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Discrepancy between Level II and Streamer with TDA feed


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Hi,

I have this problem since the beginning with MT. Curiously on QT I never had it. However before it was not so obvious, so i could live with it.

Lately, since about two - three weeks, it's worst than before, and, I really can't say what is correct, the streamer or the Level II.

On the screenshot below, you can see that on the Streamer, the Bid Size on PASO is 87.000, and, the Ask Size 53.400.

Then you look at Level II, and the Bid Size is 443.200 + 87.000 = 530.200. The Ask Size is not 53.400, but, 495.225.

I am using TDA feed for the Streamer and for Level II, so I don't understand what is happening.

I repeat what I said above. I used Quote Tracker 10 years or more, and never had this problem.

Any explanation for this?

TIA

paso.jpg

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the Level I quotes generally show the size of the best bid/ask, not the total. and in MT on the Level II you can choose how to sort the rows with the same price - not sure what yours is set to. I think Level I takes oldest first

NOTE: we have no control over how L I stuff is displayed. we just show what they return

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