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Evaluations are given here for Signal/cable, Signal/Internet (ESignal),
BMI/cable, BMI/satellite, and S&P Comstock CSP/satellite. Note
that BMI/cable is very good, as good as satellite, whereas
Signal/cable is ... (fill in your own favorite adjective). The
jury is still out on ESignal - actual performance at the user's
end seems erratic. We'll continue to look into this.
Performance data are determined for each half-hour time period
during the trading day. This provides a daily profile which
can reveal patterns of poor performance.
Lag is difference between CME T&S time & collected time stamp
(collected minus CME). Negative times indicate something
funny with either the feed time itself, or the process by
which feed time is attached to the collected data. This might
also be due to an incorrect local clock if the time stamp is
being set from the local clock.
Gap values are for the worst gap occurring in that time slot;
length is in seconds. Length of zero indicates that the 1st
tick of a pair was dropped where both members of the pair had
identical CME times.
For the following tables to be legible, do the following:
If you're reading this in an e-mail reader, switch to a fixed-spacing
font (in IE5: View, TextSize, Fixed).
If you're reading it in Notepad, change the font to Fixedsys or
Courier (NOT a TrueType or any other proportional font).
******************************************************************
************* SIGNAL SIGNAL SIGNAL ***********************
******************************************************************
Signal/cable; time stamp is feed time
**********************************************
Feed analysis for 06/30/1999
End Lag Tick Counts Gaps
Time Seconds CME Feed Ratio Lnth Ticks
07:00 6 318 175 0.550 59 6
07:30 4 350 226 0.646 34 5
08:00 4 323 256 0.793 34 1
08:30 3 227 201 0.885 37 1
09:00 2 228 224 0.982 40 1
09:30 2 192 187 0.974 19 1
10:00 3 173 173 1.000 0 0
10:30 1 200 198 0.990 30 2
11:00 3 227 220 0.969 25 2
11:30 4 278 195 0.701 50 8
12:00 4 244 142 0.582 56 2
12:30 9 221 131 0.593 75 10
13:00 4 261 132 0.506 96 11
Feed analysis for 07/19/1999
End Lag Tick Counts Gaps
Time Seconds CME Feed Ratio Lnth Ticks
07:00 11 387 190 0.491 57 4
07:30 8 316 213 0.674 56 3
08:00 8 306 237 0.775 59 4
08:30 8 291 242 0.832 44 1
09:00 7 368 350 0.951 24 3
09:30 6 310 307 0.990 19 1
10:00 6 223 223 1.000 0 0
10:30 6 257 257 1.000 0 0
11:00 6 267 263 0.985 9 1
11:30 7 253 247 0.976 15 1
12:00 6 261 257 0.985 22 1
12:30 9 277 245 0.884 65 11
13:00 9 351 270 0.769 53 3
Feed analysis for 07/20/1999
End Lag Tick Counts Gaps
Time Seconds CME Feed Ratio Lnth Ticks
07:00 8 348 181 0.520 79 12
07:30 6 343 212 0.618 64 9
08:00 7 339 253 0.746 31 2
08:30 7 346 248 0.717 42 2
09:00 7 399 315 0.789 28 1
09:30 5 308 294 0.955 24 1
10:00 6 295 286 0.969 40 3
10:30 4 243 242 0.996 16 1
11:00 5 289 275 0.952 23 1
11:30 7 287 256 0.892 41 1
12:00 6 342 310 0.906 24 1
12:30 6 387 314 0.811 32 1
13:00 8 353 248 0.703 68 3
Feed analysis for 07/27/1999
End Lag Tick Counts Gaps
Time Seconds CME Feed Ratio Lnth Ticks
07:00 6 345 177 0.513 39 7
