yeah..filter it. if you dig a bit deeper you will see that those spikes are probably caused by trades outside of NBBO at that time. very simple. what else you expect from free data?
Some amount of filtering is always necessary if the system you run depend on the core "NBBO" data series. The only other retail feed that I've found reliable and able to "keep up" is IQFeed. As mentioned above, I found no noticeable difference between the two.
I agree filtering works but not as you propose. First, many trades lie outside the current best bid/offer. Someone who takes out several levels could print a trade several levels away from the CURRENT bid/offer. Secondly you do not know where the next bid/offer lies, it could be half a standard deviation away from current levels because of news releases or what have you. There are ways to filter bad prints but its not as simple as you imply. A whole industry feeds off this issue and even they are not doing a superb job.
On top, IIRC; it could be a report for an out of exchange trade. Those have to be reported within 3 minutes. But if the market moves in those minutes, then obviously the trade would be reported outside best bid/ask.