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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.
Can you help answer these questions from other members on NexusFi?
@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.
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.
