Trade data discrepancy (Tick Data)

I use IQFeed. Real-time, I don't believe there are "bad" ticks. These ticks are real and if you have a stop set it will execute. I only check to make sure not to use "out of order" data (I have never checked to see if it catches anything). I don't know about historical tick data, but the historical 1min data seems to be based on the real-time tick data and seems correct. The historical daily data, like all daily data I have seen, is corrected and is therefore incorrect. It includes trades by institutions that were reported later in the day. These trades can be way out of the actual, tradable range, of the day and really mess up backtesting on daily data.
TradingView data does not include all of the trades as someone pointed out.
I use IB for my broker, but not for data. The data they stream to you is not the data they use internally. They are a broker, not a data supplier. Your stops can be hit without their streaming data printing.
 
There are conditions you must follow when generating an aggregate/bar ( OHLCV ). These are different for both CTA and UTP SIP feeds. We wrote a little article about this ( https://polygon.io/blog/understanding-trade-eligibility/ ).

Trades which happen off of exchanges and are reported to FINRA do not get counted in aggregate price ( only volume ). So the trade can be lower than that minutes high or low. The trade still happened, most likely in a dark pool.

I hope this helps.
 
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