ES Microstructure

Discussion in 'Index Futures' started by gmst, Dec 18, 2012.

  1. gmst

    gmst

    I simply clicked on T&S window in IB and tried different options like displaying only trades or trades + bid ask size etc. I don't think selecting any of these different options can lead to re-ordering of trades that are printed in T&S.

    So, I think my display is not wrong.
     
    #21     Jun 23, 2013