Is there a problem with the data feed? My real-tiem ESM5 data feed is lagging the market. I noticed it just at the Fed announcement.

I have noticed this before, especially when we have a fast moving market--you may want to investigate. I would be interested in your findings.......

Thanks

Jean, it is happening more than you realize. There have been many other occassions over the past several weeks that it has occurred as well. When it does, I contact customer service to verify that it is, in fact not on my end, and in nearly all cases, DTN confirmed that it was on their end. This is a continuing and ongoing problem. I am suprised that more DTN customers are not posting on this forum about it, but maybe don't notice it, or dont know to post here.

Yes, it does seem to occur when volume accelerates, but THAT is precisely when I need a data provider to perform. Hopefully more will post their thoughts on this, because I think DTN does not realize what a HUGE issue it is for us who depend on accurate and timely data feed.

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Tradinoncoffee

Thanks for the confirmation Tradinoncoffee.

I have suspected this must have been happening to others, but I posted before about a similar problem and received no reply neither from DTN nor other users!

It's very annoying and as you said happens when we are most dependant on accurate data--in a fast market.

Let's hope someone will now take action.

We had our Market Data group monitoring the IQ systems during the FOMC announcement, and it came as a surprise to hear that you were seeing delays. We were comparing our data to Reuters, and were right on though the announcement and afterwards. Because, we received reports of slow data that we weren't able to confirm internally, we began searching elsewhere for answers. We have just received this notice from the CME, which may explain the delays you were seeing. CME has 2 feeds, and different vendors/brokers are on each of them. We are looking into switching to the other feed from CME, but unfortunately this isn't a quick process.

This is the Notice we received:

CME® MARKET DATA OPERATIONS

***ALERT NOTICE***

TODAY, 3/22/05, FROM APPROXIMATELY 1:20 P.M. TO 1:57 P.M., IN REACTION TO THE FOMC MEETING ANNOUNCEMENT, CME EXPERIENCED LATENCIES IN DISTRIBUTING MARKET DATA VIA THE ITC CHANNELS OF THE MARKET DATA NETWORK (MDN). WE HAVE IDENTIFIED THE PROBLEM AND WILL MAKE THE NECESSARY CHANGES TO RECTIFY THE ISSUE TODAY, AT 4:30 P.M.

WE APOLOGIZE FOR ANY INCONVENIENCE THIS ISSUE MAY HAVE CAUSED.

THANK YOU.

CME MARKET DATA OPERATIONS

In addition to this, as I stated in another post last week, we have ordered new servers to upgrade our data centers and increase capacity to stay ahead of increased market volume. At the same time, we have new code in QA that will greatly improve the efficiency of our server systems. In the mean time, we have also identified a handful of users who appear to be abusing their subscriptions on IQFeed by scanning the entire market and/or historical data. We have identified these users and will be terminating their access so as to eliminate the impact a few customers have on the rest of our thousands of users.

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Jay Froscheiser
DTN Market Access, LLC.

Jay, thanks for the update. Am suprised that you are not already on the RLC feed from the CME. Although I do not use and feeds from you that link to a trading platform, it would be obvious that you are not using that one since RLC provides depth of market and ITC only offers top of book. That would explain why a trading platform showing depth of market would have been different than your feed, since that is the one that experienced the CME based issue today.

In any case, sounds like the switch would be a good move, and thank you for updating us. Like someone else mentioned, hopefully those servers are on express order and can be implemented quickly.

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Tradinoncoffee

For what is it worth, I was trading @YMM5 before and after the Fed announcement, and noticed no real delay at all today, when compared to my YMM5 display in my MB Navigator (showing the bid/ask/last info and streaming time and sales). That is a CBOT feed and I didn't notice any noticable lagging from IQFeed fed into Medved Quotetracker.

That's great Jay. Glade to hear you guys are on top of things.

I appreciate all your efforts. Thanks.