I've used IQFeed for years. The only problem I've had with them that is related to what you're seeing is as I approached my subscription limit for number of symbols. If I had an exploration that was scanning for a number of symbols that was exceeding my subscription, data issues like these would emerge.
I ended up reducing the number of symbols I was scanning for intraday and I avoided the problem. Kind of annoying but it works fine now.
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Posted by: davemabe@gmail.com
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