Recent content by vidphreak

Do you mean that the Ameritrade streamer only sends updated data after a particular interval or something? Is there a good source for tick-by-tick data that you could recommend? Perhaps I'm noticing more problems since I tend to trade lower volume, illiquid stocks.. so I really do notice when...

Has anyone else noticed that Ameritrade streaming quote data is sometimes inconsistent? Here's what I've noticed frequently: - Inside bid/ask on level 2 doesn't match level 1 - Last sale streamer doesn't seem to report all trades. For example, there are many times when my own order is...