Hello Community, I’m streaming market data via TradeBars/TimeBars (/indicator/{streamId}/tradeBars|timeBars/subscribe) to build live charts. Confirmed through testing: neither indicator ever pushes an intrabar update - a bar only arrives once its period is fully closed.
For a chart that needs to show the current candle updating tick-by-tick, is client-side aggregation from raw trade prints (tr) the intended/recommended approach? Or is there a streaming option that pushes partial/still-forming bars that I’m missing?
Appreciate any guidance - happy to share more detail if useful.
For a chart that needs to show the current candle updating tick-by-tick, is client-side aggregation from raw trade prints (tr) the intended/recommended approach? Or is there a streaming option that pushes partial/still-forming bars that I’m missing?
Yes, that is the intended approach. You would use TradeBars or TimeBars for completed bars, and stream quotes via WSS for the current bar. This is the most performant approach as there would be too much latency introduced if we were to disseminate a current bar that is being recalculated hundres of times per second.
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