Support Board

Date/Time: Fri, 19 Apr 2024 11:05:51 +0000

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

[2020-01-17 19:08:39] Link To Thread - Link To Post [Go To First Post]
T44 - Posts: 363
I suppose it would be interesting to run this at the close on e.g. ES & NQ simultaneously and see if more congested trading conditions cause the latency profile you describe. Not at all concerned about my order routing speed as above 100 micros it doesn't make a difference, however if my feed gets 2-3 seconds behind that very well could make a difference, occasionally. Once in two months of using the SC / Barchart feed I've seen what seemed like multiple seconds of latency not long after the US open, the DOMs were lagging badly, too. Is the timestamp of order book updates included anywhere in the feed? I know its exposed in ACSIL. I'd like to know how many depth updates are lagging. Again, not having sub second timestamping may be an issue here. Otherwise, very happy with this feed. For manual trading, as long as either data or order routing latency always is below 1 second I don't think there is any impact on value.