IB TWS bid/ask sizes off today 5/11?

Discussion in 'Retail Brokers' started by rayl, May 11, 2007.

  1. rayl

    rayl

    Anyone else noticed that bid/ask sizes appear off in TWS today (Fri 5/11?)

    They appear to be much bigger and from my digging, it looks like Arca & ArcaEdge sizes are suddenly displayed as whole #s instead of in 100s, and are being added in as if they were 100s.

    Is it just me? Will open a ticket....

    (So I guess if you don't have Arca feed, you may not see this.)
     
  2. sprstpd

    sprstpd

    Yes, I am seeing it. I alerted IB this morning about it but it hasn't been fixed.
     
  3. rayl

    rayl

    Thx for the confirmation. I also just sent in a ticket (and included a screenshot....) so hopefully someone will get to it soon...
     
  4. rayl

    rayl

    The problem looks to have been corrected as of 1PM EDT.
     
  5. rayl

    rayl

    Another Arca quote strangeness in TWS today.

    A quote for IBKR @ ARCA comes & goes in TWS. (It shows up for about 5 seconds, then disappears for about a minute before coming back again for 5 seconds, and repeats)

    The Arca web book seems to show quite a few entries so I suspect the issue is limited to TWS and is not at the source. Another clue is, comparing the Arca Web book to TWS' Market Depth for IBKR @ ARCA, the Ask side looks like the top of the book, but the Bid side looks incorrect. Market Depth is continuously populated (Bid side always incorrect) yet quote line comes & goes.

    Ironically, I can only see this behavior with IBKR and not any other tickers I've tried @ ARCA!

    Will see how it behaves on Monday morning before opening a ticket.
     
  6. On regular day, CBOE size are shown as whole # a lot of times.
     
  7. I had IB on the phone. They said it was an issue coming from the exchange. The exchange was gonna solve this and they did. The problem was streetwide!
    -SL