I use IB data as primary data and kinetick as secondary. I've been testing a strategy and the performance of the same strategy applying only IB data or only kinetkck data is different.
Finally I found the problem: Kinetick data isn't filtered and IB is. This means a lack of performance of IB data when applied to tick charts.
I wanted to solve this putting Kinetick data as primary but the problem is that Bid/Ask data is different and, when launching order at Bid/Ask price, the order may not be filled if IB and Kinetick data doesn't exactly match, as often happens.
There is any way to solve this?
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