I was just doing some comparison between 15 minute futures data. There are quite a few discrepancies in IBs historical data. I compared IB to Tradingview and IQFeed. IB had a lot of discrepancies whilst Tradingview and IQFeed were the same. Has anybody else experienced this? What does everybody else use for their historical data. And if IB provides bad data, how do you get around automated live trading with them?
i use ib data on sierra chart for heap big pile o moon. get your questions answered in detail at Interactive Brokers message center.
You'll find discrepancies even in IB's end of day OHLC data for some of the most popular instruments out there such as SPY. Such as sometime in 2006 when SPY traded at over 6000 per share. I made a filter to filter out extreme errors. But if you want precision, buy a better data feed. It works for what I use it for.