Very good point. I assume they conflate the data, but can you (or anyone) confirm that all trade(last sale) messages are sent?
Yes, you can, Ive seen it but don't know what the data feed was. Could have been TD Ameritrade. I have both but have not setup a L2 board yet. Have taken in DOM data though which is cool to have on equities as I mainly a futures trader. I need to switch to IB as I'm getting screwed with Amp.
As an aside, if Im using IB for broker, do I have to use their data feed for my dom/ charts or can I use the SC data feed and still execute on my SC dom routing to IB?
May I ask what do you exactly mean by Bid/Ask volume is not correct? I would use Cumulative Delta Bars - Volume study on a 1 minutes timeframe chart to specify my entry (also conditioned on price change and cumulative volume) with a spreadsheet trading study when I am away from the computer. So did you mean that this is not reliable with IB live data? Thanks