Tickstring vs Real Time Bar

Squirrel Singing

Hi Fellow Backtraders,

I am learning the live trading functionality of backtrader and came upon the following text in documentation.

Besides the restriction of 5s or 250ms on the tickbars and tickstrings, can I ask what other differences are there between tickbars and tickstrings in Interactive Brokers?

Is one more accurate than the other?

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RealTime Data in 3 flavors

tickPrice events (via IB reqMktData)
Used for CASH products (experimentation with at least TWS API 9.70 has shown no support for the other types)

Receives a tick price event by looking at the BID prices, which according to the non-official Internet literature seems to be the way to track the CASH market prices.

Timestamps are generated locally in the system. An offset to the IB Server time can be used if wished by the end user (calculated from IB reqCurrentTime)

tickString events (aka RTVolume (via IB reqMktData)
Receives a OHLC/Volume snapshot from IB approx. every 250ms (or greater if no trading has happened)

RealTimeBars events (via IB reqRealTimeBars)
Receives historical 5 seconds bars (duration fixed by IB) every 5 seconds

If the chosen timeframe/combination is below the level Seconds/5 this feature will be automatically disabled.

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Squirrel Singing

Just to rephrase my question,

Besides the restriction of 5s or 250ms on the RealTimeBars and tickString, can I ask what other differences are there between RealTimeBars and tickString in Interactive Brokers?

Is one more accurate than the other?