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 [email protected], "fsmart21" <[EMAIL PROTECTED]> 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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