Interactive Brokers C++ API & ExSan xsn 898772

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Start:  2022-Apr-12 07:13:30

xsn 898772

High Frequency Trading - Low Latency Trading

ExSan & Interactive Brokers Trader Workstation Application Programming Interface (TWS API) Real Time Analysis.

Trader WorkStation C++ API Guide
Written by mail to: exsanplusplus@gmail.com.
Visit us at: ExSan Tweeter

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Interactive Brokers Trader Workstation API Ver 9.80.03 IDE MSFT Visual Studio Community 2022 (64-bit) ve_VS17.1.3@API_9.80.03@04.22.a
Lapse of Time: 33 seconds this JOB UTC-TIME 2022-Apr-12 12:13:31

Exsan with +100K lines of source code, is a dynamic console-oriented spreadsheet software I have conceived, created and developed. It is capable of handling extremely large data sets and performing complex calculations and analysis.
ExSan does Real Time Data (RTD -worth to say NO HISTORICAL DATA-) tick-by-tick live(instant) data analysis using Interactive Brokers C++ API.
IB allows to zoom up to 30 seconds candle graph, ExSan scrutinizes data behavior beyond that limit, it is suitable for Low Latency Trading and in general for High Frequency Quant
ExSan is already plugged-in to Interactive Brokers C++ API.

GbpUsdFx Eastern Time from 2022-Apr-12 07:13:30.940771 to 07:14:04.319069

The following graphs depict the same data though expressed in groups of n-ticks


Interactive Brokers max zoom to 30 seconds candle


ExSan does break the limit of IB, here some graphs that allow to see how data behave in reality in the stated lapse of time 33 seconds

5 Ticsk/Candel Bar


6 Ticsk/Candel Bar


7 Ticsk/Candel Bar


9 Ticsk/Candel Bar


11 Ticsk/Candel Bar


12 Ticsk/Candel Bar


13 Ticsk/Candel Bar


14 Ticsk/Candel Bar


15 Ticsk/Candel Bar


16 Ticsk/Candel Bar


21 Ticsk/Candel Bar


22 Ticsk/Candel Bar


23 Ticsk/Candel Bar


24 Ticsk/Candel Bar


27 Ticsk/Candel Bar


Interactive Brokers zoom to 30 seconds candle


ExSan Elapsed Time:->55.0373

End:2022-Apr-12 07:14:25

EXIT FROM EXSAN

ExSan _VS17.1.3@API_9.80.03@04   API_ver = 9.80.03 Boost version: 1.72.0© Registered TRADEMARK ExSan

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