IB backfill - you get what you paid for?

Those "bad ticks" may represent actual trades.
Some markets, like nasdaq, allow people to pay thru the market. So, if somone fatfingers 27.50 when the ask is 26.50 the order will be filled at 27.50, if there is a seller there.
 
Ask IB about the ticks and let us know.

Its more normal for a tick not to show on IB (if its within a 200ms bunching interval and isn't the last price) but thats fixed on the backfill because backfill represents all the prices.

I'm looking forward to the 5 second "true prices & volume" bar feed that should arrive soon. I'll use the live feed for my tick charts and the 5 sec feed for my longer term structural charts where absolute accuracy is more important to me.
 
Quote from 4XIS4U:

I'm aware of IB's chunking process but my question is should the spikes still be there - as my example of HPQ? What does chunking have to do with incorrect trading prices?
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Yes, what's up?
Looking at the chart only. We may think they are running stops. :D
 
Quote from whitster:
IB does NOT allow backfilling of tick data. i keep my feed on 24/7 to compile it, so it's irrelevant to me (in the index futures), but if you are desiring to backfill tick data, you will need another datafeed
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How can you make it? TWS will shutdown every 24 hour. How can you bypass this restriction?
 
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