For over three weeks now, there has been missing bid-size/ask-size data for the QQQQ in BookTrader. I can see roughly 50 lines in BookTrader, and prior to three weeks ago there would be large bid or ask sizes displaying on every line. Now, there are gaps in bid/ask sizes scattered throughout booktrader, often at five consecutive price levels and sometimes up to 10 consecutive price levels, and sometimes within 2 cents of the last trade! This does not happen in something as actively traded as the Q's I've called customer support, tech support and the trading desk over a dozen times and they see the same gaps. Most agree there is a problem, but after three weeks it is still not fixed. The customer support rep today was rude (or maybe just ignorant), explaining to me that maybe there were no buyers or sellers for the Q's at those prices. Duh, this was a gap of five prices levels, which encompassed the daily pivot and 15 minute 50ema and within 3 cents of the Last trade. He would not believe that does not happen in the Q's, or that I could see huge bids at those same prices in the NYSE-Arca Web Book. But that was just one moronic rep. Most other times there was agreement that there was a problem. On one phone call we looked at Market Depth at the same times, and not only was the data in it and Booktrader inconsistent, but the prices in it were not even sequential! So its been over three weeks and over a dozen phones calls and this problem is still not fixed. I am amazed IB haven't received more calls about this. Have any other QQQQ traders with IB seen the same thing? davez
It is now well into the fourth week of missing QQQQ bid/ask size data in IB's Booktrader. For the first time today Customer support said maybe there is a problem. They may not believe me, but doesn't this scrambled, non-sequential data in IB's Totalview say there definitey IS a problem?? davez