OK @Gordon Eldest, I will have a look at marketDepth API.
As a matter of fact, i'm not really interested in having the real granularity of the tick. I could be happy with 50-ticks candles which would be the good ones, the same ones as in PRT. Is it possible in IBAPI the get 50-ticks candles ??
Or having the real number of ticks agregated in one IBAPI tick returned by historicalTicksLast??
Thanks
