When requesting historical bar data with the EClient.reqHistoricalData() function, you can subscribe for updates on incomplete bars by setting the keepUpToDate argument to True. Updates with identical timestamps will then be delivered until the end of the current bar. These updates will arrive approximately every 4-6 seconds to the EWrapper.historicalDataUpdate() function. For more information on requesting historical bar data and the keepUpToDate function parameter, please see the documentation.
How can I receive updates on incomplete bars/candles using the TWS API?
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