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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
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