The data feed from Interactive Brokers is in a different format for some symbols than any of the data vendors I have tried. I am looking to use IB for the RT feed and eSignal or IQFeed for the backfill.
On some symbols, for example 6J, the feed from IB comes in as 0.009428 where the feed from IQ Feed and others comes in at 0.9428. This is also an issue with Sugar (IB 0.1148, IQ Feed 11.48) and a couple of others. This of course makes charts unreadable and indicator calculations crazy.
I tried a demo of Mirus today and their feed looks to be the same as IB at least with respect to 6J.
Is there a way to effectively use IB as a RT feed and a data vendor as a backfill for these symbols?
Thanks,
Guy
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