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Date/Time: Wed, 24 Jan 2018 10:02:25 +0000



Post From: Tick data received too late

[2017-12-11 19:52:22]
User994051 - Posts: 18
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.