I have switched from Second to Tick resolution to make the algo ready for IB's live data feed. Now everything stopped working because in QC's tick data the last record's price does not match with the Close price of that particular second.

I vaguely remember reading under a thread that Jared was saying QC's tick data was not time sequenced. However, IB claims that their data feed is aggregated every 200-300 ms and is ordered correctly by time. Is there any way for me to back test my algo with tick data but get a proper time sequence so that it will be similar to IB's live feed? I don't mind if it's every 200, 300, or 500 ms as long as it's sequential.