Can you give me an example of a stock pair you are using? Is it a user-defined spread like IBM + GE? Not sure off-hand but we'll take a look when we get an example.
Spreads or pairs are not currently compatible with our tick bar functionality (i.e. second bars, range bars, volume bars, etc.) These tick bars are created on the desktop so we've been wary about over-working the desktop in light of the spike in market volumes, freezing/performance issues, etc. There are plans to have the server build tick bars and return them to the desktop and at that point, range bars for pairs should be easy to add.
Looking for that server-side change to be implemented by end of 09 hopefully.
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