I was just comparing T&S for the ESZ08 on IB via Ninja and TS. Totally different. Comments as to why?
ib does not show each print. it only shows a snapshot of each 0.2 of a second or whatever it is. that means if 10x1000 lot trades are done in 0.2s IB prints 10,000 @ a certain price (i forget how the price is printed, i think it might be the last price) this means its not 100% accurate, but the upside is it doesnt lag in fast market conditions
ufff, again this question: IB samples data, does not trasmit all ticks, ZEN and others do. that makes the diff