i never realize this,since i'm using L1 and relatively happy with the quality. however-i don't really understand,why IB is not showing us real size on bid\ask? i was assuming, that what i see @ smart is cumulative size of best bid and offer. i was wrong..it's not a problem,when you trade 100 shares, but then you have to unload 1000 and IB only showing 100 like in example attached. and i don't even underhand the algorithm or whatever they use to choose what to show. it would be ok, if they show sum of all shares at all exchanges at best bid and offer. if they can't do that-it would be ok to display at least biggest size at NBBO. but this....this looks like a BS to me.. Can anyone explain what is the problem with displaying real sizes on bid\ask? Thank you!