Saturday, April 19, 2014

Interactive Brokers N225 Index Charts

Can't help but another rant on Interactive Brokers (IB), especially I am spending my Sunday morning doing review.

This is N225 Daily, Weekly and Monthly Charts from IB.  There was a spike on 26-Sep-2013 that send N225 to a high of 38,311.34!!!

I reported the problem to IB.  This is the few replies I got:
At times, a chart may contain outlier data figures which may skew the overall presentation of your layout. To remove such, please right click on the bar and select remove bar. 
RegardsInteractive Brokers.
IB receives our data from our data provider and we do not provide any guarantee of accuracy. What we do offer however is the ability to remove any abnormal bars from your charting using the function mentioned previously so your graph would re-scale accordingly.
Interactive Brokers. 
IB provides data as is. Though we do not pre-filter data received, you may elect to either remove the obviously erroneous bar manually or have a custom filter to exclude such from your TWS. This setting is under your chart → Edit → Globa Chart Configuration. Look under Misc section, and specify your Bar/Line chart spike protection.
If above is not satisfactory response, you may elect to subscribe to required data from external sources.
Interactive Brokers. 

Does these even make sense for an obvious data error?

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