Data Feed comparison Interactive Brokers vs LightSpeed Trading vs ZenFire on ES
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There also looks like there are large blocks of orders in IB that are not affecting the bids/offers. What are they?
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Do you know what the large blocks are that are going through IB but not the others?
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Everyone knows that IB has the worst data feed, but this video shows that very nicely. Well done!
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does it has any effect to the process of order executions/fills - in the way that you have disadvantages in speed or anything else ?
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ib clumps orders together in 1-2 second snapshots.
HighProbabilityTrade 7 months ago