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12-21-2008, 10:59 AM
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Join Date: Dec 2008
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Missing QQQQ bid/ask sizes from IB
In IB's Booktrader for the QQQQ, there should be large bid or ask sizes displayed at every one of the 40 price levels I can see in booktrader (as expected for such a liquid stock). But over the last two months there have been significant ongoing gaps in this bid/ask size data. Sometimes there can be no bid or ask data for 10 price levels, within 2 cents of the last sale (example attached), and often at major support or resistance. This just does not happen in the Q's. After many many phones calls and emails, IB finally agreed there is a problem, but after weeks it is still not fixed.
So my question is, using IB as the data feed, does NT's superDOM also show many empty bid/ask sizes for the QQQQ? (It happens with many other symbols as well) |
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