Prior to early October 2009, I had /ES tick charts running on TOS and Ninja that were nearly identical. When the CME starting pushing out more data in October, the TOS charts and the Ninja charts were no longer even remotely similar. I am currently using the Zen-Fire data through Ninja and have also compared charts from Open E-cry. The Open E-cry and Zen-Fire data feeds contain way more information than the TOS charts. And now here is the ironic / frustrating issue: If you look at /ES tick charts on the CME's own charting application, the charts are nearly identical to the TOS charts. This whole mess has really affected the confidence I have in tick charts since they are, essentially, now different from different data vendors. How are others handing this? Intuitively, it seems better to trade from the charts that are pushing out "more" data. Maybe it's time to make the change to volume based charts.
It didn't affect me other than to increase the tick sizes of my charts, roughly by a factor of 2 but I think it has been calculated to be around 2.5. Other that everything works as before. I use tick charts on tradestation.
Lately I've been thinking that 1min charts during market hours are low enough for me. In overnight sessions tick charts are much better.
This depends upon the data provider. There is a difference between how the data is processed from Zenfire and DTNIQ as compared with Interactive Brokers and Tradestation. Aggregation is nothing new and for most it should not be considered as an obstacle to successful trading.