Quote from billp:
bitstream,
Some more questions. Is IB time and sales reliable? Do they lump size together on the tape? Do they have missing prints (ie no prints for a couple of seconds to a few minutes as Esignal tends to have)? Also do they have false spikes?
thanks
yes, there are missin' prints but only for what concerns bid/ask not last sale...overall ib t&s is pretty much reliable. false spikes are on charts not on the tape, and size is not lumped together; even if more than 1 trade goes trough at the same time [second], every transaction is printed seperately.
