Hello, i compared the trades listed on the TWS time & sales with all the trades listed on nasdaq.com for symbole ZM. https://www.nasdaq.com/market-activity/stocks/zm/latest-real-time-trades The TWS list shows only trades from a few exchanges. nasdaq.com shows much more trades, especially in the pre- and aftermarket. Its the same issue with all stocks. But if i wait one day then TWS has added all the missing trades and both lists are identical. I dont have any data-subscriptions, could this be the reason? Can someone with a full level 1 data-subscription check if both lists are identical live? Thanks.
What you see in T&S depends on your data subscriptions plus TWS will aggregate the live feed so it doesn't fall behind. I think it updates three times a second.