why IB is not showing the true size?

yes, why PM?

samaritan, please try to speak english and explain when and how you are going to fix this problem.

also when are you going to fix freezing quotes problem which was discussed on zillion other threads...(?)
 
Quote from dhpar:

yes, why PM?

samaritan, please try to speak english and explain when and how you are going to fix this problem.

also when are you going to fix freezing quotes problem which was discussed on zillion other threads...(?)
More...

From my earlier post:

"If you are not subscribed to ARCA or TOTALVIEW, then we can't show you data aggregated from those sources and in this case, as long as you are paying for level1 data, we can give you the consolidated quote as disseminated by the NASDAQ and SIAC level 1 feeds. NASDAQ and SIAC do not disseminate the true aggregated size in the consolidated quote.
What we are planning to have rolled out shortly is another smart quote calculated from the market participants in the NASDAQ and SIAC level1 feed and disseminate that instead of the consolidated quote as provided by SIAC and NASDAQ"

I don't know how to explain it any simpler. NASDAQ/SIAC data feeds DO NOT disseminate true aggregated size in the CONSOLIDATED QUOTE. And this is what we disseminate as the SMART QUOTE in the case when you are not subscribed to ARCA or TOTALVIEW. I mentioned how we are going to better accommodate those not subscribed to the ARCA and TOTALVIEW feeds.

As for your freezing quote issue, please PM me with your problem ticket number and I will contact CS.
 
Quote from samaritan:

From my earlier post:

"If you are not subscribed to ARCA or TOTALVIEW, then we can't show you data aggregated from those sources and in this case, as long as you are paying for level1 data, we can give you the consolidated quote as disseminated by the NASDAQ and SIAC level 1 feeds. NASDAQ and SIAC do not disseminate the true aggregated size in the consolidated quote.
What we are planning to have rolled out shortly is another smart quote calculated from the market participants in the NASDAQ and SIAC level1 feed and disseminate that instead of the consolidated quote as provided by SIAC and NASDAQ"

I don't know how to explain it any simpler. NASDAQ/SIAC data feeds DO NOT disseminate true aggregated size in the CONSOLIDATED QUOTE. And this is what we disseminate as the SMART QUOTE in the case when you are not subscribed to ARCA or TOTALVIEW. I mentioned how we are going to better accommodate those not subscribed to the ARCA and TOTALVIEW feeds.

As for your freezing quote issue, please PM me with your problem ticket number and I will contact CS.
More...

i'm subscriber for arca and i see no difference on size issue.
NYSE or NASDAQ... as i said-2 very simple approaches-either show us biggest size on nbbo or sum all sizes from all exchanges,where prices are at nbbo.
 
i edited the post - please look at it once again so that you understand what i said...

everybody can see the problem now.
 
Quote from samaritan:

There is no bug/screw-up with the sizes.

PM me your problem ticket number and I will be happy to call CS and investigate your freezing quote problem.

This is the last time I am posting in this thread.
More...

typical IB's approach. there is no problem
 
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btw-this MB account shown above does not have subscription to ARCA.
just to explain the difference on bid side at that moment.
 
Quote from spyderman:

my P&L would be inversely proportional to the amount of time I spent analyzing such minutiae.
More...

This guy gets it.

Also...
Anyone who would use free IB quotes to trade stock...
Is a cheapskate and unprofessional and has a LOT to learn.

Also...
On my roughly 200,000 shares traded today...
NYSE was 50% and SMART was 31%.

I'd rather not rely on stock quote data...
From a Market Maker that is executing 31% of my business...
That's what 3rd Party Quote Vendors are for.
 
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