Jump to content
Medved Trader Forums

mrmargin

Members
  • Posts

    3
  • Joined

  • Last visited

Everything posted by mrmargin

  1. Thank Jerry, I actually missed those settings. But what about the ARCA book? It's a separate service or does MT include this with the NYSE book option?
  2. Level 2 data in the MT L2 Window appears to be incomplete. When running MT and using IB as source for L2 data, it almost exclusively displays NSDQ prices and only displays one MM per price even if there is more than one at the same price. In fact, it may even outright ignore better bids and offers from other MMs or markets. Say SPY has bids as displayed by TWS: 033 | 204.03 | ARCA 036 | 204.03 | BATS 017 | 204.03 | BYX 072 | 204.03 | DRCTEDGE 017 | 204.03 | EDGEA 017 | 204.03 | NSDQ 036 | 204.03 | NSDQ 111 | 204.02 | ARCA 095 | 204.02 | BATS 024 | 204.02 | NSDQ 096 | 204.02 | NSDQ 454 | 204.01 | ARCA 125 | 204.01 | BATS 036 | 204.01 | NSDQ 096 | 204.01 | NSDQ and offers 008 | 204.04 | ARCA 134 | 204.05 | ARCA 025 | 204.05 | BATS 004 | 204.05 | BYX 027 | 204.05 | DRCTEDGE 004 | 204.05 | EDGEA 004 | 204.05 | NSDQ 074 | 204.05 | NSDQ 507 | 204.06 | ARCA 096 | 204.06 | BATS 001 | 204.06 | NSDQ 169 | 204.06 | NSDQ then MT displays 040 | 204.03 | NSDQ 096 | 204.02 | NSDQ 122 | 204.01 | NSDQ and 078 | 204.05 | NSDQ 074 | 204.05 | NSDQ 169 | 204.06 | NSDQ Note that MT ignored the 204.04 offer on ARCA completely and that some of the sizes for NDSQ also don't match with what TWS displays. From time to time I could also see UBS and Timber Hill quotes but for the most part MT was exclusively displaying NSDQ. As an additional note: I was also connected to IQFeed but I don't have L2 there and specifically selected IB as a data source because of this. MT Version: 1.0.5947.932
  3. Hi Jerry, I would very much like to try out the MT beta. Thank you!
×
×
  • Create New...