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RE: Re[2]: Follow-down - a comment for Pierre


  • To: <LScharpen@xxxxxxx>
  • Subject: RE: Re[2]: Follow-down - a comment for Pierre
  • From: "Merlin_Turtle" <davidrnews@xxxxxxxxxxxxx>
  • Date: Mon, 4 Nov 2002 23:22:02 -0800
  • In-reply-to: <c5.2bb0ec23.2af832d0@xxxxxxx>

PureBytes Links

Trading Reference Links

Just wanted to chime in that I definitely see the exact same thing during
heavy usage periods - QuoteMonitor quotes lagging far behind the actual
values, while the values on the charts keep up with the quotes on my
broker's trading platform (Pats J-Trader).

-----Original Message-----
From: LScharpen@xxxxxxx [mailto:LScharpen@xxxxxxx]
Sent: Monday, November 04, 2002 1:30 PM
To: jimmy@xxxxxxxxxxx
Cc: omega-list@xxxxxxxxxx
Subject: Re: Re[2]: Follow-down - a comment for Pierre


In a message dated 11/4/02 12:03:09 PM Pacific Standard Time,
jimmy@xxxxxxxxxxx writes:

<< Lee,

 Quotes hit the QuoteMonitor first then are passed to the Global
 Server.  Charting gets price data from the Global server.  You can check
any
 delays in the GS by opening the performance tab and looking at Queue
 Performance then, in my case, DTN Datafeed Queue.  If you see Num: at
 0 you don't have a problem.  If you see larger numbers then
 quotes are backing up in memory.  If they are backing up then your
 charts will be slow or stopped but the quotemonitor should still show
 quotes in most cases.  This information came from the head of Omega's
 technical support department several years ago. >>

Jimmy,

Thanks for your comments.  If I've understood you correctly I would conclude
that if ANYTHING is 'on time' it should be a 'quote window'.  And that is
definitely not my experience.  What's most important, of course, is that one
has 'timely' price and chart information on what you're trading.  To that
end
I've spent effort at comparing prices on my sp futures charts with the 'last
trade' listed by my  'trading house'.  I've not 'caught' any real
differences
between them and my chart.  My fills on market orders have always been
within
a very small number of ticks of the price I note from my chart when I hit
the
'go' key on a trade, generally 0 or +/- 1.  I find that certainly acceptable
because there is always a finite time difference between my glance at a
chart
to get the price,  hitting the go key to trade and  the actual fill time
But
as I said in my post, the quote window prices have lagged real time by up to
30 minutes (could be more but that's as large as I've seen it).  NOW you've
got me back to wondering again about 'what the H**L is going on!'.  Ah,
well.
 Some days are like that.  :)

Lee