I recently use IB datafeed for 1 minute and 5 minute charting, from time to time, I noticed big price spike which may trigger auto stop or stop buy or stop sell. is that real price spike or fake? how you guys deal with such event? I'm not talking that bid/ask invert which totally screw any indicator or ATS. thanks
I have more than 10 working stop orders in TWS every day and none of them was triggered by false spikes. I guess IB has some anti-spike filter.