I've noticed many bad ticks (ticks which spike far outside of the bid ask spread, don't trigger limit order fills) do not ever get removed from their historical data. Specifically on Nov 19th at 14:32pm, SPY spikes down to a low of 120.00 on their data, though I can guarantee that did not happen on the market. I've been holding out hope they they buy data from somewhere and scrub their historical data, but its been 3 weeks since that bad tick and it still hasn't been fixed. The negative of all of this is bad ticks add an unbelievable amount of unrealistic performance to backtested systems in TS, making their historical data somewhat useless for designing and backtesting systems. This surprises me because TradeStations reputation and the fact that the software is mainly designed for creating backtested strategies. Maybe they leave the bad ticks in there because it makes systems designed in TS look more favorable, possibly increasing or maintaining the user base of their software. Does anyone any have insights into this problem? I may start shopping around for my own historical data provider in the new year and write a backtesting suite myself. I'd love to find somewhere cheap like OpenTick was, if anyone has any suggestions.