I just switched to a paid plan to be able to use SIP as a feed. When I retrieve historical bar data however, I don’t see any difference in the data between using the IEX or SIP feed. Is this correct?
Because the API has a parameter to choose the data feed (IEX, SIP or OTC) for historical bars, it would suggest that it would give back different data. If all historical data was the same, why would it be an option to choose the feed after all. At the very least I’d expect the Volume to be different between IEX and SIP.