IB order does not appear in T&S

Discussion in 'Interactive Brokers' started by x-or, Sep 6, 2002.

  1. Bob777

    Bob777

    It's the A/C/E platform that has netting. It happens with the CBOT Dow futures also. They only print the largest trade during a 2 second time frame.
     
    #11     Sep 10, 2002
  2. x-or

    x-or

    Here is another email I got from Tenfore confirming my guess.

    "EUREX is netting the data, that means max. 1 update every 2 seconds...
    It means that they are sending maximal 1 trade every 2 seconds.
    If there are more trades, they do not get transmitted."

    So, if you trade Eurex with IB, you don't miss any quotes because 1) IB snapshot quotes refreshes quicker than 2 sec and 2) if Eurex doesn't transmit every trades, IB can't get them too.
     
    #12     Sep 11, 2002