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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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