So something strange, perhaps idiosyncratic for a particular day, but disturbing, nonetheless, suggesting an automated IB layer to the API L1 market data, at least for test accounts.
Trading in paper, say Corn, when I entered an order market data would arrive immediately fading against the order to a round multiple of 75 cents, persisting until a bona fide Bid/Ask was sent.
All simulated trading, and in the API only.but still?
For instance, say the market in Corn was: 402.50@....?
If I sold one, during a very quiet interval in the market (overnight), the market would show 402.50@... using the API (and I verified a "tickPrice" was received saying such).?
But on TWS, the proper market would show (I had logged into my real account on TWS)
