I looked at IB BookTrader window a lot before, but I just noticed that
the cumulative bid and cumulative ask size numbers are updated very
infrequently there, something in the order of once per minute or so.
That means it's meaningless to compare them to those in the IB market
depth window where the cumulative numbers are changing several time
per second. So, perhaps, the issues that I reported above are not as
severe as they appeared to me first.
--~--~---------~--~----~------------~-------~--~----~
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
-~----------~----~----~----~------~----~------~--~---
