Yesterday (the day of Brexit) IB did not have historical data for spy near the market close. Previously I had similar experience: the IB data (either market or historical) was not available when the market moved quickly. A data provider not delivering at a time when you need it most is not good. I do not need tick data, 100ms aggregated data is perfect fine for my purpose. What were your experience? Did you provider deliver regardless of the market condition?
I have IB as well and run SP/ES options on futures contracts. From my observations in the products I use, they were rock solid throughout - even when limit down and the volume dried up. There was a significant rebalancing that occurred at the close yesterday with the Russell.
As a swing trader my data provider is just my broker and IB delivered during BREXIT while trading ES.
Thanks. It's good to know someone has good experience with IB data. But do you use the API to get the data? I use API to get the data.