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[amibroker] Re: Difference between IB and Esignal data



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I don't have a definative answer to your question, but I see the same 
thing.  I'll often get filled by IB 1 or 2 pennies ABOVE the highest 
price printed on either TradeStation or e-Signal.  I don't think it is 
a IB data issue.  I don't subscribe to any IB data.  They just take my 
order via Ninja.  It's possible IB is paying for order flow.  

I do nootice that it only happens sometimes.  I've even tried inputing 
orders simultaniously with IB & TradeStation to see if there was a 
difference in the fills.  There was not in the two snapshot test I did



--- In amibroker@xxxxxxxxxxxxxxx, "fsmart21" <jdgeddie@xxx> wrote:
>
> is there much difference between the free IB data and a paid 
> provider?  what prompts my question is that sometimes get filled on 
a 
> position when the trade never prints on the chart.  for example if i 
> enter on a stoplimit at 1 tick above previous high.  when looking at 
> the chart the previous bar's high may not been breached, but my 
trade 
> is still triggered.  just trying to determine if it's time to 
upgrade.
> 
> thanks for any opinions
>







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