skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004
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Posted: Oct 14, 2004 09:36 AM
Msg. 1 of 4
At around 10:30 ET this morning IQFeed quotes for ER2/ES/NQ were lagging my brokers (IB) feed by more than 20 seconds!!!
My trading system monitors the difference between these two feeds every day and IQFeed is usually 0.2-0.5 seconds behind. Whats going on this morning?
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DTN_MarketData
-DTN's Market Data Experts-
Posts: 785
Joined: Jul 15, 2004
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Posted: Oct 14, 2004 10:50 AM
Msg. 2 of 4
We will have to monitor this tomorrow morning at expected high volume periods (08:30 CT and 09:30 CT). Upon receipt of your message posting, the volume was checked versus a competitor (Reuters) and it was up to speed. The grain markets open at 09:30 CT, thus, this may have caused a delay -- but we would not expect to see 20 seconds or more.
As said above, we will watch this closely over the next few days to determine if there may be delay issues at times of high market volume (specifically the open of the equity market and the open of the grains markets).
Thank you.
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DTN_MarketData
-DTN's Market Data Experts-
Posts: 785
Joined: Jul 15, 2004
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Posted: Oct 15, 2004 09:35 AM
Msg. 3 of 4
There were no delays witnessed today on the @ESZ4 contract at 08:30 or 09:30 CT (as compared to Reuters). We will monitor this again on Monday. Thank you.
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skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004
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Posted: Oct 15, 2004 09:44 AM
Msg. 4 of 4
I was monitoring it also. All the globex symbols were fine this morning
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