Don't know what's going on with your backfill, but since abandoning Ib data and going with IQ feed, it's been extremely reliable. Btw there is a discount through QT for IQ, 26 per month with Nyse, Nasdq data fees.
Don't know what's going on with your backfill, but since abandoning Ib data and going with IQ feed, it's been extremely reliable. Btw there is a discount through QT for IQ, 26 per month with Nyse, Nasdq data fees.
Problem is they use some old price that has nothing to do with the current trading. Could be $1 away. I think I know why this happens and it should be EASY to fix.
It's nice to know I'm not the only one frustrated by this issue. It certainly does cause too much of a headache for something that would seem quite simple to fix.
My workaround is either to go into the raw data table and delete the incorrect data, or zoom in on the spike on the chart, right-click, and select "spike removal". Neither method is convenient, and to do this for each and every ticker/chart is a royal pain in the hind quarters..
Since the programmers include the "spike removal" options, they are certainly are aware of the issue, I just don't understand why there isn't an easier way to solve this. No other charting software that uses IB's data feed suffers from this problem (to my knowledge). There must some other workaround. QT is great in so many other aspects, I would hate to abandon it for just this issue (though I did install Amibroker last night..)
I'm not sure if IB is entirely off the hook here either. Attached is a historical chart of the Nasdaq composite. I've cleared the chart and refreshed data several times and the bad "day" tick is still there. This is happening on other historical index charts through IB as well ($HSI, etc).
Unfortunately, QT does not let you use the "spike removal" tool on historical charts, only intraday charts. What's worse is there is no way to view the daily raw data to delete or edit the bad print. The only workaround is switch to yahoo backfill, refresh, then switch back to IB.
As far as I'm aware, this is an IB-data issue rather than a QT issue. Though QT not letting me alter historical data makes it a combined problem..