IB TWS bid/ask sizes off today 5/11?

R

rayl

Anyone else noticed that bid/ask sizes appear off in TWS today (Fri 5/11?)

They appear to be much bigger and from my digging, it looks like Arca & ArcaEdge sizes are suddenly displayed as whole #s instead of in 100s, and are being added in as if they were 100s.

Is it just me? Will open a ticket....

(So I guess if you don't have Arca feed, you may not see this.)
 
Quote from rayl:

Anyone else noticed that bid/ask sizes appear off in TWS today (Fri 5/11?)

They appear to be much bigger and from my digging, it looks like Arca & ArcaEdge sizes are suddenly displayed as whole #s instead of in 100s, and are being added in as if they were 100s.

Is it just me? Will open a ticket....

(So I guess if you don't have Arca feed, you may not see this.)
More...

Yes, I am seeing it. I alerted IB this morning about it but it hasn't been fixed.
 
Quote from sprstpd:

Yes, I am seeing it. I alerted IB this morning about it but it hasn't been fixed.
More...

Thx for the confirmation. I also just sent in a ticket (and included a screenshot....) so hopefully someone will get to it soon...
 
Another Arca quote strangeness in TWS today.

A quote for IBKR @ ARCA comes & goes in TWS. (It shows up for about 5 seconds, then disappears for about a minute before coming back again for 5 seconds, and repeats)

The Arca web book seems to show quite a few entries so I suspect the issue is limited to TWS and is not at the source. Another clue is, comparing the Arca Web book to TWS' Market Depth for IBKR @ ARCA, the Ask side looks like the top of the book, but the Bid side looks incorrect. Market Depth is continuously populated (Bid side always incorrect) yet quote line comes & goes.

Ironically, I can only see this behavior with IBKR and not any other tickers I've tried @ ARCA!

Will see how it behaves on Monday morning before opening a ticket.
 
I had IB on the phone. They said it was an issue coming from the exchange. The exchange was gonna solve this and they did. The problem was streetwide!
-SL
 
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