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To follow up on this a bit since I've seen some other
comments.
Some of the speed issues are related to the CME's
network. The CME has been very slow to respond to
their own network problems. We have had many meetings
with them trying to make them aware of these issues.
They have a serial feed that most market data vendors
are on that gets slow at peaks and they are launching
a tcp/ip feed, but it has been somewhat unstable.
eSignal reads both of these feeds and picks the best.
Some brokers are on a CME Tibco feed and eSignal is in
the process of connecting to that 3rd feed also - this
is the one IB is on. At the moment it seems to be the
best, but it has gone down too. At the same time the
CME has had numerous major outages in the last couple
of months. The volume on the emini seems to be
overwhelming them.
As far as Eurex - that and some Euro Futures feeds we
have been buying from a third party. This feed filters
and drop quotes, has had numerous outages, and doesn't
send all the data fields like bid and ask and volume.
Beginning next year we will be direct on all these
exchanges from a ticker plant we run in London. (By
the way this filtered feed is the source DTN will be
using for its euro futures soon.)
So eSignal will have 3 CME sources - 3 times the cost
- 3 times the work - we are determined to get the best
source we can.
Chuck Thompson
@eSignal
--- wireless wireless <wirelessquotes@xxxxxxxxx>
wrote:
>
> Actually, Interactive Brokers has created a version
> of
> TWS that runs on the eSignal datafeed. I saw it live
> and running a few weeks ago. Not sure when they are
> going to release it.
>
> Chuck
> http://www.eSignalCentral.com
>
> -----------------------
>
> TWS is not yet able to use the eSignal real-time
> datafeed, but eSignal can push trading orders to
> TWS.
>
> If more people request the eSignal datafeed
> input
> to TWS, then Scott has indicated that he'll work
> with IB to make the product work that way.
>
> tony
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