In this thread the way that IB constructs the data for charting programs is described. The downside of this approach is that when each tick is constructed it only includes the last price within the tick period (as low as 1/5th of a second). This means that a prior higher or lower price might occur but be ignored. So your highs and lows are suspect for each bar especially if there are a lot of prices printed in a short period. I suspect this problem is biggest with markets like ES and HSI. Some solve this problem by using another data feed which IMHO weakens IB's franchise with its customers. I would prefer to see IB improve their data feed. Hence the poll: would you like to see IB's data feed improved to include the highs and lows of each period? My suggestion is that the data include another field. If the last price is the only price then thats all thats needed. If its not then the existing price field should include the high and the other field should include the low. The Sierra Chart, QT etc will still need a modification to include the improved data feed but will not be any worse even if they are not "fixed." What do others think? What does IB think?