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

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

  1. 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


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


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