I am currently exploring using the IB data plug in to receive forex quotes. Last night before bed, I backfillled the data via the plugin for these guys....
I'm trying to understand what has happened and how I can find out. Is backfilling something that has to be done on a continuous basis, or, is there a way to keep the charts continuously updating data?
Is there an advantage to using an RT plug in over, say, making periodic REST API batch calls for data and repeatedly importing them via ASCII every hour?
You should avoid backfilling when the market is closed and/or delete incorrect quotes before entering new live data.
Alternatively you should write some code to "fix" your data before using/plotting it.
In this case it's pretty straightforward since you know what "bad" values to look for.
For a more general approach to dealing with outliers, search the forum (a similar issue has been discussed here, by the way).
