stock777 Posted November 11, 2019 Report Posted November 11, 2019 Something I've noticed for quite a while. Maybe you have an idea of what's causing it. Mostly see this in after hours, where the bid or offer is taken out, but does not get removed from the Amtd L2 box. I use the Arca/Nasdaq feed on MT and ib's TWS as a reference. IB is very accurate. So the stale bid or offer sits there on the screen until another trade update or something triggers a refresh Seems like either they are not sending the data or MT is missing it somehow. I've seen this many times. If you want a screen shot, I'll grab one next time I see it. Quote
Jerry Medved Posted November 11, 2019 Report Posted November 11, 2019 If it was any other datafeed, I would say it might be MT, but with TD Ameritrade,we don't track the orders. We show exact snapshot of the data that they send and I have seen and checked this situation before. Unfortunately it's the datafeed. Quote
stock777 Posted November 12, 2019 Author Report Posted November 12, 2019 Too bad, for those that don't run multiple vendors, they are looking a stale L2 data., sometimes for a minute or more until a refresh clears it . Are they aware of this problem? Quote
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