Recent content by samaritan

We are addressing the issue. The second order is rejected because of a pending cancel at the exchange/dealer on the first order.

In the event of a disconnect, the market data is requested again and the backend server sends the full book again. So there is no problem with synchronization.

My only point was to clarify that the the market depth window will not go out of sync because of missed or out of sequence packets. Yes, if your connection is bad you will have delayed market data. If the delays are bad enough or the packets are being delivered corrupt for long periods then TCP...

Hoi, I may be misinterpreting what you are describing in your point (B) but I just want to clarify. As far as the transport from our backend server to the TWS client, we use the TCP protocol. TCP uses checksums, and guarantees reliable sequenced packet delivery. The TWS cannot miss an update or...

There is no bug/screw-up with the sizes. PM me your problem ticket number and I will be happy to call CS and investigate your freezing quote problem. This is the last time I am posting in this thread.

From my earlier post: "If you are not subscribed to ARCA or TOTALVIEW, then we can't show you data aggregated from those sources and in this case, as long as you are paying for level1 data, we can give you the consolidated quote as disseminated by the NASDAQ and SIAC level 1 feeds. NASDAQ and...

PM sent.

It's no big secret. If you request the SMART quote from your API, you will see exactly what the TWS is showing. I have done this myself when the TWS was not showing true aggregated sizes and the API was showing those same sizes. I don't know exactly what you are requesting via the API but my...

It's of no benfit? It is if the price were off by 10 cents. Look, again, I explained why the sizes on the TWS don't sometimes add up to the smart route size. You can believe or not. I will find out why there is a discreoancy against the api smart quote.

With all do respect, I am explaining EXACTLY why the sizes do not match up on the main page. I cannot comment on why the API prices would be correct, but the API is not my domain. I will try to get an answer.

Allow me to clarify what is going here. We have direct market data connections to almost all exchanges and ecns. When one of these connections is down, or we know that the true consolidated quote as disseminated by NASDAQ and CQS is faster than our own calculated aggregate quote, then we...

dunkindog, PM sent.

Roncer, I sent you a PM.

The fees for all exchanges and dark pools are listed on our website.

I apologize for any confusion here. SMART, as it appears as an exchange where a trade took place, actually represents any number of dark pools of liquidity that IB has access to. These dark pools charge different amounts for taking liquidity, but all of them are less than what would be charged...