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Market Depth


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Market Depth

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  #1 (permalink)
Oberhausen, Germany
 
Experience: Advanced
Platform: Sierracharts
Broker: Interactive Brokers/DTN IQFeed
Trading: Bund Future
 
Posts: 278 since Aug 2011
Thanks: 100 given, 311 received

There is a problem with TWS version 937.2, Mar 20, and third-party software.

TWS itself and BookTrader show Market Depth properly but programs like ButtonTrader and Sierrachart are no longer able to display MD, they show only the inside bid/ask.

Since this worked in prior versions I assume IB changed something to the disadvantage of third-party programs.

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  #2 (permalink)
Market Wizard
Berlin, Europe
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
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FGBL07 View Post
There is a problem with TWS version 937.2, Mar 20, and third-party software.

TWS itself and BookTrader show Market Depth properly but programs like ButtonTrader and Sierrachart are no longer able to display MD, they show only the inside bid/ask.

Since this worked in prior versions I assume IB changed something to the disadvantage of third-party programs.

@FGBL07: They probably made some changes to the API. NinjaTrader still works with release 927.7 from June 2012. I also had NinjaTrader connected to version 937.2, and it did not display market depth either.

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  #3 (permalink)
Oberhausen, Germany
 
Experience: Advanced
Platform: Sierracharts
Broker: Interactive Brokers/DTN IQFeed
Trading: Bund Future
 
Posts: 278 since Aug 2011
Thanks: 100 given, 311 received


I reported this bug here: Forums - Unofficial TWS bug thread and IB claims to have corrected the error and uploaded a new version. Have yet to test it.

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