nsolot
-DTN Guru-
Posts: 273
Joined: Sep 4, 2004
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Posted: Sep 4, 2004 11:44 AM
Msg. 1 of 11
Not sure how or why, but Sep 2, I got delayed quotes even though I subscribe to real time. I confirmed subscription with DTNIQ CSR. After I stopped my app and restarted, I got real time again. E-mini SP & NAZ futures were affected, althought CBOT e-mini DOW was not. My data log shows the Delay field on this to confirm.
Following are sample transactions:
Q,@ESU4,10,1106.00,-.75,-0.00067766,19555,20,1107.50,1104.50,1106.00,1106.25,72,203,175,,3.,09:04t,693113,1106.50,1106.75,0.25,,1106.75,10,0,,,,,09/02/2004,,1106.00,09/17/2004,,,-.75,0,,,,,-0.5,1,0.002712477,,12,2,14,,,0.00,0.00,0.00,0.00,2227,,,, Q,@ESU4,10,1106.00,-.75,-0.00067766,19560,5,1107.50,1104.50,1106.00,1106.25,50,204,183,,3.,09:04t,693113,1106.50,1106.75,0.25,,1106.75,10,0,,,,,09/02/2004,,1106.00,09/17/2004,,,-.75,0,,,,,-0.5,1,0.002712477,,12,2,14,,,0.00,0.00,0.00,0.00,2228,,,, Q,@ESU4,10,1106.00,-.75,-0.00067766,19561,1,1107.50,1104.50,1106.00,1106.25,45,209,183,,3.,09:04t,693113,1106.50,1106.75,0.25,,1106.75,10,0,,,,,09/02/2004,,1106.00,09/17/2004,,,-.75,0,,,,,-0.5,1,0.002712477,,12,2,14,,,0.00,0.00,0.00,0.00,2229,,,, Q,@ESU4,10,1106.00,-.75,-0.00067766,19562,1,1107.50,1104.50,1106.00,1106.25,62,205,183,,3.,09:04t,693113,1106.50,1106.75,0.25,,1106.75,10,0,,,,,09/02/2004,,1106.00,09/17/2004,,,-.75,0,,,,,-0.5,1,0.002712477,,12,2,14,,,0.00,0.00,0.00,0.00,2230,,,, Q,@NQU4,10,1376.00,-2.00,-0.00145137,4726,2,1379.50,1374.00,1375.50,1376.00,8,114,183,,5.5,09:04t,285026,1377.50,1378.00,0.5,,1378.00,10,0,,,,,09/02/2004,,1376.00,09/17/2004,,,-2.00,0,,,,,-1.5,1,0.003997093,,12,2,14,,,1377.50,0.00,0.00,0.00,927,,,,
Q,@ESU4,10,1107.75,1.00,0.000903546,112774,1,1109.00,1104.50,1107.50,1107.75,841,524,183,,4.5,10:31t,693113,1106.50,1106.75,0.25,,1106.75,10,0,,,,,09/02/2004,,1107.75,09/17/2004,,,1.00,0,,,-0.25,-0.25,1.25,1,0.004062288,,12,2,14,,,0.00,0.00,0.00,0.00,8943,,,, Q,@ESU4,10,1107.50,.75,0.00067766,112775,1,1109.00,1104.50,1107.50,1107.75,841,523,175,,4.5,10:31t,693113,1106.50,1106.75,0.25,,1106.75,10,0,,,,,09/02/2004,,1107.50,09/17/2004,,,.75,0,,,-0.25,-0.25,1.,1,0.004063205,,12,2,14,,,0.00,0.00,0.00,0.00,8944,,,, Q,@ESU4,10,1107.75,1.00,0.000903546,112776,1,1109.00,1104.50,1107.50,1107.75,826,523,173,,4.5,10:32t,693113,1106.50,1106.75,0.25,,1106.75,10,0,,,,,09/02/2004,,1107.75,09/17/2004,,,1.00,0,,,-0.25,-0.25,1.25,1,0.004062288,,12,2,14,,,0.00,0.00,0.00,0.00,8945,,,, Q,@NQU4,10,1384.00,6.00,0.004354136,59651,135,1385.50,1374.00,1383.50,1384.00,317,135,173,,11.5,10:32t,285026,1377.50,1378.00,0.5,,1378.00,10,0,,,,,09/02/2004,,1384.00,09/17/2004,,,6.00,0,,,-0.5,-0.5,6.5,1,0.008309249,,12,2,14,,,1377.50,0.00,0.00,0.00,5515,,,,
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