Combo Bid/Ask Calculation in TWS-IB

Discussion in 'Trading Software' started by arman555, May 21, 2019.

  1. arman555

    arman555

    How does IB calculate BID and ASK of the combo in watchlist? It doesnt seem to add up any way.

    Isnt it suppose to be ASK1- ASK2 and BID1-BID2 OR ASK1-BID2 and ASK2-BID1 ?
     
  2. The combo itself has its own market. So if someone has a buy or sell order on the combo then the combo bid/ask takes precedence over the derived bid/ask you'd get from the bid/ask of the legs.
     
    tommcginnis likes this.