mb4x4

Yep Judging by a bunch of reddit threads seems many ppl aren't happy with the overall Chucky Schwab experience and are jumping ship to Fidelity... my hope is this influx of new day trader accounts pressures them into improving the trading/API infrastructure. Only time will tell...

Just to chime in with my experience... I recently switched to Fidelity from TDA and can definitely see the difference in execution speed, TDA trade systems are markedly quicker. I scalp small caps and rely heavily on fast execution, do get great fills when the order processes quickly on Fidelity but I have missed a few entries in the couple of weeks I've been testing. I have many other accounts with them so will likely give it another month to see if I can adjust my trading, if not may switch back to Schwab after the merger is ironed out.

May 10th here as well. Thanks Jerry!

Ahh yes the wonderful world of small caps, reverse splits, and secondary offerings lol. Yes, free float discrepancy is frequently discussed amongst fellow low-float traders, hell even with premium data feeds you still see discrepancies. I'm quite certain there isn't a single data source that's 100% accurate when it comes to small caps. That said and of those 4 sources you listed, I'd absolutely go with the broker (Webull) value every time as they have an obligation to report correct data particularly on day 1 of R/S trading. NOT to say it'll be perfect but they'll more often than not have the correct values compared to the other three which in my experience can be delayed. I think it's more important to have a consistent source as I'm quite used to comparing float data from multiple places anyhow, would just be great to know that MT is pulling from a single source/broker. Thanks

It doesn't happen on every single ticker, maybe half of the ones I've tested. Here's another... again the lower value is correct.

Its the lower value of the two that's correct, always. I just checked quite a few.

Thank you Jerry but it appears this is still happening. Float is bouncing between incorrect/correct when I click through the portfolio tickers. I'm on 1.1.9932.155. Examples...

I keep a Detailed Quote window open at all times, helps to quickly view Float when clicking through Portfolio tickers. Recently I noticed the Float data is inconsistent, for example if I click a ticker once it shows the correct Float but if I click away and back to the same ticker, the data is sometimes roughly doubled. Any ideas? Examples... VTVT correct float is 632K incorrect is 1.28M. COCH correct float is 7.10M incorrect is 15.53M.

To be fair to MT though, it seems different platforms treat daily candles in different ways. For example TDA doesn't print a daily candle during premarket but IBKR does.

Yes, it began printing the 5/25 daily at 8AM EST which is a bit strange IMO. I can see how printing of a daily candle AT ALL during premarket can be confusing because the market hasn't even opened, daily candles don't factor in extended hours.

Seems it prints a new candle at 8AM EST and not the start of premarket 4AM EST.

Just to add a bit more as it's something I just noticed, during premarket (aka. Now) the current daily candle is still yesterdays candle. Today is the 25th but the active daily candle is still 5/24. Doesn't seem right...

Makes sense, just helping to clarify.

Hi, I understand what Hans is saying cause, it throws me off occasionally. I guess another way to explain it is we don't want to FULLY disable real-time updating for historical cause it can be useful during regular hours (daily patterns, etc) but if there was an option to disable real-time historical updating ONLY during pre/post hours that would be helpful. From 4AM-9:30AM the historical would simply be paused at previous days close, resume real-time updating at open, then pause at close once again. All backfilled historical candles only take into account regular hours so why have the current daily candle update real-time during pre/post when there's an intraday chart. Hope that helps.

Yes, you must subscribe to IB imbalance data for a couple bucks but it is available via API. Any chance you can get it implemented into MT? Having imbalance volume/indicative price would help immensely trading halts, IPOs, etc. https://interactivebrokers.github.io/tws-api/tick_types.html Auction Volume The number of shares that would trade if no new orders were received and the auction were held now. IBApi.EWrapper.tickSize 225 Auction Price The price at which the auction would occur if no new orders were received and the auction were held now- the indicative price for the auction. Typically received after Auction imbalance (tick type 36) IBApi.EWrapper.tickPrice 225 Auction Imbalance The number of unmatched shares for the next auction; returns how many more shares are on one side of the auction than the other. Typically received after Auction Volume (tick type 34) IBApi.EWrapper.tickSize 225