07:30 5 319 229 0.718 42 2
08:00 5 320 280 0.875 36 1
08:30 3 343 303 0.883 26 1
09:00 2 326 303 0.929 61 2
09:30 1 357 343 0.961 24 3
10:00 2 282 282 1.000 0 0
10:30 3 237 236 0.996 6 1
11:00 2 264 259 0.981 37 1
11:30 3 243 238 0.979 17 1
12:00 3 335 332 0.991 19 1
12:30 4 273 237 0.868 50 1
13:00 5 348 254 0.730 56 3
(There was a bad tick @ 12:01:27, NY time;
1369.90 was collected as 1370.00)
Feed analysis for 07/28/1999
End Lag Tick Counts Gaps
Time Seconds CME Feed Ratio Lnth Ticks
07:00 3 348 249 0.716 37 1
07:30 3 386 264 0.684 176 41
08:00 1 361 306 0.848 28 2
08:30 2 309 282 0.913 37 2
09:00 3 307 289 0.941 67 3
09:30 3 287 281 0.979 23 2
10:00 0 275 275 1.000 0 0
10:30 1 304 304 1.000 0 0
11:00 1 295 291 0.986 21 1
11:30 1 280 278 0.993 27 1
12:00 1 326 317 0.972 27 1
12:30 3 349 313 0.897 46 2
13:00 5 344 269 0.782 28 3
(There was a bad tick @ 14:51:04 NY time;
1373.80 was collected as 1373.90)
Feed analysis for 07/30/1999
End Lag Tick Counts Gaps
Time Seconds CME Feed Ratio Lnth Ticks
07:00 0 362 242 0.669 39 4
07:30 0 373 293 0.786 33 1
08:00 -3 311 290 0.932 26 1
08:30 -2 306 299 0.977 18 1
09:00 -1 269 264 0.981 14 1
09:30 -2 289 278 0.962 24 1
10:00 -2 310 306 0.987 22 1
10:30 -1 381 375 0.984 10 2
11:00 -1 346 300 0.867 31 2
11:30 -2 265 179 0.675 50 4
12:00 0 285 206 0.723 39 2
12:30 -1 268 182 0.679 47 1
13:00 1 345 190 0.551 49 9
13:22 -4 133 128 0.962 22 1
(There was a bad tick at 12:24:03 NY time;
1341.70 was collected as 1341.30)
**********************************************
ESignal (by TS2000); time stamp is feed time
**********************************************
Feed analysis for 07/26/1999
End Lag Tick Counts Gaps
Time Seconds CME Feed Ratio Lnth Ticks
10:00 2 415 415 1.000 0 0
10:30 0 387 387 1.000 0 0
11:00 1 368 366 0.995 14 1
11:30 0 321 321 1.000 0 0
12:00 0 343 343 1.000 0 0
12:30 1 260 260 1.000 0 0
13:00 0 247 247 1.000 0 0
13:30 -1 172 170 0.988 20 1
14:00 -1 216 216 1.000 0 0
14:30 -6 245 245 1.000 0 0
15:00 1 335 335 1.000 0 0
15:30 -2 322 322 1.000 0 0
16:00 0 273 272 0.996 19 1
16:21 0 158 158 1.000 0 0
Feed analysis for 07/27/1999
End Lag Tick Counts Gaps
Time Seconds CME Feed Ratio Lnth Ticks
10:00 0 347 347 1.000 0 0
10:30 0 317 317 1.000 0 0
11:00 0 323 323 1.000 0 0
11:30 1 340 340 1.000 0 0
12:00 1 327 325 0.994 52 1
12:30 -2 356 356 1.000 0 0
13:00 0 282 282 1.000 0 0
13:30 0 237 236 0.996 6 1
14:00 0 264 264 1.000 0 0
14:30 0 244 244 1.000 0 0
15:00 0 335 335 1.000 0 0
15:30 0 273 273 1.000 0 0
16:00 0 347 347 1.000 0 0
16:21 0 193 193 1.000 0 0
(There was a bad tick @ 12:01:27, NY time;
1369.90 was collected as 1370.00)
Feed analysis for 07/28/1999 (** outages occurred **)
End Lag Tick Counts Gaps
Time Seconds CME Feed Ratio Lnth Ticks
10:00 0 349 349 1.000 0 0
10:30 -63 385 331 0.860 96 19
11:00 -25 363 335 0.923 42 8
11:30 -13 307 267 0.870 64 14
12:00 -3 304 284 0.934 54 5
12:32 2 319 191 0.599 379 72
13:00 1 248 237 0.956 58 7
13:30 -1 303 300 0.990 25 1
14:00 1 302 264 0.874 244 37
14:30 -2 273 251 0.919 34 2
15:00 0 325 266 0.818 98 12
15:30 0 349 348 0.997 7 1
16:00 1 344 344 1.000 0 0
16:21 1 162 161 0.994 9 1
