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All the users that are on the new market-data distribution system now see 5 levels ISLD and 5 levels of ARCA in the Level2. In a day or so we will also show 5 levels of BRUT (at the moment we show only 1). Within one week, all the IB users will be able to see the ECNs in the Level2.

IB updates the USA TICK and TRIN every 3 seconds. For the European exchanges we update the indicators once every 10 seconds. We will soon change all the refresh rates to 2 seconds.

This will be my last contribution to this thread. With further issues about this subject, please contact the helpdesk. Here it goes: When a customer places a stop limit order, he is not guaranteed an execution. i.e. when the order gets triggered (regardless whether the order is native or...

I will try one more time: globex future stop limit = native (held by globex) globex future stop market = simulated (held by ib) In case you doubt the above, try placing a stop limit and call Globex to verify that they see it. I can't answer your OCA issue as I don't understand it...

Thanks.

Globex Stop-Limit is held by Globex during those 30 minutes. Globex Stop-Market is held by IB. (Globex does not offer native Stop-Market).

The protocol is called CMS. When you are w/ a member firm that has the membership, what they do is something like this: they funnel all the orders issued to the NYSE through one of their existing connections/lines to the NYSE. You need to speak to the prog/network department, which runs the...

The native limit stops are immediately sent to Globex. The change in color was made to actually avoid the confusion. IB used to display simulated stop orders as follows: - dark blue when the order was accepted by the server - green when the order was triggered and limit or market-order...

You have to be a member of the NYSE to: - get a hold of the document, and - to be able to connect directly to the exchange Brokerage firms that route customer orders directly to the NYSE have the required membership. Your choice, as a private investor who does not have the membership is...

We let you connect through SSL and run FIX inside it.

If you PM me your IB account number, I will gladly disable the feature on your TWS.

Good timing. We are just starting a pilot program in which you can execute through us via FIX and NOT require a direct leased line. If you PM me how to reach you, I'll get you in touch w/ someone who can help you.

The charts currently offered by IB are IB's own creation. They have nothing to do with eSignal. The charts are for free and cover almost the entire IB's offering of equities, futures and options. At present there is no plan to offer historical back-fills through the API.

we will be rolling it out soon

IB offers historical charts. At present we cover equities and derivatives in the US, Europe and Asia.

Check out IB; we have it for many foreign exchanges.

The order in question (i.e. the one that started this thread) did not have the "trigger outside RTH" flag checked.

Sorry for asking the obvious, but did you contact the help-desk?

What are the RealTick features that you most frequently use and IB does not offer?

This is a simple matter. We have audit-trails. If you have not done so yet, please contact the customer help desk and they will check it for you. As to the IB market data being delayed, please suggest to your sources to get their facts straight.