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Hi List,
I've just started watching realtime data for ES options from Esignal and
realised that while the trade record seems the same from both feeds, the
bid/ask ticks received from Esignal and IB are totally different from
eachother.
E.g. ES F4C1110 around 14:30
.......Esignal..IB
Close..17.00...17.00
Bid....16.25...16.25
Ask....18.75...17.25
Such big differences occur during the entire session, so it's not just
Esignal lagging.
Any ideas?
Thanks, M
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