You're totally stretching here. Believing 1 million share block trades are nothing unusual. Believe me. The 10,000x100 isn't a million shares. You can see also by the fact that the stats will show for the stock at the end of the day that a million shares weren't even traded or that total shares traded were only 2 million. I did ask before...tech pretty much ignored that part of the question. I'll see what they say to the new ticket.
This is another part of the Time and Sales that sucks with IB. It Will show green or red on the first tick that hits the ask or bid. But on every subsequent tick that hits the ask or bid it'll show white. Not sure the logic here, guess because its not showing a new high (or low) tick...but instead its ticking at same price. But in reality it should stay green or red. As it stands now the color coding is pretty useless as all you see is green/white/red/white/ etc...you cant easily discern visually if its eating out the bid or ask.
Nobody has mentioned the T&S spitting out random prices after a while? That's the most annoying thing of all. After a T&S window has been open for several minutes or more, it will sometimes replace the price either with a 0.00 or some gargantuan number, which will continue to update as the stock moves up or down, so you might see something like this: 35.66 35.66 35.67 35.66 35.65 35.64 0.00 0.00 0.00 -0.01 -0.02 -0.03 -0.03 -0.04 etc....
There is this too for sure. When I asked IB support about this they said they know about it. And they don't know why. And they didn't seem too keen on trying to fix it
I suspect this is all due to data compression. Instead of sending the whole number, they just send the delta. Just a guess, not that it matters.
It definitely has something to do with how IB does burst data consolidated to r updates per second. But still. Being able to simply print time and sales in a clean manner isn't something that should still be an issue
You are correct about t&s being a cluster^^^^ Should simply display all size as ACTUAL, unless it goes over some maximim amount, say 99,999, then they can show it with the X100 thing. This would also highlight big blocks for you easily. 100 250 1200 266 1000 X100 = 100k block
Latest TWS update 977.3e seems to have resolved the x100 issue. Still waiting for support to get back to me about the Block filtering not working and Time and Sales sometimes laggging/falling behind
I have tried to find a solution to this and have spent ALOT of time with IB customer service with no luck, this BID/ASK colour coding does not exist on TWS unfortunately, which is so meaningless, the most important part of the T&S is to know whether the order was on the Bid or the Ask, right now all you see is uptick and down tick colouring, no change in price is white regardless of Bid/Ask. Regarding the X100 what is the solution to this based on the 977.3e update please????