TWS Futures rollover volume curse is back

Discussion in 'Trading Software' started by stock777, Mar 7, 2007.

  1. Yes, its back.

    Rollover volume merged in with regular trading. Makes backfilling problematic w/ programs like QT. Thought IB was gonna keep that volume out of the total?????
  2. lwlee


    Huge order of 5700 contracts crossed the tape on the er at 1:30 but it didn't budge the market at all.

    I was wondering what the heck.