Hey guys, Can someone else with a Barchart subscription check something for me, and let me know if I'm nuts? Look at GNK (NYSE) on 3/19, at 10 AM exactly. Barchart (1 minute bars) showed it spiking at about 14.40 - 14.50 at that point. My backtesting results were haywire, compared to my real-world results... and I couldn't figure out why. But then I looked on Google finance, and double checked with TDA back-up feed... and the results are WAY off. (Well, about 10 minutes off.) On TDA, it looks like that 14.40-14.50 spike happened at 9:50 or so... and was down to 14.05 by 10:00 AM. That's a pretty significant difference from a backtesting point of view...
On a related note... are there *any* data providers out there that provide a filtered historical data service? All of my historical feeds have glitches in it that are filtered out in real time... and the result is that it throws my code (which depends on stop orders in backtesting) to hell.