTruth who wrote (2621)	3/15/2002 1:20:35 AM
From: eriksonc	Read Replies (1) \| Respond to of 9012

[3: Data "Relativity".... A trade isn't a single event, it is two, comprising of a price event and a size event. In my mind I see a problem, again with fast moving issues, as to the correct matching of last price and last size... It may not be matched. IMO IB should have implemented a trade "TYPE"(VB) and corresponding cpp "STRUCT" to insure price-size matching....] You can match price and size events based on time. If an event (or events) come in for a symbol and then you don't get another event for that symbol within say 100 milliseconds, then you can match all of those previous events together. This works because of IB's one quote per second restriction - a quote being a combination of price and size events that get sent out almost simultaneously. Carl