(There was a bad tick @ 14:51:04 NY time;
1373.80 was collected as 1373.90)
Feed analysis for 07/29/1999
End Lag Tick Counts Gaps
Time Seconds CME Feed Ratio Lnth Ticks
10:00 1 347 339 0.977 27 1
10:30 0 369 368 0.997 10 1
11:00 1 309 301 0.974 27 1
11:30 1 337 332 0.985 22 1
12:00 -1 324 324 1.000 0 0
12:30 0 335 333 0.994 32 1
13:00 -1 249 248 0.996 9 1
13:30 0 334 332 0.994 17 1
14:00 1 343 338 0.985 21 1
14:30 0 287 284 0.990 18 1
15:00 1 273 272 0.996 4 1
15:30 -6 358 358 1.000 0 0
16:00 1 319 310 0.972 34 1
Feed analysis for 07/30/1999
*** NOTE TIME CHANGE: Time stamp is now local time,
synched to time server
End Lag Tick Counts Gaps
Time Seconds CME Feed Ratio Lnth Ticks
10:00 4 361 360 0.997 13 1
10:30 4 374 371 0.992 33 1
11:00 3 311 307 0.987 26 1
11:30 4 303 294 0.970 36 3
12:00 4 269 258 0.959 40 4
12:30 4 289 241 0.834 90 18
13:00 3 312 309 0.990 22 1
13:30 4 381 377 0.990 25 3
14:00 3 346 342 0.988 14 2
14:30 4 266 265 0.996 31 1
15:00 5 281 281 1.000 0 0
15:30 4 274 274 1.000 0 0
16:00 3 341 337 0.988 19 1
16:22 5 135 130 0.963 22 1
(There was a bad tick at 12:24:03 NY time;
1341.70 was collected as 1341.30)
************************************************
ESignal (by MetaStock); time stamp is feed time
************************************************
Feed analysis for 19990720
End Lag Tick Counts Gaps
Time Seconds CME Feed Ratio Lnth Ticks
07:00 -12 353 310 0.878 48 5
07:30 -12 340 299 0.879 41 3
08:00 -13 341 305 0.894 22 1
08:30 -12 350 313 0.894 31 1
09:00 -14 399 372 0.932 24 3
09:30 -13 303 290 0.957 34 1
10:00 -15 295 278 0.942 33 1
10:30 -16 242 242 1.000 0 0
11:00 -15 290 289 0.997 4 1
11:30 -16 289 288 0.997 15 1
12:00 -15 340 337 0.991 14 1
12:30 -15 387 343 0.886 46 5
13:00 -12 353 308 0.873 31 3
Feed analysis for 19990721
End Lag Tick Counts Gaps
Time Seconds CME Feed Ratio Lnth Ticks
07:00 -17 370 368 0.995 9 1
07:30 -17 304 302 0.993 27 1
08:00 -17 314 314 1.000 0 0
08:30 -18 315 315 1.000 0 0
09:00 -18 326 326 1.000 0 0
09:30 -18 329 329 1.000 0 0
10:00 -18 340 340 1.000 0 0
10:30 -19 257 256 0.996 9 1
11:00 -18 313 313 1.000 0 0
11:30 -19 293 292 0.997 10 1
12:00 -19 303 302 0.997 10 1
12:30 -19 367 367 1.000 0 0
13:00 -18 322 321 0.997 13 1
******************************************************************
************* BMI BMI BMI BMI **************************
******************************************************************
BMI/cable (by TS4); time stamp is feed time
**********************************************
Feed analysis for 06/30/99
End Lag Tick Counts Gaps
Time Seconds CME Feed Ratio Lnth Ticks
10:00 4 319 319 1.000 0 0
10:30 4 349 349 1.000 0 0
11:00 3 323 323 1.000 0 0
11:30 3 227 226 0.996 5 1
12:00 3 228 227 0.996 0 1
12:30 4 191 190 0.995 0 1
13:00 4 174 174 1.000 0 0
13:30 3 200 200 1.000 0 0
14:00 4 227 227 1.000 0 0
14:30 3 279 279 1.000 0 0
15:00 4 241 241 1.000 0 0
15:30 3 226 226 1.000 0 0
16:00 3 267 267 1.000 0 0
16:23 3 124 124 1.000 0 0
Feed analysis for 07/21/99
End Lag Tick Counts Gaps
Time Seconds CME Feed Ratio Lnth Ticks
10:00 3 368 368 1.000 0 0
10:30 3 306 306 1.000 0 0
11:00 3 309 309 1.000 0 0
11:30 3 316 316 1.000 0 0
