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ameritrade level II discrepancies


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Maybe you can refer this to them for investigation.   I've noticed their L2 via MT  after hours can be a bit dicey, and  slow

This is the MT  API feed vs the TOS L2 book at  the same time

refreshing and changing symbols didnt help , so its something on their side not accurate

Think I might have noticed  a locked quote (same price both sides) before this error





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the API is not the same datafeed as what TOS uses. I cannot tell what the "correct" value is - for that would need to know what the bid/ask are on the regular Level I quote at the time. However, that is not something we can do anything about. I am 100% sure that MT is showing exactly what is being returned by the datafeed.

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