why IB is not showing the true size?
- Thread starter Bob111
- Start date
Allow me to clarify what is going here.
We have direct market data connections to almost all exchanges and ecns. When one of these connections is down, or we know that the true consolidated quote as disseminated by NASDAQ and CQS is faster than our own calculated aggregate quote, then we disseminate the consolidated.
The true consolidated quote as disseminated by NASDAQ and CQS DOES NOT contain the true consolidated aggregate size. But we feel that it is better to show the more accurate price, rather than showing a wrong price and size.
We have direct market data connections to almost all exchanges and ecns. When one of these connections is down, or we know that the true consolidated quote as disseminated by NASDAQ and CQS is faster than our own calculated aggregate quote, then we disseminate the consolidated.
The true consolidated quote as disseminated by NASDAQ and CQS DOES NOT contain the true consolidated aggregate size. But we feel that it is better to show the more accurate price, rather than showing a wrong price and size.
In all candor , that does not sound like an explanation for what we're seeing.
I've already explained that your API feed is correct, or close enough, but the TWS display is not.
How does that jive with your story?
There's no reason for the API and TWS smart route numbers to differ, I think you'd agree. All you have to do is look at symbol WMT to see this issue.
I've already explained that your API feed is correct, or close enough, but the TWS display is not.
How does that jive with your story?
There's no reason for the API and TWS smart route numbers to differ, I think you'd agree. All you have to do is look at symbol WMT to see this issue.
Just so you ask the right question, the api SIZES and prices are correct.
I've watched sizes change 50 times, showing 10, 20 50 thousand bid, while tws shows no change and 100 shares bid.
I don't think that is of benefit to anyone, regardless of the 'explanation'
Example. WMT, right now in the aftermarket.
The offer is 1300 shares on Nasdaq (Island)
Your Island routing shows the 1300 shares, as does your api feed.
Your smart line shows 100.
pretty cut and dried.
I've watched sizes change 50 times, showing 10, 20 50 thousand bid, while tws shows no change and 100 shares bid.
I don't think that is of benefit to anyone, regardless of the 'explanation'
Example. WMT, right now in the aftermarket.
The offer is 1300 shares on Nasdaq (Island)
Your Island routing shows the 1300 shares, as does your api feed.
Your smart line shows 100.
pretty cut and dried.
all true..
as i said-we have literally tons of absolutely useless features in TWS. we have everything in it..but nothing really works correctly.everywhere i click on "new look and feel TWS"-there is a problem. most of them not fixed,even after numerous reports. absolutely simple ones. you click on cancel button on basket file window-not working. you click on cancel when you trying to delete row-not working. man..what can i say...did you EVER test TWS BEFORE build release or we are(the users) taking the responsibility of your QA dept(i doubt that it's exist).
back to the topic-after all those "features" implemented......is it so hard to display cumulative size from all exchanges,where prices are equal to NBBO? is there is anyone out there,in IB,who have some trading experience and understand how important the SIZE for stock trader? we not asking to add a f* another ichimoku cloud filter,just give us couple very basic pieces of data. please..