Create a Fake Bar

AFL Programming
1

Hi

I found that the IB Data Feed not included the data of order Executed in Auction Period.

Is it possible to get the "Open of 1st Bar 09:15:59",

and then create a data for 09:14:59 and show on the chart as Fig.1?
image
Many Thanks!!

Regards,

Ben

2

That does not depend on us but on Interactive Brokers.

Data can only create bars if given data point is sent by TWS via tickPrice message, see:
https://interactivebrokers.github.io/tws-api/interfaceIBApi_1_1EWrapper.html#ae851ec3a1e0fa2d0964c7779b0c89718