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Re: reqHistoricalTicks() & batching vs. reqTickByTick() vs. reqHistoricalData(), Backtesting vs. Realtime execution


 

Yes agreed it does appear that the sequence they arrive is correct as long as it's maintained. Good idea tagging them with a serial number.... I'm gonna add that for good measure.
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Side note (just because I'm looking at it) in case helpful for anyone, here's a chart of NQ with the prices from each source. Similar but not identical, where bento seems to have higher price resolution and ibkr sorta averages ticks.
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