Incorrect data in TWS

I

ILTrader

I noticed yesterday that the prices of the low and the opening were wrong in many stocks.
I compared the data with other web sorces and they were all the same except in TWS.
Example: TEX - low was 41.72 and other sources the open was the same to low 41.9
BITA - the open was 32.58 and other sources the open was the same to low 32.54
CLR - the open price was 121.41 and the low was 120.88, in other sources the open was the same as the low - 121.7
I'd be happy if someone else could check the same data to know if the problem is in my settings or the obtained data
Thanks
 
i have discussion with their CS for MONTHS(if not years) about it. still have no straight,firm answer. the reason for those discrepancies(high\low in particular) on stocks is because IB is using odd lot trades for high and low on any time frame bars and as a daily high\low. yes,some 5 shares trade, away from market will be counted as a high or low. when i get to my PC i can even post a screen shoots of this nonsense.
back in day-it was an industry standard that ONLY TRADE WITH SIZE 100 share or more was counted in highs\lows. i asked IB many times- who making those rules regarding odd lot,used for high\low? IB? FINRA? exchange? no answer.
not only that(again-stocks) they(IB) report those odd trades as 1(100 shares) via API,adding even more confusion.
 
ILTrader said:
Maybe the solution to get the real OHLC is to get the data from eSignal
More...

I do have the solution. But I'm interested to find out current " industry standard " of high/ lows and their qualifiers. Because I believe that IB just making the s***up. And doing that for years. Funny, but it the first time I see someone, who asking same question. The question, I've been asking for years. Now there two of us.. makes me think-how many people are actually trade stock here :)
 
I do not understand why only some stocks have a problem displaying the correct data
Most stocks are just fine
I have not found a specific pattern in those stocks that display incorrect data
 
Originally announced in July 2013 and finally implemented on December 9 2013 the Consolidated Tape System now reports odd lot trades as part of the redefined sale condition.

Sale conditions affect whether any individual trade qualifies to be used in the determination of the consolidated OHLCV data.

Odd lot trades, in particular, do NOT contribute to OHLC but DO contribute towards volume.

Whilst these are valid trades, then shouldn't be showing up in the daily OHLC.

Perhaps you can point IB at this site:
https://cta.nyxdata.com/CTA

The actual notice showing trade codes is here:
https://cta.nyxdata.com/cta/document/5871/c1a9ae1a8e5d8accc03c1c1c2c1e50522f774802

and the Technical Specifications provides full specs on this.
 
for those who is skeptical about my phrase that IB is making the s** up. here is an example for you : ECPG highs\lows at 2/19/2014.
once again-i can,but not interested to create a software,that would track all this in real time or EOD,but i firmly believe that what IB is doing -wrong. and it's been like this for years(high\lows based on odd trades).
again-i can dig into my posts here and search for it,but i have no interest or time.
so .you can see and check it it yourself. this stock i've traded on that day,that's how i know that high is wrong\incorrect.
PS-good luck to all of you,'traders',who using whatever indicator based on high low and IB's charts. :)
facts,only facts gentleman's..
 
but wait...there is more.. there is conversation going on right now at yahoo's TWSAPI group about 2 sec delay in quotes..ah..that brings some memories on another question that was never been answered by IB-why IB's clock in TWS are off by 2 sec?
i'm not buying their famous answer\argument-my PC clock is off. it's not.
 
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