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Ni2Bba2011
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Jim, I don't use IB TWS, but I will say that IB T&S is not accurate as they aggregate orders together to save bandwidth. For example, there may be two orders with bid size 10 and bid size 23, that could show up in T&S as one entry with bid size 33. So I wouldn't use it for trading since it is misleading. Perhaps others can chime in here if I am incorrect.