IB order does not appear in T&S

[Bob777]

Originally posted by x-or
Eurex exchange do something that is called 'neting' : they group every trades occurring in a 2 seconds interval and let them appear in one line.

It's the A/C/E platform that has netting. It happens with the CBOT Dow futures also. They only print the largest trade during a 2 second time frame.

 

[x-or]

Here is another email I got from Tenfore confirming my guess.

"EUREX is netting the data, that means max. 1 update every 2 seconds...
It means that they are sending maximal 1 trade every 2 seconds.
If there are more trades, they do not get transmitted."

So, if you trade Eurex with IB, you don't miss any quotes because 1) IB snapshot quotes refreshes quicker than 2 sec and 2) if Eurex doesn't transmit every trades, IB can't get them too.