How to add bid and ask together with size field into Interactive Broker store (ibstore)
I notice that two callbacks
tickStringare implemented in
ibstore.py. OHLCV ( tag 48 in IB) data are considered in this case.
I think at least
tickSizecallback have to be implemented. For callbacks
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
The platform is not meant to deliver
bid/askprices. Those only make sense when you are working with
ticksor else you have to implement a resampling model and decide what
andbid` prices you return with higher timeframes.