Did your data provider deliver yesterday?

C

curiousGeorge8

Yesterday (the day of Brexit) IB did not have historical data for spy near the market close. Previously I had similar experience: the IB data (either market or historical) was not available when the market moved quickly.

A data provider not delivering at a time when you need it most is not good. I do not need tick data, 100ms aggregated data is perfect fine for my purpose.

What were your experience? Did you provider deliver regardless of the market condition?
 
I have IB as well and run SP/ES options on futures contracts. From my observations in the products I use, they were rock solid throughout - even when limit down and the volume dried up.

There was a significant rebalancing that occurred at the close yesterday with the Russell.
 
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