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Im having a real problem with bad ticks. My data feed is esignal and it makes my testing completely useless. Simple data points like OHLC are often wrong. Especially on some of my more illiquid securities. I find that my Interactive Brokers quotes are much better. Problem is, Im constantly getting error messages. Some of throttling or something. So if I have a list of 2000 stocks, what is my best option? It feels like IB would take a month to work, if it DID work. Does anybody have any solutions to this?
Thanks,
Jim
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