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Rob_99 has contributed to 3 posts out of 21185 total posts (0.01%) in 4,473 days (0.00 posts per day).

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Data and Content Support » Eurex data Mar 20, 2012 04:40 AM (Total replies: 81)

Seeing delays on Eurex again the past 30 minutes. Current lag around 60 seconds and rapidly getting even worse.

Data and Content Support » Eurex data Jan 30, 2012 03:05 AM (Total replies: 81)

Nick

The ticks are timestamped. I log the difference between the timestamp and the time on the computer if there is a problem. Its part of the code logic in an automated strategy.

Looks like another day of problems. Already seen lags of 20 seconds within the first couple of hours trading.

Data and Content Support » Eurex data Jan 27, 2012 09:38 PM (Total replies: 81)

I log feed latency when it exceeds 2 seconds on the closing tick of a 1 second bar. I have over 20,000 instances of this on DAX the last 2 days (ie over 50%), so it's not exactly a "sporadic" problem. For context I generally get <1% samples lagged on the DAX, and close to zero on Globex symbols.

I really hope you are prioritizing this, I have found your Eurex feed to often be lower quality than Globex but this is just not even close to acceptable.


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