Interactive Brokers - incorrect tick data feed?

Discussion in 'Data Sets and Feeds' started by louisllt, May 16, 2016.

  1. louisllt

    louisllt

    I would like to trade when the market react vigorously, that usually come after the release of important economics data and events.

    But it seems IB data feeds is weird under my observation.

    1. Did any data providers provide true, complete tick by tick data real time with little latency? (i.e. the price will act normally event the market react vigorously) like esignal, IQfeed, Sierra chart...etc?

    2. in a previous post here, it stated that ""The data doesn't even match with IB TWS time sales data. It's not that there is a delay, just that some snapshots vary wildly from prior data-snaps (and data for a stretch of 3 seconds around event time does not match at all with IB TWS time sales at all, it's off by around 70 pips at times.""
    a. Have anyone meet the same situation before?
    b. but when it dose happen, the weird trade (which off by around 70 pips) should be a real trade which should be found after in a complete historical tick data? or it is totally unrealistic and never appear in real trade record?

    Thank you so much for all your help :)
     
  2. IB data are snapshot data. Use for unfiltered tick by tick data Kinetick, IQfeed
     
  3. louisllt

    louisllt

    Thanks for your reply :) I would like to find a data feed with complete ticks, have you ever compare data from Kinetick, IQfeed to top-tiered data like bloomberg?
     
  4. louisllt

    louisllt

    any one could help? :)