I'm discovering errors from time to time in IB historical data.? Two recent examples with EOD data:
* negative prices for a NYSE stock - not just a -1, but values that look like prices (except negative) for several months of data up until a date, then suddenly positive (and correct) values.
* incorrect volume - NASDAQ.EPAY volumes are ~30-40% below the correct volumes as reported at NASDAQ, Yahoo etc. (This is not a RTH/ORTH error - IB's RHT+ORTH volumes are less than RTH volumes reported elsewhere).
And there's the random spikes that turn up semi-regularly also.
The random nature of the errors is somewhat troubling!? ?What is others' experience with this - is it worth persisting with IB data, and code for the potential errors?? Or is it best to use a more reliable data source?
