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Old 09-15-2008, 11:15 PM   #1

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Depth Which is "spread Out"
finally got IB up and running with Ninja Trader.

Upon opening SPI depth I found that everything is spread out across the orderbook. At first I thought it was some kind of error in NT, but then I checked in IB client and it was the same.

What is up with bid/ask levels being spread out so much?

Also I noticed alot more fills above the ask, and below the bid in T&S. How is this possible?

I've attached a screenshot to show what I mean.
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Depth Which is "spread Out"-spidepth.jpg  
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Old 09-15-2008, 11:43 PM   #2

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Re: Depth Which is "spread Out"
Welcome to the aussie SPI. Because today is seeing some extenuating circumstances though, it is probably thinner than normal. In general though, it is as thin market with 3-4 tick spreads no unusual at all.

All my best,
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Old 09-16-2008, 01:27 AM   #3

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Re: Depth Which is "spread Out"
Not really true mk. 3-4 can occur but is not "usual"

What you are seeing there is a Ninja problem. Disconnect from TWS and reconnect and it will probably go away.

If not restart entirely. I don't know why it does that but I've seen it from time to time. Usually if I had NT open before the market started for an hour or so and then when the market starts NT seems to mess the dom up. I've always fixed it with a simple disconnect/reconnect.
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Old 09-16-2008, 01:33 AM   #4

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Re: Depth Which is "spread Out"
No. Spotted the issue.

You're on the wrong contract. Its currently September till 18th.
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Old 09-16-2008, 01:34 AM   #5

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Re: Depth Which is "spread Out"
No. Spotted the issue.

You're on the wrong contract. Its currently September till 18th.
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Old 09-16-2008, 05:06 AM   #6

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Re: Depth Which is "spread Out"
Yeah, I noticed earlier after swapping it to back to September! DOM looked normal again.

Why is it like that? most volume supposed to rollover on the 18th?
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