The question was an unintentional IQ test. You failed, too. Acquaint yourself with the Ignore button if you don't understand what I write.
I would not say that "somebody" intentionally corrects data. The data are just too much, dispersed on different exchanges (for example there already NYSE registered stocks trading not only on NYSE, NYSE being only 25% of their trading volume). Currently there is no way any single entity to have a "representative" intra-day data. The limitations to get intra-day data are too many. One of it - not all sources are giving you enough historical data; a lot of bid/ask data is just noise - I posted here on ET about this - it is new consequence of the new market structure and HFT. The point is to get your data from a place most probably "correct" and close to the environment you want to trade in and focus on "select" stocks only, not all of them. On stocks least likely a subject of manipulation - this leaves you not many, but at least they are more reliable and predictable.
What broker are you using, what instruments are you talking about, and what type of data are you working with? For example, I'm pretty certain that IB compresses/aggregates tick data, meaning that volume-bar and tick charts created from IB data will look different from your Esignal charts, as will time & sales. In this case you should trust the unfiltered Esignal data. I don't know about other brokers but realize that brokers are in the brokerage business, not the data provision business. I'm sure the instantaneous quotes are going to be reliable, but when you start getting into charting, historical data, feeds for third-party applications etc. it gets more dubious. I'm not sure if 'market fragmentation' actually leads to meaningful data differences on stocks and FX, but it seems possible if you're working with very high-frequency data. Finally, it could just be a temporary problem either with your broker's feed or the Esignal data.
Many thanks. I am using MBT, autotrading stocks (with NinjaTrader), and making use of various intraday timeframes from the 10s of seconds up to 30 minutes. I trade off the MBT data feed, but backtest/optimize off the eSignal feed. I am pretty sure I could be trading off the eSignal data, and will look further into this ... Thanks again.
You could well be correct; I don't know. However, to take this line of thought further, the differences in datafeeds lead to bars with different OHLCs. On this basis, any strategy sensitive to the bars' OHLCs would be sensitive to differences in datafeeds, and therefore wouldn't work (according to your statement above). Therefore, any strategy sensitive to bars' OHLCs wouldn't work?
Are implying that brokers are manipulating data? Do you have such observation or it is just an educated guess? Or you are referring to something else?
You should look at the ticks not the bars, compare both tick streams and write to eSignal to ask why this difference exist. This is under assumption that you use the same charting tool to show the bars, is this correct assumed?