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