IB data close price for different time-frame
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Hi,
I'm new to backtrader and been tested the IB sample code. What I did is just to print the OHLC price from IB.
It looks to me the close prices are not the same for at a specific time, if the price is taken using different time-frame.For instance, here's the prices (OHLC) taken using different time frame.
1 minute time frame:
2020-09-20 21:16:00, 1.2922, 1.29235, 1.2921, 1.29226
2020-09-20 21:17:00, 1.29226, 1.2925, 1.29204, 1.2925
2020-09-20 21:18:00, 1.2925, 1.2927, 1.2925, 1.292515 seconds time-frame
2020-09-20 21:16:45, 1.2922, 1.29235, 1.2921, 1.29226
2020-09-20 21:17:00, 1.29226, 1.29229, 1.29204, 1.29229 2020-09-20 21:17:15, 1.29229, 1.29229, 1.29228, 1.29228The close prices at exact same time (21:17:00) are not the same for the data taken with 15 seconds and 1 minutes time-frame.
Is it an expected behavior?Thanks.