IB Backfill and RT into Tradestation vs others

J

jerryz

If you are only plotting price data (no volume), does IB backfill and real-time data match data from other vendors?

Say for example you plot 1 minute bars. Do the 1 minute bars from IB match the 1 minute bars from other vendors (e.g., Esignal). Are the OHLC price matching exactly for each bar?
 
IB's data is not true tick for tick. It is a aggregate or a snapshot of data if you like.

The snapshot interval is sub 1 second so discrepancies do exist but they are probably not relevant if you are not a scalper. Or even if you are. I use IB's data for backup and overwhelming majority of the time it is accurate.

All data feeds at one time or another have bad ticks and bad data. Nothing you can do.

Do a search for "IB's Tick Transmission" thread.

HTH.
 
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