TSX ( canadian ) Market depth IB vs Stockwatch

F

franco82

TSE:ECA

52.95 is open price

IB bid size lack :

52.08 300
52.00 1900
51.90 is OK
51.82 400 .....

IB Ask size lack :

52.99 1500
53.00 9100 vs 6500 ????
53.10 200
53.15 1500 .......
 

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I tried them long time ago, and they were filtering TSE book. The were hiding orders from “anonymous” broker ID #1 (even on TSE level 1). Perhaps the programming nerds at IB got confused and assumed anonymous broker meant hidden order? Also TWS did not show AON attributes.
 
Quote from HOBO:

I tried them long time ago, and they were filtering TSE book. The were hiding orders from “anonymous” broker ID #1 (even on TSE level 1). Perhaps the programming nerds at IB got confused and assumed anonymous broker meant hidden order? Also TWS did not show AON attributes.
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But i remember that when the book was 5 level only, all was PERFECT .

But, in NOVEMBER , IB change the 5 level with FULL LEVEL ( like Nasdaq level 2 ) and i have ANY problem .

GHOST ORDER

WRONG SIZE ORDER

DELAYED DATA


This happen again in MARCH 2006, and IB switch at 5 level only ( and with 5 level all was fine )

BUT WAS IB ( from November ) BACK AT FULL LEVEL .
 
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