Hello, I have been having the same problem since 2 weeks with Cocoa, Cotton, Coffee, Orange juice... I get the 5 level order book only until 7am or so... I just got one level of depth for the main session with BookTrader...I obviously subscribed to ICE Datas. I was thinking it was due to some weird settings and reinstalled TWS( deleting JTS Folder ), but it's still the same. Does someone know what is happening? Thanks