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http://www.onixs.biz/news/cme-mdp-mbo-updates.html http://www.cmegroup.com/confluence/display/EPICSANDBOX/Market+by+Order#MarketbyOrder-KeyEventsandDates From the official CME document "For MBO there is no maximum number of orders or depth allowed on the book. All MBO book updates for an...

What platform is displaying 50 levels?

They've been replaying those bogus quotes on Saturday for weeks now, don't get your panties in a bunch. PS - Can anyone pull charts on US data, i.e. ES, SPY etc... all I get is "attempting to retrieve data"

I'm getting lag and stuttering today (Friday 11/4) on the CL dom, anyone else?

Awesome, thanks ids.

Just for comparison the European options traded 20,736 contracts yesterday on the DEC options expiration with OI of 395,662 versus 1,749/62,844 for the American options, that's almost 10x the volume...

Can someone look into why IB customers can't trade the LNE (european style) natural gas options? They've been listed in TWS for years, you can pull them up and quote them by selecting NG->futures options->LNE, but if you try to place an order it comes back saying "can not compute volume for...

Yes market depth was horrible on Wednesday, flashing, no depth, stale quotes. Totally useless, it was the entire NYMEX complex - CL,QM,RB,HO. It has happened occasionally in previous weeks too on any high volume price spike (around inventories, etc..) I thought the rationale behind IB's...

Def, thanks for taking the time to respond. I worked in retail brokerage for the better part of a decade and fully understand the regulatory headaches, but the exchange bands for futures are really pretty conservative nowadays - they've been tightened considerably in the last few years. I trade...

Let me also reiterate I have no issue with capping a market with no safeguards in place, perhaps spot FX qualifies. I fully understand why IB is doing this, there are regulatory reasons. But if an exchange already has volatility price banding in place, namely any major futures such as the...

The caps most certainly still exist, they were in play during Brexit. To those saying their orders are outright rejected, those are generally exchange rejections. In the case of IB's more draconian caps, they will modify your limit order to the capped price, usually 2% from last trade and...

I've articulated this at length years ago if anyone cares: https://www.elitetrader.com/et/threads/ib-futures-price-capping-denied-ability-to-trade.285931/

This has been happening for years, I'm glad ZH picked it up, it's scandalous that a broker would modify prices on customer orders without their consent and then think a pop-up window absolves them of their fiduciary duty to execute. What really irks me is the price caps override the exchanges'...

Sure you looking at the de facto front Z16? I haven't seen it wider than a buck, usually 50 cents

Anyone know why IB rejects orders for the LNE cash settled options?

Here's an instance where CL depth froze and stuttered around 1pm Eastern on Fri, Aug 12. Can anyone familiar with TWS logs see if they have these types of events in their log? JX 13:00:14:361 JTS-usfutureDispatcher-90: ShortRowContainer.clear() called for BID: CL SEP'16 Futures JX 13:00:14:361...

Anyone flipping N225 minis know why you can't get a preopening indication anymore through IB? It just shows a crossed market like 17670/15010 today, open was 16130. Started happening when OSE switched their systems about 3 weeks ago

I'm well aware IB is 100-200ms snapshot data, the recent problems I've been having involve stutters and pauses in data that can last 10-15 full seconds. I had no major problems up until 1 month ago. I'm tearing my hair out trying to diagnose this, I've duplicated it with 2 separate broadband...

Anyone else having stuttering problems on their DOM lately (particularly on CL and ES) when they get busy? Anytime CL or ES jump a few levels (i.e. inventory report) all my levels of market depth drop out for about 10-15 seconds until it catches back up, sometimes I'll see a burst of missing...

Here's a blast from the past Mav: http://www.marketwatch.com/story/crude-super-contango-puts-more-oil-in-storage-signals-price-rise I completely agree the catalysts for $30 this time are vastly different from 2009, but if Cushing nears capacity it should ultimately manifest the same way in the...