12:00 3 327 327 1.000 0 0
12:30 3 329 329 1.000 0 0
13:00 3 339 339 1.000 0 0
13:30 3 255 254 0.996 9 1
14:00 3 316 316 1.000 0 0
14:30 4 292 291 0.997 10 1
15:00 3 303 303 1.000 0 0
15:30 3 367 367 1.000 0 0
16:00 4 319 319 1.000 0 0
16:21 4 151 146 0.967 18 2
**********************************************
BMI/satellite; time stamp is feed time
**********************************************
Feed analysis for 07/19/1999
End Lag Tick Counts Gaps
Time Seconds CME Feed Ratio Lnth Ticks
07:00 4 389 387 0.995 3 1
07:30 3 319 318 0.997 0 1
08:00 3 302 302 1.000 0 0
08:30 4 292 291 0.997 0 1
09:00 3 369 369 1.000 0 0
09:30 3 307 307 1.000 0 0
10:00 4 224 224 1.000 0 0
10:30 3 256 256 1.000 0 0
11:00 3 267 267 1.000 0 0
11:30 3 253 252 0.996 0 1
12:00 3 261 261 1.000 0 0
12:30 3 277 277 1.000 0 0
13:00 -24 360 360 1.000 0 0
Feed analysis for 07/20/1999
End Lag Tick Counts Gaps
Time Seconds CME Feed Ratio Lnth Ticks
07:00 3 349 344 0.986 25 1
07:30 3 342 342 1.000 0 0
08:00 3 341 341 1.000 0 0
08:30 3 348 348 1.000 0 0
09:00 3 398 398 1.000 0 0
09:30 3 306 306 1.000 0 0
10:00 3 294 294 1.000 0 0
10:30 3 243 243 1.000 0 0
11:00 3 289 288 0.997 4 1
11:30 3 287 287 1.000 0 0
12:00 3 342 341 0.997 14 1
12:30 3 387 387 1.000 0 0
13:00 -25 354 349 0.986 34 2
******************************************************************
***************** S&P COMSTOCK CSP ***************************
******************************************************************
**************************************************************
S&P Comstock CSP/satellite; time stamp is local time, synched
to a time server ("atomic clock")
**************************************************************
Feed analysis for 07/26/1999
End Lag Tick Counts Gaps
Time Seconds CME Feed Ratio Lnth Ticks
07:00 35 410 409 0.998 14 1
07:30 35 383 383 1.000 0 0
08:00 36 375 374 0.997 9 1
08:30 36 311 310 0.997 0 1
09:00 36 351 351 1.000 0 0
09:30 36 260 260 1.000 0 0
10:00 37 245 245 1.000 0 0
10:30 37 175 174 0.994 18 1
11:00 38 213 213 1.000 0 0
11:30 38 240 240 1.000 0 0
12:00 37 340 340 1.000 0 0
12:30 38 318 318 1.000 0 0
13:00 38 277 277 1.000 0 0
13:22 38 164 164 1.000 0 0
Feed analysis for 07/27/1999
End Lag Tick Counts Gaps
Time Seconds CME Feed Ratio Lnth Ticks
07:00 0 347 347 1.000 0 0
07:30 0 317 316 0.997 18 1
08:00 1 323 323 1.000 0 0
08:30 1 340 340 1.000 0 0
09:00 1 327 326 0.997 52 1
09:30 2 356 356 1.000 0 0
10:00 2 282 282 1.000 0 0
10:30 2 237 237 1.000 0 0
11:00 3 264 264 1.000 0 0
11:30 3 243 242 0.996 34 1
12:00 3 335 335 1.000 0 0
12:30 3 273 273 1.000 0 0
13:00 4 348 348 1.000 0 0
13:21 3 193 193 1.000 0 0
Feed analysis for 07/28/1999
End Lag Tick Counts Gaps
Time Seconds CME Feed Ratio Lnth Ticks
07:00 13 346 346 1.000 0 0
07:30 14 386 386 1.000 0 0
08:00 14 360 360 1.000 0 0
08:30 14 311 311 1.000 0 0
09:00 14 305 304 0.997 15 1
09:30 14 288 288 1.000 0 0
10:00 15 277 277 1.000 0 0
10:30 16 300 299 0.997 13 1
11:00 15 297 297 1.000 0 0
11:30 15 280 280 1.000 0 0
12:00 16 326 326 1.000 0 0
12:30 16 348 348 1.000 0 0
13:00 16 342 342 1.000 0 0
13:21 19 167 167 1.000 0 0
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