After upgrade to the newest TWS version(892.9b) I'm having problems
with market depth data.
When I start JBT in forward-test mode I can no longer see full market
depth In TWS Book
Trader, only top bid and top ask are visible.
This is how Book Trader looks after the error occurs:
http://jbooktrader.googlegroups.com/web/booktrader.png?gsc=_t2BvQsAAAAGrceEz7NkObaiN_FULzXk
and this is how JBT data file looks:
031109,144846,-8,147.675
031109,144847,-8,147.675
031109,144848,-8,147.675
031109,144849,-8,147.675

When I kill JBT everything goes back to normal (all 5 bid and ask
levels are visible) without the need of
restarting TWS BookTrader. All this happens pretty randomly, when I
restart JBT I might get all three data
streams or only one or two of them working. For me temporary solution
is to open
TWS BookTrader before I start JBT, then everything works fine. This is
still a major pain for me because
normally I use scheduler to start JBT and up until now I was able to
collect market data without any
manual intervention (except for starting TWS every Sunday ). The best
solution for now will probably be
downgrading TWS, but I would appreciate if someone who is using newest
TWS could confirm this bug.

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