Get someone using IB and someone using eSignal to send you charts in small tick and volume settings. The same parameters will chart very differently because of the missing volume and tick data on IB. You will need to drastically adjust the amount of ticks and volume to get the charts to look alike. You will find however there is no real TA problem unless you are scalping for seconds, but in a fast market eSignal will choke on the data (apart form the current eSig issues) while IB will give excellent trading data. I have done tick, range and volume studies using both IB and eSignal and trading a 3 range setting on the YM (3 points) found more advantages with IB than disadvantages. Before those studies I had convinced myself sampling was inferior, but it turned out micro trading with IB was better and this was 2/3 years back when eSig was a quality outfit. But if you are scalping for seconds then you will need something like Zenfire NinjaTrader.
The only problem with Zen Fire, unless it has changed, is they don't filter bad ticks. Often when I traded the Euro or BP Zen would show bad ticks.
I'm pretty much in agreement with you about the greater utility of a quick response compared to a pristine accounting of tick data. Very short term scalping is one trading technique where one really does need both and I can think of another. For those traders (for whatever reasons) who have elected to use OTR (One Tick Range) charts in their decision-making process, lagged , incomplete tick data renders this probe pretty much useless. By this I mean that because what you're looking at on your chart is behind the true market and as well not representative of the market's true tick patterns per se, your decision, if based solely or primarily on this probe will be at best fortuitously correct. If you have more than one data feed and know that with one the data is sampled but NOT subject to significant lag problems, then you can use this stream as a check on the other feed which although it has better quality data suffers from slowness in markets responding to some sort of "news" or to some brief period of increased, intraday volatility. Like yourself, I don't have problems with what IB does and at present am using it as a check on my other stream while I investigate further data feed options. lj
Earlier somebody mentioned (which makes sense to me) because IB takes snap shots, when the market moves hard and lots of volume it's less chance that IB will choke like Esignal and TS, wouldn't the same happen to Zenfire or TT feed too ? Any insight would be much appreciated. Anything I can do to not get choked up when a big move comes along. I use pretty simple charts and have as little info' as i can on my workscreen. I scalp for very small moves on YM and am right now in the middle of switching from IB. looking to use Ninja with a data feed. Thanks, Andy