My trades didn't show up in T&S

Discussion in 'Trading' started by trader07, Apr 10, 2008.

  1. I just executed an 11 contract trade (CL). As I executed it I was watching Time & Sales to see if my trade showed up. It did not. There weren't even any trades at my price around the time I executed in T&S. How can that be? How come my trades don't show up in T&S? Anybody?

    I use IB TWS.
  2. ..
  3. StreamlineTrade

    StreamlineTrade Guest

    Probably because the data is throttled. Even so, it does seem strange.
  4. do you have your T&S filtered for only trades of a certain # and greater? Mine is set up to show 50 lots and more.

  5. Call the exchange.
  6. No, I show even 1 contract.

  7. Can you explain "data is throttled". I know IB TWS only sends quotes every x milliseconds, is that what you are talking about?

  8. Surdo


    Nothing traded at your price and it was BID/OFFERED?

    As long as it hits your RJO statement, who cares Bro....hope ya' made $$$!

    Long on to RJO website with your account and see if it's there.

    el surdo
  9. I entered a limit order and it was filled. But no T&S recorded around that time for that # of contracts or price. Don't know about rjo, I am with Interactive Brokers. Yes I did make $ on the trade.

  10. So data providers, such a Transact futures and possibly TT, will slow down ie., throttle data by miliseconds when the market is experiencing high volume, or burst of high volume trading activity to prevent their or their clients end software or DOM from locking up due too much data being sent down the pipe.
    #10     Apr 10, 2008