I use Ninja trader with IB "snap-shot" data feed, and often have missed ticks on high/low of minutes bar, but when I checked ToS minutes bar, they do not have missed ticks, I am just wondering if there is difference between IB and ToS "snap-shot" data.
I have "referenced" the TD Ameritrade and ToS "snap-shot" data-feeds vs a Level One "IQ-Feed" quote feed from DTN and the difference is downright alarming.
I have "referenced" the TD Ameritrade and ToS "snap-shot" data-feeds vs a Level One "IQ-Feed" quote feed from DTN and the difference is downright alarming.