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ameritrade bid/ask size


stock777
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  Not really a bug, so I'm putting this here.

 

  Ameritrade level 1 does a lousy job of supplying true bid/ask size. Not even close.   Looks like only the primary exchange is shown, but even that is a shaky theory  if you look at the level 2 matrix,

 

 Anything you can do about this (not optimistic, I must say)

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we are just showing what is being returned. Not computing it, so nothing we can do.  In general, the Level I bid/ask and bid/ask size are the NBBO, so it would definitely not match up to the total # of orders on the level II at any particular level, and as far as comparing to the top row in Level II, that depends on the selected sorting on L II

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 I get that L1 is the nbbo, but by what perverse standard are the orders at the SAME PRICE not aggregated?

 

 So there's 100,000 shares bid on a stock at $5 and Ameritrade, and possibly others, are  showing  8,000?  Who does this help?

 

 It's just wrong, and the actual size on the b/a should be disseminated. I know it has nothing to do with MT, but thought you  might know more about it.

 

 I believe  IB does it right,

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