I'm currently backtesting 3 years worth of intraday data in futures (1-min OHLC 'bar' with volume) and futures options (volume & OI by strike) using data purchased from Nanex last year, plus a couple from iVolatility.com; only recently did I see that Tradestation offers such data through their platform. While Nanex data does appear to be very high quality, minimal gaps, and a better value than CQG's Data Factory historical sets, I'm curious as to the finer details of anyone's experience with Tradestation. If you've used it, did you note any problems? Gaps, discrepancies vs other data source, 'frozen' values across several bars, etc?