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Date/Time: Thu, 18 Apr 2024 09:04:11 +0000

Post From: Sierra users, how good is your data feed?

[2020-01-17 18:58:21] Link To Thread - Link To Post [Go To First Post]
T44 - Posts: 363
The market is slow now but here is some data for ES on CME and CL on NYMEX. Interested to see my Eurex latency but hardly anything trading there at the moment. Here is Dax attached. I'm in Western Europe. How do you interpret these results? As I understand, the feed is timestamped only to the second, so we'd have to take the minimum latency from the delta you calculate? e.g. if your true latency is 50 millisecond and a trade happens at 500ms past the second you'll receive it at 550 and your "delta" will say 550? My minimum latency on both CME products was 98. Yet my minimum latency to Chicago at https://www.netmeter.co.uk/ping-test/ (Chicago (United States) - VULTR.net) is reported at 110ms. Date Time Of Last Edit: 2020-01-17 19:15:45


Timestamps - ESH20_FUT_CME - TU 1 tick - 2020-01-17.csv - Attached On 2020-01-17 18:58:06 UTC - Size: 65.89 KB - 282 views Timestamps - CLH20_FUT_NYMEX - TU 1 tick - 2020-01-17.csv - Attached On 2020-01-17 18:58:12 UTC - Size: 9.42 KB - 285 views Timestamps - FDAXH20_FUT_Eurex - TU 1 tick - 2020-01-17.csv - Attached On 2020-01-17 18:58:18 UTC - Size: 528 B - 255 views