How to add bid and ask together with size field into Interactive Broker store (ibstore)



  • I notice that two callbacks tickPrice and tickString are implemented in ibstore.py. OHLCV ( tag 48 in IB) data are considered in this case.

    I think at least tickSize callback have to be implemented. For callbacks tickPrice and tickString, tag 0 - 4 needs to be handled. But I am not sure how to link this to the ibfeed.

    Could someone help me or give me a clue how to integrate this to the ibfeed please? I am new to backtrader... Thanks a lot.

    I found this maybe helpful

    Regards,
    Zhe


  • administrators

    The platform is not meant to deliver bid/ask prices. Those only make sense when you are working with ticks or else you have to implement a resampling model and decide whats theaskandbid` prices you return with higher timeframes.


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