This is due to IB feed was NOT created as tick-by-tick and in no way intended to generate time&product sales series, but somewhat exclusively to update TWS Show grid. Connectivity: It provides reduced latency serious-time connectivity to Amibroker making use of its proprietary plugin. The tick by tick data https://amibrokerdata32108.topbloghub.com/35171054/rumored-buzz-on-amibroker-data