Stok: does IB have an associated time and sales with this ladder? if they have a dom as well, do you see different names for each price level?
The T&S is just bid/ask changes in price/size...so no individual trades. The market depth just says IDEALPRO. Now, about 3 years ago, I was trading fx and the fills would show which bank filled (BOFA, Barclays, Citi, etc.). I switched to futures and now back to fx this year, so looks like IB doesn't report that...just fills. I can post a screenshot if you would like.
If you have problems to get your big orders filled, with your broker ??? then split your trades in more orders !!! If your broker still not allow you to trade that big (?) size, then, split your trading capital to more brokers (the bigger the brokers are the better) and then you can trade any size you want !!! You could trade with 5 or 10 different brokers/banks, and only let an 5million order filled on each one, so you could easily trade 20 - 50million positions on you currency pair. to have just one broker, sucks anyway, then you are tooooo dependent on him..... Independence is the most important factor in trading !!!!
Stock can you also attach the time and sales window you get, with the maximum of info IB gives. Would it show on which bank and with what size the transactions are made?
IB is a market maker for Forex retail clients. Never you will get real data from their contracted liquidity providers, not size not quotes not filled tickets not times and sales and not volume where volume (traded) is not important anyway. The blotter posted from Stok is absolutely pointless but more important inhouse fabricated.