i wrote a program to download the IB and MBT bids to compare them.
i used Ninjatrader to insert data into a mysql table all the bids that were occuring on both IB and NT.
i fould that out of a sample of 22243 quotes with matching timestamps(accuracy to seconds)
matching bids=9496
not matching bids=12747
the IB bids were higher than MBT=10910
the MBT bids were higher than IB=1837
Is IB that bad that they are providing such a bad quality of quotes.
attached spreadsheet with non matching bid info.
i used Ninjatrader to insert data into a mysql table all the bids that were occuring on both IB and NT.
i fould that out of a sample of 22243 quotes with matching timestamps(accuracy to seconds)
matching bids=9496
not matching bids=12747
the IB bids were higher than MBT=10910
the MBT bids were higher than IB=1837
Is IB that bad that they are providing such a bad quality of quotes.
attached spreadsheet with non matching bid info.
Attached File(s)
CompareIBvsMBT_Bids.zip
482 KB
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256 downloads