Does the average manual trader, using a charting package like TradingView, ThinkOrSwim, etc, see different realtime charts than a QuantConnect algo would during live trading? I ask because of the following from the QuantConnect FAQ. regarding historic data differences.

"QuantConnect builds our TradeBars from tick data. While doing this we filter out ticks which our vendor believes are "suspicious". These suspicious trades include ones which are rolled back, reported late, or traded via OTC markets. This makes the bars a more realistic representation of the asset price but it might vary slightly from popular web-portals like Yahoo etc. Although this results in slightly different prices we believe its more important to have realistic backtests than match Yahoo."


We primarily trade in small cap stocks, which are heavily traded by retail discretionary/manual traders who are making their trade decisions based on what they see in these common charting packages. I'd be super concerned if the average trader is seeing different charts than my QuantConnect algorithm during live trading.


Any insight on this is much appreciated; thanks guys!