I use IB TWS and have always seen 5 bid/ask depth in market depth (book trader etc.). Now all of the sudden I see 10 bid/ask a side. Does anybody know what happened? Did the exchange change the rules or did IB? BTW, I'm looking at CL futures. Thanks.
Ok, I found this thread (http://www.elitetrader.com/vb/showthread.php?s=&threadid=165517) which references this notice from the CME (http://www.cmegroup.com/tools-information/lookups/advisories/market-data/Q2009-098.html). The CME states that market depth for CME equity futures will be 10 deep. What's weird is I'm seeing 10 deep for NYMEX CL futures (traded on CME globex) but not globex NQ or ES, those are still 5 deep from what I'm seeing.
From CME: http://www.cmegroup.com/tools-information/lookups/advisories/electronic-trading/20090525.html Look under the section for market depth.
I see CME's statement. I'm wondering if anybody sees 10 deep in IB TWS for NQ or ES. I don't see 10 deep in TWS for NQ or ES. Thanks.
TWS (895.3) still shows 5 deep for ES, NQ AND EMD. It shows 10 deep for YM, ZN and other 10 deep contracts. I opened a ticket on ES and NQ market depth on Monday and the ticket was just assigned to a rep today. Usual wait for IB to admit there is a problem and then maybe fix it.