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Market data is rounded data instead of high precision data #14

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prodoramatlin opened this issue Mar 23, 2023 · 0 comments

prodoramatlin commented Mar 23, 2023

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?

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