Yes, same here. The market depth in TWS does not look right (see the pic attached). JBT detects this as invalid market depth, and will not update price or indicators until it becomes valid. This looks like TWS has a bug when reporting the 10-level deep market depth, and it needs to be reported to IB.
On Mon, Jun 29, 2009 at 11:45 AM, ecthx <[email protected]> wrote: > > Does any of you guys have problems with ES today? Right now I'm > looking at TWS BookTrader and it shows 10 bids > and 6 offers. JBT seems to be locked-up and data file is stuck at > 062909,103946,13,921.375 for more than 30 minutes now. I think that > JBT logic is rejecting unbalanced book but it might be something else. > > > --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
<<attachment: marketDepthProblems.png>>
