Interactive Brokers historical data vs Quandl (CME)

I

isotope1

I'm trying to figure out why the historical data I'm pulling from Interactive Brokers doesn't agree with that which I pull from Quandl.

The Quandl data seems to agree (approximately) with the data reported on the CME website. IB is miles off. How should I be requesting IB data?

Any insight would be very helpful.

Thanks!
Chris.

NB I'm using Corn Dec 17 for testing purposes.
 
Google back-adjusted futures contracts and continuous contracts.

This is most likely the issue. I don't use IB id guess their most likely using back adjusted data while quandl is giving you every single contract from its beginning to experiation where you'll have to come up with your own system for roll overs and adjustments that you want.
 
IB only uses continuous contracts when you request the continuous contract symbol.

isotope, what specifically is off about the IB data that you're concerned about - and on what timeframe? I have access to a few data providers and can cross-check if you can point out what the problem is.
 
I'm requesting specific contracts, not continuous contracts. In this case, I'm requesting Corn Dec '17.

Here's my request for the contract on IB API:
Code: 
reqHistoricalData(self.ticker_id, contract, end_datetime, "1 W", "1 day", "TRADES", 1, 1)

Documentation for API is here: https://www.interactivebrokers.com/en/software/api/api.htm

The below screenshot shows the result from IB, and then the result from Quandl. So it looks like the Close = Settle prices, so that's good, but the rest of them don't agree.

iaysvXh.png
 
That's a good question. IB has an option that says 'UseRTH' - which I'm using. What's the difference between RTH & Globex hours?
 
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