Thank you again for very informative posts. In that case ticks stamped with the same second should at least arrive in sequence. For some strategies that should be ok considering that this is internet data delivery which by definition is delayed by up to 1 second from the moment of actual trade to the time it shows on my screen. Strategy has to be tailored to the data delivery quality because beyond that data is becoming extremely expensive. I am actually looking for better set of historical data since IB is only good for half year to 1 year worth of bar data and IQ Feed claims to provide more or less 5 years of data depending what is being requested. I also want better alternative to IB sampled data stream. AT is cheaper and with no developer fee but offer 2-3 years of historical data. Also API quality is important and you have mentioned that IQ Feed API is well documented.