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As anyone may know, Eurex / DTB and CAC futures are electronic traded markets.
The broker uses a terminal linked to the electronic exchange, and the quote appearing
on this terminal are the true realtime quotes.
Datafeeds broadcast the ticks from the same central electonic pit than used to feed the broker's electronic terminal,
who usesa deicated phone line from the exchange
When testingthe Xpress Feed Comstock interface today, I was dicussing with our broker who uses one of
these machines to place the orders.
I asked him to read the quotes as they appeared and compared with TS2000i / Radarscreen2000i quaote window:
Lag observed: impossible to evaluate with my two ears and eyes.
Probably a few tenths of seconds .
Next time we will compare the numeber of ticks received with other feeds.
(DTB and CAC40 futures for the moment).
Sincerely,
-Pierre Orphelin
Neurofuzzy Logic tools for TradeStation
Free evaluation versions and competitive upgrades available
web: http://www.sirtrade.com
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