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This is the kind of crowd I want to trade with.

Friday 4.10 call @ 10 cents How many you want?

Unlikely.

Ambiguity aside, what I said is still correct. The current bid is what 'the market' is willing to pay for a security (not where they're willing to sell it). The current ask is where 'the market' is willing to sell a security (not where they're willing to buy it). Bid / Ask 10790 / 10795...

What format are you recording the T&S in? csv? So, price = last trade. And I think you have bid/ask backwards. Ask is where market is willing to sell, bid is where market is willing to buy. The corresponding volumes are the available liquidity at those levels.

Can you differentiate between 'price' and 'bid/ask'? Are you calling the last trade the price?

Post a chart of the bid/ask from 3:20:00 - 3:25:00

Hope to see some examples. Your strongest case would come from synchronized trade and quote data as you mentioned, to make sure any opportunity found would have been exploitable. I do not find them very often in electronic option markets. I have seen them in the OTC markets where a local...

Said the guy who doesn't trade options.

Are you seeing these 'anomalies' in settlement prices only or in the live bid/ask? Settlements are a joke and 99.9% do not represent where the real market is.

Bone are you active in the crush spreads at all?

Negative, one of IB's ET members PMed me about it.

Since posting this, IB has reached out to attempt a fix.

Does this happen to anyone else w/ IB's TWS? I consistently get reported trade times that are listed before the actual live time. Note the real time at the bottom right hand corner and the indicated trade times on the Oct11, Jan12, and Apr12 contracts.

Compare the 3:2:1 crack against Brent instead of WTI.

March/April natural gas spread. Very benign. Nothing ever happens. Really though, try U12/V12, Z11/F12, or M2/N2/Q2 fly (all natural gas)

Long H / Short N?

For those interested:

Retailers don't understand spreads.

I don't. I rotate between Futuresource, TOS and IB.