Interactive Brokers tick by tick Data Market - C++ API & ExSan jobID 106391

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 Start:  2022-Apr-19 10:00:53

xsn 106391

High Frequency Trading - Low Latency Trading

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

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Interactive Brokers Trader Workstation API Ver 9.80.03 IDE MSFT Visual Studio Community 2022 (64-bit) ver _VS17.1.4@API_9.80.03@04.22.a_

Lapse of Time: 77 seconds

this JOB UTC-TIME 2022-Apr-19 15:00:53

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 is the C++ version of Excel! ExSan does Real Time Data RTD tick - by - tick live(instant) analysis using Interactive Brokers C++ API. Interactive Brokers zooms graphs up to 30 seconds/candle, 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 to Interactive Brokers C++ API. The next graph is the screenshot obtained from Interactive Brokers Trader Work Station
and the following graphs depict the same data though expressed in groups of n-ticks.

FOREX Euro USD 


This Job; tick in nowStart:    2562047788   nowEnd:    2562047788

EurUsdFx \nEastern Time from 2022-Apr-19 10:00:53.159391 to 10:02:10.916847


4 Ticsk/Candel Bar


5 Ticsk/Candel Bar


11 Ticsk/Candel Bar

20 Ticsk/Candel Bar


21 Ticsk/Candel Bar


28 Tick/Candel Bar


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ExSan Elapsed Time:->98.2989

End:2022-Apr-19 10:02:31

EXIT FROM EXSAN

API_ver = 9.80.03 Boost version: 1.72.0© Registered TRADEMARK ExSan

      
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