Brokers do cut spikes out of the history, and it's worth knowing why

[Shadow Trader]

Pull up a one-minute chart and a wild wick appears on a news release. Come back the next day and the wick has shrunk or disappeared. The data was edited.

The reason is usually to remove bad ticks. Feeds sometimes print a price that was never really tradeable, thanks to a glitch at a liquidity provider or a stale quote. Cleaning those out makes sense for charts.

The problem for a scalper is that the edit applies after the fact. A real fill during that spike may have happened at a price the cleaned history no longer shows. Reconciling the trade history against the chart then shows an entry outside the candle.

It cuts the other way too. A stop that triggered on a spike can look like a bad execution when checked against the cleaned chart.

Saving screenshots or raw tick logs during volatile periods is the only way to prove what the price did at the time.

Has a trade ever been disputed because the chart history didn't match the fill?