There has recently been some discussion about the difference between ESignal and IB data for Ensign.  One user suggested that highs and lows from different bars would be different.  These two 5-minute charts represent the two different feeds.  Can you tell which is which? To me, I see only one difference in any of the bars, and that is in the open price, which differs from the other by one tick.  Frankly, I'm amazed at the similarities between the two charts - the data difference between ESignal and Trade Station, for example, is much greater.

1  minute charts show the same - again, Siamese twins.  What amazes me is how similar they are, compared to the disparities I'm used to seeing between chart data from others such as Trade Station and QCharts.

There has also been some discussion about the quality of the "chunked" data in IB's "envelope" data bursts, compared to ESignal.  This example, which happened to me on 6/9, shows that in this one case at least, the IB data was correct and the ESignal data was not:

I got stopped last night at 1128.50 just after the Globex opened at 16:15.  It was my fault, however - I had a market stop set for 1129.25 and someone came in and picked all the fence sitters off and there was nobody between my 1129.25 market trigger and 1128.50 (apparently).  As you can see from the attached charts, the trade DID show up in the IB “envelope” (as I would have expected it to), but it did NOT show up in the ESignal-based chart or in their T&S.  I did check with CME and the trade was correct.  It DID, however show up on other traders' charts so apparently there can be  a discrepancy in data from the same vendor, possibly due to different servers.

The lessons?  (1) Never keep a market stop during the overnight session or in any illiquid market.  (2) Those IB envelopes appear to show the data very well.