Data discrepancies between IB paper and live/real account

Discussion in 'Data Sets and Feeds' started by samovar, Sep 26, 2011.

  1. samovar

    samovar

    Turns our that IB's own data feeds for paper and live accounts may be different by as much as 2%. Has anyone else noticed that?

    I used TradeLink's Record application to record FX snapshot ticks from IB over a one-hour period on a Sunday afternoon. Here are the results:

    Recording interval: 18:50 - 19:55 EDT, 2011-09-25

    Paper account data recorded with TradeLink build 2809

    Live account data recorded with TradeLink build 3146

    Paper and live accounts owned by the same user.


    AUD.USD IDEALPRO CASH - 1.6% difference
    CHF.JPY IDEALPRO CASH - 0.7% difference
    EUR.USD IDEALPRO CASH - 2.4% difference
    GBP.USD IDEALPRO CASH - 1.5% difference
    USD.CHF IDEALPRO CASH - 2.0% difference
    USD.JPY IDEALPRO CASH - 1.9% difference

    I've attached a sample of the recording in Time,Bid,Ad,BidVol,AskVol CSV format for those curious.

    So has anyone seen a discrepancy between IB's paper and live account data?