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>From time to time someone reports VERY large delays in BMI data (see the
attached snippet below).
> > >>These suggestions assume that you are aware that many BMI satellite
> > customers
> > (including myself) have found that BMI's real time feed is consistently
> > running 20 to 2 minutes behind actual exchange quotations.
This puzzles me because I have never seen delays of this magnitude (I am a
BMI/cable subscriber). Could it be that satellite delivery is often delayed
much more than cable delivery??? I certainly wouldn't think so.
Following are statistics for the S&P contract for three recent days:
(Disregard the negative "lags".)
-------------
Feed analysis for Apr14, 2000
Times are time-slot ending times expressed as Pacific time.
Lag is difference between CME T&S time & collected time stamp.
(a gap may corrupt the corresponding lag time.)
Miss is the number of missing ticks in the corresponding time slot.
Gap length is in seconds & depicts the longest (time) gap in
the corresponding time slot.
End ____ Lag __ _____Tick Counts______ Longest Gap
Time Seconds CME Feed Ratio Miss ___ Lnth Ticks
07:00 __ -1 ___ 305 _ 305 _ 1.000 ___ 0 __ __ 0 __ 0
07:30 ___ 1 ___ 330 _ 330 _ 1.000 ___ 0 __ __ 0 __ 0
08:00 ___ 1 ___ 370 _ 370 _ 1.000 ___ 0 __ __ 0 __ 0
08:30 ___ 3 ___ 311 _ 309 _ 0.994 ___ 2 __ _ 19 __ 2
09:00 ___ 2 ___ 347 _ 347 _ 1.000 ___ 0 _____ 0 __ 0
09:30 ___ 3 ___ 323 _ 323 _ 1.000 ___ 0 _____ 0 __ 0
10:00 ___ 3 ___ 269 _ 269 _ 1.000 ___ 0 _____ 0 __ 0
10:30 ___ 4 ___ 279 _ 279 _ 1.000 ___ 0 _____ 0 __ 0
11:00 ___ 5 ___ 297 _ 297 _ 1.000 ___ 0 _____ 0 __ 0
11:33 ___ 4 ___ 347 _ 214 _ 0.617 _ 133 ___ 652 _ 106
12:00 ___ 6 ___ 201 _ 148 _ 0.736 __ 53 ___ 252 __ 1
12:30 ___ 6 ___ 325 _ 325 _ 1.000 ___ 0 _____ 0 __ 0
13:00 _ -20 ___ 315 _ 314 _ 0.997 ___ 1 _____ 6 __ 1
13:21 ___ 6 ___ 178 _ 178 _ 1.000 ___ 0 _____ 0 __ 0
There were 189 missing ticks and 16 bad ticks.
Three ticks were mis-time-stamped as 11:23; correct=11:33
There was no trading from about 11:45 - 11:48, but the BMI
gap was MUCH larger than this.
Feed analysis for Apr17, 2000
End ___ Lag __ _____Tick Counts________ Longest Gap
Time _ Seconds CME Feed _ Ratio _ Miss _ Lnth Ticks
07:00 ___ 4 ___ 377 _ 377 _ 1.000 ___ 0 _____ 0 __ 0
07:30 __ -2 ___ 307 _ 307 _ 1.000 ___ 0 _____ 0 __ 0
08:00 ___ 5 ___ 337 _ 337 _ 1.000 ___ 0 _____ 0 __ 0
08:30 ___ 5 ___ 281 _ 277 _ 0.986 ___ 4 ___ 20 __ 3
09:00 ___ 5 ___ 242 _ 241 _ 0.996 ___ 1 _____ 8 __ 1
09:30 ___ 6 ___ 247 _ 246 _ 0.996 ___ 1 _____ 9 __ 1
10:00 ___ 6 ___ 293 _ 290 _ 0.990 ___ 3 ___ 21 __ 1
10:30 ___ 8 ___ 229 _ 229 _ 1.000 ___ 0 _____ 0 __ 0
11:00 _ -13 ___ 251 _ 249 _ 0.992 ___ 2 ___ 15 __ 1
11:30 ___ 8 ___ 268 _ 263 _ 0.981 ___ 5 ___ 21 __ 1
12:00 _ -17 ___ 320 _ 317 _ 0.991 ___ 3 ___ 35 __ 1
12:30 __ 10 ___ 279 _ 274 _ 0.982 ___ 5 ___ 20 __ 1
13:00 __ 10 ___ 291 _ 291 _ 1.000 ___ 0 _____ 0 __ 0
13:22 ___ 3 ___ 112 _ 112 _ 1.000 ___ 0 _____ 0 __ 0
There were 24 missing ticks and 13 bad ticks.
Feed analysis for Apr18, 2000
End ___ Lag __ _____Tick Counts________ Longest Gap
Time _ Seconds CME Feed _ Ratio _ Miss _ Lnth Ticks
07:00 ___ 7 ___ 298 _ 298 _ 1.000 ___ 0 _____ 0 __ 0
07:30 ___ 7 ___ 305 _ 305 _ 1.000 ___ 0 _____ 0 __ 0
08:00 ___ 7 ___ 265 _ 265 _ 1.000 ___ 0 _____ 0 __ 0
08:30 ___ 8 ___ 257 _ 257 _ 1.000 ___ 0 _____ 0 __ 0
09:00 ___ 5 ___ 236 _ 236 _ 1.000 ___ 0 _____ 0 __ 0
09:30 ___ 9 ___ 252 _ 252 _ 1.000 ___ 0 _____ 0 __ 0
10:00 ___ 9 ___ 221 _ 221 _ 1.000 ___ 0 _____ 0 __ 0
10:30 __ 10 ___ 198 _ 198 _ 1.000 ___ 0 _____ 0 __ 0
11:00 __ 10 ___ 181 _ 179 _ 0.989 ___ 2 ___ 33 __ 2
11:30 __ 10 ___ 208 _ 207 _ 0.995 ___ 1 ___ 11 __ 1
12:00 __ 11 ___ 242 _ 242 _ 1.000 ___ 0 _____ 0 __ 0
12:30 __ 12 ___ 282 _ 282 _ 1.000 ___ 0 _____ 0 __ 0
13:00 ___ 9 ___ 269 _ 269 _ 1.000 ___ 0 _____ 0 __ 0
13:20 __ 12 ___ 125 _ 125 _ 1.000 ___ 0 _____ 0 __ 0
There were 3 missing ticks and 13 bad ticks.
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