Price discrepancies between IB and Barchart

bug-or-feature / pysystemtrade-fsb

Systematic spread betting in Python

https://pysystemtrade-fsb.bugorfeature.net/

GNU General Public License v3.0

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Price discrepancies between IB and Barchart #28

Open bug-or-feature opened 1 year ago

bug-or-feature commented 1 year ago

There are sometime discrepancies between the prices reported by IB and Barchart. This could cause issues later if we try to use the same data to trade Futures. Example:

COTTON2

Note: 2023-02-18 received a message from IB saying these instruments would be moving from quoting in dollars to cents:

CT (FUT, OPT): COTTON2
SB (FUT): SUGAR11
SF (FUT): SUGAR16
KC (FUT): COFFEE
OJ (FUT, OPT): OJ