Ecn Bug

[n23mc]

In the ARCA book on the market depth screen, when the bid or ask size is >100,000 the left most digit is not displayed.

You can see this using QQQ as a symbol & comparing to the ECN book on the www.tradearca.com site.

Could a fix be implemented quickly for this?

seeing a number in esginal like 5,000 on a bid size is much different than 105,000 which could be the actual number.

[n23mc]

Looking at it further, it doesn't appear to truncate, but show some other meaningless number.

Bid or Ask sizes over 99,999 do not show correctly.

[AndyS]

Hi n23mc,

I forwarded this to our QA people with a request for information on any known issues regarding this situation. I've been looking at this today and while I didn't have anything handy at the moment to compare it to, I did not see any apparent problems. I went to the link you posted, but could not find from there an access to this information.

When I hear back from QA, I'll update the post. Thanks for bringing this to our attention.

Regards,
Andy

[n23mc]

Andy,

Just click on the book link on the right hand side of the page. Call up a symbol like QQQ, and look at what Esignal's ECN book shows when the sizes are over 100,000. Esignal displays a shortened number which could leave one in a bad state when thinking the size is small when it's actually huge.

[AndyS]

Hi n23mc,

O.K., I have duplicated what you have seen. Prior to duplicating this, I received back word that there's no known bugs of this nature reported.

This is being looked at further and I'll report back what we find.

Regards,
Andy

[AndyS]

Hi n23mc,

O.K., I have the answer. Arca has gone to a new feed, called ITCH. We have not yet converted over to that feed. It's on the projects list to be completed. I do not know at this time when that will be done.

Regards,
Andy

[n23mc]

thanks for the reply.

I hope it gets updated very soon.

Seeing 1,000 on the ask side, when it's actually 101,000 can be extremely costly financially when trading.