I’m trying to figure out why the historical data I’m pulling from Interactive Brokers doesn’t agree with that which I pull from Quandl.
The Quandl data seems to agree (approximately) with the data reported on the CME website. IB is miles off. How should I be requesting IB data?
Any insight would be very helpful.
Thanks!
Chris.
NB I’m using Corn Dec 17 for testing purposes.