Yeah, what u r seeing is more than likely Pit vs. Electronic, in which BxA will be out of sync (for obvious reasons) Not familiar with TS, but here's some links on CBOT's site to guide you: http://www.cbot.com/cbot/pub/page/0,3181,1413,00.html Click on the Open Auction or Electronic in the main page to see the "official cbot" symbol.
Thanks guys, and cwjcntr for the link, that confirms I've got the right contract in TWS. Prices on cbot site match TWS. Agree, most likely explanation for a bid/ask discrepancy is comparing a pit contract to an electronic one. In this case, I'm 99% certain thats not the case because tradestation has two symbols, one they clearly notate as electronic (@TY) and one as pit (@TY.P), which don't match each other as expected. Funny thing is neither one matches spreads or last trade on March ZN in tws, but from everything I've read, @TY should = ZN. go figure On the TS support forum, It looks like someone else had the same issue but no resolution was posted. I pm'd him there for a possible break in the case. perplexing, thx ppl. If any TS users have confronted this before, please set the record straight
I posted the same question on the TS forum and did not get any help. You can see that pit and electronic contracts and their symbos at the cbot site: http://www.cbot.com/cbot/pub/page/0,3181,932,00.html zn/ty: http://www.cbot.com/cbot/pub/cont_detail/1,3206,1520+14433,00.html zb/us: http://www.cbot.com/cbot/pub/cont_detail/1,3206,1526+14431,00.html I was trying to find which contract is 'more liquid': the answer is the electronic contracts. The best link on this subject I have found was by Pabst on ET at 10-06-03 04:53 PM "Although ZB and ZN share identical contract specifications to the pit traded versions(US and TY) there is no order matching linkage between the ACE conracts and the pit contracts. Apples to apples so to speak. The CBOT merely decided to give traders a choice betwen which venue they wanted to use, and in the case of the 10 year, about 90% of non spread, i.e. lead contract month outrights, are now traded on the screen. In bonds about 70% of the volume is screen based." ramora
You are using the continuous contract symbol in TS (@TY). Try using the individual contract symbol: tyh04 and see if it matches with IB.
k, well, not to expose my stupidity, but to expose my stupidity.... @TY is March ZN. My free daily cbot data in TS was delayed. With proper realtime, they match up.