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Date/Time: Sat, 20 Apr 2024 10:46:05 +0000

Post From: Tick data received too late

[2017-12-11 19:52:22] Link To Thread - Link To Post [Go To First Post]
UserZiltoid - Posts: 57
There is difference. as we saw several times, up to 20 seconds latency. some examples that we saw in our server: TRACE 2017-12-11 21:22:59,650 - ## RECEIVED: {"Type":112,"SymbolID":1,"AtBidOrAsk":1,"Price":2661.5,"Volume":2,"DateTime":1513020180} (2017 19:23:00) TRACE 2017-12-11 21:21:00,392 - ## RECEIVED: {"Type":112,"SymbolID":1,"AtBidOrAsk":1,"Price":2661,"Volume":2,"DateTime":1513020045} (19:20:45) We use CQG service for the ES futures.