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Hello Gene,
GP> Some clarifications: I've stated before, but it's worth mentioning again,
GP> that in my humble opinion, Realtick, although fast as lightening, is a very
GP> difficult datafeed to contend with on anything other than their own
GP> proprietary charting and manual order entry system, especially if you're
GP> attempting to implement a custom auto trading system using just their data
GP> feeds.... My observations have repeatedly shown 2 or more mini-outages
GP> requiring the user to re-sign-on PER DAY on average. This combined with
GP> their deactivation of auto-login in the client server, makes for a cludgy
GP> ATS at best, and at worst, a dangerously unreliable setup for auto-trading.
You might check your ISP on this, because I don't have these daily
mini-outages with the Realtick feed.
I would do a ping test saved to file on one of the Townsend IPs:
"Ping -t 0.0.0.0 > PingResults.txt"
Have it run for a few hours or during the the whole trading session.
You should see ping timeouts, some of which are long enough for
Townsend to drop your permissions. This is not normal and sounds like
an ISP issue.
Having said that, Realtick does drop out when the market moves really
fast. For me, it happens momentarily occasionally. There were a few
other dropouts but I traced that to my ISP which was "fiddling" with
their routers at the time. Townsend will always say it's your ISP and
everything is fine on their end, but I have concluded that in my case,
dropouts for no reason was due to my ISP and dropouts linked to fast market
spikes was due to Townsend's load balancing act. But to their defense,
when you're dealing with level II and the rest,
the volume of this data gets geometric when everyone tries to jump in
or out on the same second, and this data is disseminated all over
the internet at the same time.
On a related note, you can get closer with a direct T1 line, but
until you buy yourself a seat at the CME, you should seriously think
about the risks of autotrading.
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