Ticker AAPL
From 2020-12-31 11:59:00
To 2020-12-31 12:02:00
Security Type Equity
Market USA
Resolution Minute
Status Waiting Review

The values look a fair bit incorrect when comparing to IB data. For example the LOW of one of the candles in IB is higher than the entire open/close/high/low of the data provided by QuantConnect for the same time. The high/low/open/close values are a fair bit (20-50 cents) off in quantconnect from what I see from IB. The inconsistency in data may go beyond this time period (around noon on dec 31, 2020), but this is the only time period I was looking at.

In QuantConnect I see data as follows around this time:

2020-12-31 12:02:00             AAPL: O: 131.6832 H: 131.8729 L: 131.6533 C: 131.8697 V: 343169

2020-12-31 12:01:00             AAPL: O: 131.7581 H: 131.9039 L: 131.5235 C: 131.6782 V: 792680
2020-12-31 12:00:00             AAPL: O: 131.831 H: 131.9131 L: 131.6932 C: 131.7631 V: 910770
2020-12-31 11:59:00             AAPL: O: 131.9678 H: 131.9728 L: 131.813 C: 131.8257 V: 531660

2020-12-31 11:58:00             AAPL: O: 132.0925 H: 132.1553 L: 131.9428 C: 131.9671 V: 444305

2020-12-31 11:57:00             AAPL: O: 132.2024 H: 132.2241 L: 132.0726 C: 132.0926 V: 232545