Quote from ScalpGuy:
Some hassle here but here is my question,
Do you agree that allmost every chartting application which uses Interactive Broker's feed and which have the time & sales feature does NOT show the side of trades (bid or ask) right?
Currently I am using CME's E-Quotes and I can see this very clearly. I suppose that CME's T&S bid/ask is accurate...
Quote from BlowFish:
IB aggregates ticks. This suits me. I have seen some data vendors way way behind in fast markets. IB does not appear to suffer from this.
Quote from ScalpGuy:
Well the point was that the "side" (=bid or ask) is not shown correctly when comparing with the CME's feed.