why is my IB real-time data glitchy?

B

B Johnson

I'm monitoring far itm options on liquid futures and the quotes are appearing and disappearing. Is this unique to IB or should I get a real data feed? What other advantages could a different data fees provide besides the tick by tick vs IB's periodic quotes?
Thanks for the help, any other advice is much appreciated.
 
I occasionally see this on near-atm, expiry week ES options. I ignore zero-price quotes, so that is not the cause. I have no reason to suspect a problem at IB or my Internet connection. I believe the market maker is briefly pulling quotes. It usually happens on both bid and ask, but not always. I see a lot of price spikes, so stop orders are not practical.
 
rwk said:
I occasionally see this on near-atm, expiry week ES options. I ignore zero-price quotes, so that is not the cause. I have no reason to suspect a problem at IB or my Internet connection. I believe the market maker is briefly pulling quotes. It usually happens on both bid and ask, but not always. I see a lot of price spikes, so stop orders are not practical.
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I am in US unfortunately, and yes I see this on the ES options... Maybe I should become ES market maker if nobody else wants to do so!
 
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