Hi stock777
I thought your 'trade sweeps' problem would just be the 'lacking High/Low' problem, for example:
time Volume@Price (+High Low if happened)
reported by IB:
xxx:21,263 10,010@35.40
-----------
xxx:21,289 10,025@35.40
xxx:21,308 10,525@35.50
xxx:21,336 10,535@35.50...