Achilles: You say you trade "off the chart" using tick data. If by this you mean manually, and that is my supposition, I'd say virtually no effect. But it really depends on what you are looking for before entering\exiting a trade. I haven't looked into this in a few years, but I believe that when you backfill a tick chart from IB you get true tick-by-tick data. So what you could do is take a screen shot of your chart (the three issues you trade can be good fast movers with lots of very rapid gyrations). Then reload the chart using backfill and do a comparison. My guess is you'll not see much difference except during an "event" like the petroleum status report, etc. Depending on what charting program you use, the charting package may store the data in a cache or elsewhere, so when you reload you may still be seeing the sampled data stream rather than the tick-by-tick data. Just be a aware of this if you do do a screenshot comparison. IB designed their system years ago when most retail traders used dialup modems - very slow and bandwidth limited. Our charting programs were impacted by the processing time needed to process the data which would queue up in a tick-by-tick datafeed. So IB's sampling scheme avoided a lot of this. Today's world of high-speed internet access and very fast local processors have really eliminated the need for sampled data. However, the cost issue still exists. Another consideration - you almost never trade "the next tick" after the one you see on the screen. That tick occurred sometime in the past - it must travel from the exchange to IB (or whatever data source you use) and then to your machine. In a fast moving market many trades were probably completed by the time you (or an automated program) "saw" and responded to a particular tick. So if you've been making money trading on IB's data stream your method is "designed" to function in their sampled world and I doubt seeing every tick will make any difference. Jack