Market data is rounded data instead of high precision data
prodoramatlin opened this issue · comments
Market data from RequestHistoricalData has a lower resolution than the one in TWS.
Inspecting a specific bar in TWS displays higher res data than the bar data received using the API. Is the data rounded somewhere along the way?
Market data from RequestHistoricalData is the same data received from TWS. It is not modified in any way.