I am wondering what people do in order to clean their intraday data. In particular, I use a lot of intraday (1-minute) data from IB, which is full of bad prints, especially on SPY. Bad prints are especially problematic since they will severely bias any strategy that relies on lows/highs, rather than simply vwap. I have developed my own code to filter outliers, which I think does a reasonable job at removing bad prints (at least passes visual inspection). I am wondering if anyone else has encountered similar problems, and what their thoughts are.