Reading your blog on data providers, it appears that IBKR provides what you call conflated data about 4 times a second. I would guess then that they probably provide (or WL8 constructs) 10 second bars for SPX (or .SPX or ^SPX depending on the provider). Just checking.
Thanks!
Thanks!
Rename
Yes, just try it. First load a chart with a small range, like 1 week so that you don't have to wait forever for the backfill, and then request 10-second bars.
Use "SPX" - that symbol is set up by default in IBContracts.txt.
And keep in mind that SPX is a CBOE market symbol and therefore its timestamps are in CST.
Use "SPX" - that symbol is set up by default in IBContracts.txt.
And keep in mind that SPX is a CBOE market symbol and therefore its timestamps are in CST.
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