ydfah Posted January 25, 2019 Report Share Posted January 25, 2019 I'm noticing that TD Ameritrade Level 2 (bid, ask, last) is lagging the raw data window by about 8-10 seconds. Is it this way for everyone or is it just me? Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted January 25, 2019 Report Share Posted January 25, 2019 not aware of anything - you are comparing bid/ask changes in the raw data, right? lots of level II windows open? Quote Link to comment Share on other sites More sharing options...
ydfah Posted January 25, 2019 Author Report Share Posted January 25, 2019 Only 1 raw data window and 1 level 2 window are open. Yes I'm comparing the L2 data to the raw data. I see the trade in raw data then about 8-10 seconds later the traded shares are subtracted in the L2 window. Quote Link to comment Share on other sites More sharing options...
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