The time and sales window in TWS often displays prices that fluctuate as they should, but are shifted away from the actual price range by, what it seems, a constant off-set. (Curiously, the top most price displayed is correct, but the value added to the tape is then off-set.) I have seen mild off-sets such as consistently 10c above or below the actual price. And I have seen insane off-sets, such that the time and sales on a $4 stock was actually fluctuating somewhere around zero, even going into the negative.
This is very surprising to me, especially considering that trade execution history is supposed to be a regulated standardized feed.
Does anyone else experience this problem with IB data feed? If so, is there any way to fix that offset and have actually consistently precise data?
This is very surprising to me, especially considering that trade execution history is supposed to be a regulated standardized feed.
Does anyone else experience this problem with IB data feed? If so, is there any way to fix that offset and have actually consistently precise data?

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