Yes, it just happened to me with SPY calls. An order to sell, that should have filled, disappeared. I didn't cancel. I don't see the trade anywhere.
i do have doubt's about accuracy of IB quotes too. hard to prove..but i believe there is some problems with quotes. way to often, when i execute order manually(specially on slow stocks with big spreads)-sell at the bid for example-the price i receive is better than a current bid and right after the fill price in TWS changes to my fill price. it's happens ALL the time,few times a day with me. we can "blame" bots,hidden orders or something else for this,but we all know for fact that TWS quotes does freeze. another "twist" to example above is when you selling at the bid,you receive price slightly better at smart,following posted trade 1 cent or so below yours on some other exchange and price in bid cell change to my fill price. make me feel that IB is cheating on me,by not showing true price at the time of my execution. again-i have no proof of all above,no screen shots, but i doubt accuracy of TWS quotes.
I know this is an outdated thread.. but I couldn't seem to find a satisfying answer elsewhere. Any resolution to this issue? Specifically, whether IB is showing correct aggregate level 1 bid/ask quote sizes on SMART? The quote from their website: http://individuals.interactivebrokers.com/en/p.php?f=marketData specifically states (well, at least it does now) "NBBO is the top of book, representing the best bid and best offer from all contributing exchanges and ECNs. Full market depth includes orders that are outside of the NBBO and can allow traders insight into the strength of the total order book." I see that this is really only referring to prices (not bid/ask sizes). So, does one have to subscribe to ArcaBook for Equities, Nasdaq Totalview, and NYSE OpenBook RealTime to get complete aggregate bid/ask volumes, even for Level 1? Hopefully this questioned has been answered elsewhere - if it already has been, I apologize. Thanks, -codeine
---So, does one have to subscribe to ArcaBook for Equities, Nasdaq Totalview, and NYSE OpenBook RealTime to get complete aggregate bid/ask volumes, even for Level 1?--- dunno about NY OpenBook and Totalview(i would ask IB),but ARCA-yes. without it -you not going to get anything from ARCA. to add more pain-they now it require separate subscription per user(all this shit use to be free for all, 10 years ago,now-it will cost you a small fortune every month,specially if you qualify as a pro(corp,LLC,etc)) per user mean-if you have an account with IB and there is more than one username\trader on same account-each of them are required to have separate subscription. and each have to pay separately.