|
PureBytes Links
Trading Reference Links
|
Hi Bob,
that may very well be true. The only solution, at least for me, is, when
market speeds up, to look at tick volume and if it is over 200 ticks/min
for NQ, to start comparing TS and broker's clocks and not to place
orders if there is a difference.
Jan Philipp
----- Original Message -----
From: "Bob Heisler" <Bheisler@xxxxxxxxx>
To: "Jan Philipp" <jan4123@xxxxxxxxxxxxx>; <omega-list@xxxxxxxxxx>
Sent: Wednesday, February 27, 2002 3:35 PM
Subject: Re: BMI
> Hi Jan,
>
> I'm still trying to confirm whether or not this is true, but this is what
I
> was told. There are two feeds from the CME - one to the data providers
and
> one to the brokers/FCM's. The broker feed takes priority and can result
in
> delayed data to the providers during those peak times where capacity is
> evidently a problem at the CME.
>
> Hopefully we will eventually find out what the "real deal" is whether it's
> the above scenario or some other one.
>
> Bob
>
> ----- Original Message -----
> From: "Jan Philipp" <jan4123@xxxxxxxxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Sent: Wednesday, February 27, 2002 5:12 PM
> Subject: BMI
>
>
> > For those interested in BMI cable performance:
> > Today delay in data started at 9:02 increasing gradually
> > to 45 sec at 9:12 and then decreasing to 0 at 9:19.
> > During that time tick volume went from 356 ticks/min
> > at 9:02 to 145 at 9:18.
> > The critical time is almost always around 9:00 when the
> > reports come out.
> > It has nothing to do with CME because during that time
> > broker's data which I receive with their order entry softw
> > is correct - I know because I learned it the hard way by
> > getting fills way out of what TS showed, but consistent with
> > broker's data which happens to be CQG.
> >
> > Jan Philipp
> >
> >
> >
>
>
|