IB - Bid Ask size issue

Discussion in 'Retail Brokers' started by piggie, Jul 25, 2006.

  1. piggie


    This is for ESU6 only.

    I notice that the bid/ask size shown on the TWS quote panel is different from the Market Depth. This is not simply an issue of lagging but they are quoting entire different sizes.

    The market depth I constructed using IB's API datafeed has the same inside bid/ask sizes as being displayed on the TWS quote panel, but all the depths are different, and have about 1/2 the sizes when compare to TWS's Market Depth. When I built my own market depth several weeks ago, there was a perfect match between mine and the TWS Market depth.

    This is quite disturbing.
  2. DAV

    DAV ET Sponsor

    We are aware of the issue and are working on it.