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I missed that cute 10 minute walk-down from 1107 to 1098.5.
However, on other occasions I found that the T&S were lagging behind
CME's "Level II". I determined that the culprit was the broker/data
provider (not TRAD) having the T&S on a lagging "low priority" server,
while the Level II quotes were on their high-priority servers because
people place their orders based on the top tier of CME's level II quotes.
I doubt this: but if the CME itself is broadcasting Level II and T&S on
two separate time stamps, and the T&S lags from there, then it's strange
because Level II requires more bandwidth.
-F
Jimmy wrote:
Anyone else think the quotes were late at 12:12pm Central time? Emini
S&P at least.
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