going back and comparing the data from the feeds reveals an astonishing number of discrepancies for the ES contract. I am wondering if this is normal and if so what is the reason. Would you recommend that I suck it up and pay the extra 20 a month to get rt data from iqfeed, because at this point it seems ib data is lacking. I am using the NT market replay recorder to record the ib data feed and comparing it to the 1 min charts using iqfeed data. The discrepancies have been on the order of actually determining whether automated trading strats are triggered or not, which is obviously a pretty big deal for me.
IB says they send representative quotes. They don't send every tick and many are bad ticks (at least in ES and NQ). I often see a trade at my stop but the stop isn't triggered and I have the orders at the exchange not the simulated two trade type on the IB server. I notice on my esignal feed that the trade at my stop often is not recorded so it musy be just a bad trade reported by IB. Happens all the time.