Recent content by drexl

Yes, of course.

Thanks for the reply. I am a little embarrassed, as there was no need for me to actually make this post at all. I was in fact replying to a thread on one of the first pages of the forum, before I actually got to read through the entire forum, and my reply was posted last, obviously...

IB's TWS does not necessarily report each tick FYI, and this comes from the IB Help Desk, TWS does not necessarily report each tick. It only reports each data CHANGE in bid,ask, and last price/size. SO, if lastPrice = 1.1177 and lastSize = 1, unless the NEXT price and size <> 1.1177 and...