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Just checking in on this...did they ever fix/patch/roll back this disastrous update? Is DDE order submission (broken by this update) in the "LATEST" version of the software functional again?

Yes, rolling back to using Stable was not my preferred option, but the only one currently available. There are indeed certain quirks and bugs native to the STABLE version that have been fixed in the LATEST TWS versions so using STABLE and remembering all of the little hiccups has been annoying...

Why do you say that? (And how could one 'turn off' the auto-update in the LATEST version of TWS? Pretty sure I'm never even given the choice, it just...well, auto-updates upon launch) (p.s. IB says they're aware of widespread issues with this roll-out)

Just created a new thread to alert others that API order submission is also busted; that's WAY too fundamental a functionality to have been affected by a software rollout. Using this version is playing russian roulette until they acknowledge/fix.

As documented in other thread, there's some funky huge-font thing happening, and another user reporting some certificate problem on launch. The real concern, as I wrote in that other thread is that we have no idea what else this update might have broken; or whether it's just an aesthetic/font...

Yeah, update on my second, slightly older W10 machine and all the fonts giant there too. Seems that some ITT are saying they see the same thing while others didn't notice anything. I'm guessing it has something to do with over-riding settings that may have been custom-set by some users, and not...

Happened some time in the afternoon b/c all was fine this a.m. (as you noticed); closed software ~5pm EST; re-opened an hour later, saw there was a download/update and when it finally opened fonts were huge. Someone who got updated to 979.3e perhaps can confirm...?

My TWS ("LATEST") just auto-updated to ver 979.3e And all of my fonts are now really BIG...it seems like this latest update over-rode all of my previous font settings? And I tried using the File...Settings Recovery... menu to restore the settings from yesterday...but my fonts remain the same...

Thanks for reply; was surprised there hadn't been any responses, since I'd have thought that plenty of DDE users would have been clamoring to try the new one -- only reason I hadn't is because of how complex my workbook is and I wanted a sense of whether it would be worth the week+ it would take...

Under Global Configuration...General...eSignal, it asks whether I want to use eSignal for Market Data -- a rep told me that that's an alternative data provider (requiring separate paid subscription). Rep said that it would be the data provider for both data in TWS *and* what gets streamed into...

I noticed this exact problem or something similar with the Market Depth windows ~2 years ago, and sent a Support ticket; rep replied agreeing that it looked weird and wasn't sure what those 'phantom' bids/offers were, and saying he'd send it to the dev team, but never heard back after that...

Got it. The other aspect I was unclear about was re: you writing "Additionally when I do this I will often get a better fill then if I buy the puts outright, as it will go into the spread book." I was unaware that there was a 'separate' spread book (if I'm understanding correctly). I'm sure...

Thanks for this reply. I don't trade spreads so I didn't know the type of mechanism you're describing even existed -- I understand, of course, that the MM/counterparty is happy to take the hypothetical $0.11 net in your example (since he would have hit a naked $0.11 Bid regardless, so ends up in...

Do you mind expanding on this a little, as I'm not sure I understand the mechanics here. If you're unable to sell the worthless $135 Puts that you're Long outright, even for $0.01, how does submitting it as part of a spread get around that? Isn't a Buying counterparty still required here?

I've re-read both of his papers (1, 2) a couple times now since this discussion didn't seem to be going anywhere productive. It doesn't appear that Knuteson is the quack / bitter retail trader with an axe to grind many ITT seem to believe him to be -- he's not pitching Martingale 2.0 / "here's...

You appear to be one of the few who actually read (or understood) the paper(s); this is more or less what I'm getting from them too having now re-read them a couple times.

? This phenomenon -- overnight returns substantially outpacing those from regular market-hours -- has been well-documented by plenty of studies (e.g. 1, 2) across a wide cross-section of developed nations' equity markets, even if the reasons for it aren't all that well understood. There's...

I don't think that's what he's theorizing. He specifically enumerates expanding one's portfolio in the a.m. and contracting in the p.m.

His name is literally in the title of the thread.

FYI: before jumping to the "he's just a clueless dummy with an internet connection" argument, know that he's a former MIT physics professor and hardcore quant trader with DE Shaw. This doesn't mean he's right -- just that he's got actual chops and shouldn't be instinctively dismissed as a quack...