I was testing the IB live data through IB api using zorro and compare the close price between TWS chart and the one printed on zorro

I came across with this result on TSLA

```
[Mon 20-11-23 20:53] (522.13)
[Mon 20-11-23 20:54] (521.96)
[Mon 20-11-23 20:55] (521.69)
[Mon 20-11-23 20:56] (521.06)
[Mon 20-11-23 20:57] (521.47)
[Mon 20-11-23 20:58] (521.49)
[Mon 20-11-23 20:59] (521.16)
Market closed on 11-23 21:00:00 (local 16:00)
Logout.. ok



On TWS chart
[Mon 20-11-23 20:53] 521.95
[Mon 20-11-23 20:54] 521.21
[Mon 20-11-23 20:55] 520.88
[Mon 20-11-23 20:56] 521.51
[Mon 20-11-23 20:57] 521.40
[Mon 20-11-23 20:58] 521.15
[Mon 20-11-23 20:59] 521.85
```

That was the last 6 one minute bars of the log as I observed that the two doesn't usually equal. Is this normal? how do I improve the live data stream on IB?