You talking about different Times & Sales info lots/contract info, different Bid & Ask info or just the actual price quote only ?
Call them and ask whom their getting their data feed from. Also, use any free screen recorder and record both brokers side by side. Next, call your specific broker (get his/her name and email address) and email them a short video of the difference and ask that question again.
Its a well known fact that some brokers filter their data while others do not or some are slower than others in getting the data from the exchanges...also depends on how many middle man (data servers or whatever its called) is between the exchange and your broker.
Its just one of those flaws in the data exchanges that usually only impacts "retail traders".
The above is also true for pure data vendors (e.g eSignal, multicharts) that are not in the brokerage business...its very common to see differences in the data but usually not too significant. Yet, if one is consistently seconds behind another broker or seconds behind a pure data vendor...time to switch don't you think. Just as important, if one has completely different data...you need to do a little investigation as to why because that's bad for any kind of trading.
Slow data versus Different Data...the latter very problematic and most like due to some kind of "filtering" that's going on. In case of the latter (different data), it can impact your trading depending upon what kind of trader you're using.
Its a shame that most traders don't compare side by side in real-time different data sources. Some naively think that if you don't use "market orders"...its ok. The problem with that logic is that if you're using someone that's filtering their data...you're making trade decisions based upon incorrect data regardless to the order type you're using.
Once again, this is more common than most traders think and you can see the issue only when comparing different brokers or different data vendors side by side in real-time.
P.S. If you're only seeing the differences in very volatile fast moving markets like what we recently had the past week. That's an unusual volatile price action that's not normal to see on a regular basis. Only the top brokers are able to keep up with that type of volatility accurately...such as those that mainly deal with institutional clients in comparison to other brokers that mainly deal with retail clients.
