Two question on the 5 min bar data retrieved from IQFeed:
1) are they the "Last Trade" price? There is another thread that indicates it is not midpoint. Is there a way to get MidPoint 5 min bar price?

2) when comparing with the same 5 min bars from Interactive Brokers, we notice the bars are consistently off by one: e.g. the 9:35 AM IQFeed price matches 9:30AM IB price.
Does IQFeed provide begin-of-the-bar price?

Thank you.

Good morning,

Unfortunately, the answer to both questions would be no. You would have to build the mid from the high + low/2 to get a mid and then adjust the timestamps by subtracting the interval to have them be begin times.

Sorry, I could not be of more help,

Tim

Thank you Tim