I use Sierra Chart with IB TWS providing data and have got into a debate with another trader about how "good" IB data is. I contend that its pretty good although it will miss a price or two. He contends that its pretty bad. To quote: "SC/IB's highs and lows are frequently short of one tick on ES. I know that eSignal's tick data is correct because I can see its streaming bid/ask/trade chart. This is a chart that shows 3 lines for bid, asd, and trade. This chart moves when any of bid/ask/trade changes. I feel that IB's TWS is xxx interval based xxx. This might be the reason why SC/IB's data is off. " "It hardly matters if you trade big time frame or slower markets. But if you trade world's fastest market(S&P e-mini) with small timeframe, it makes a big deferrence. Error occurs only when markets are moving so fast that software's interval update approach couldn't handle it in time." "IB misses a high or low about every few minutes on ES due to big trading volumes." and finally his belief about how you represent the data: "If TWS is using interval update method (as I suspect) to get data from its data servers, it's just imposible to transmitt all trades. No matter how small its update interval is, you can not bundle all trades ocurred in that interval in time before passing it to TWS from IB data server. This is because data arrival time from exchange to IB data server could be after the batch has been sent out. Next batch excludes the previous interval so late arrivals are squeezed out. For what TWS does, I wouldn't want IB to delay its batching for late arrivals. So what we have from IB is the best they can do. It's a trading station, not a data service provider. " We all agree that we'd prefer fast timely data to absolutely accurate data but there is this belief that ib data is "very" inaccurate that leads people to choose other sources and disparage IB. So, guys, is it as bad as he claims and how do you handle batching of data out to the TWS data feed?