I want to combine real-time and historical data with ib_insync for analysis. I cannot find something similar to IB EWrapper tickPrice callback.
Ib_insync:
(1)How to get millisecond data? (2)How to get the time-stamp of each price in (1)? (3)As real-time price needs to be concatenated with historical price of previous 3 days, is the timestamp of (2) compatible with historical price timestamp?
Thank you.
