I'm running a number of automated strategies on NT7 using the daily OHLC data provided by Interactive Brokers, which is essential for the calculation of the next day's orders at the beginning of each trading day.
What I've noticed on numerous occasions is that on some days, IB will give erroneous data, leading to trades which are not intended by my strategies (and thus frequently culminating in a loss); when I reload IB data for the corresponding instruments a few days later and backtest; however, then it looks as though the trade should have never happened (I guess IB sometimes corrects its own data after a few days)...
Is there a way to prevent this extremely frustrating issue, by somehow ensuring that we at least get accurate end of day data from IB every day ?..
Warm Regards,
Vispilio
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