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Date/Time: Fri, 19 Apr 2024 06:38:58 +0000



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

[2020-01-17 20:55:37]
T44 - Posts: 363
I'll provide the close in a few minutes, ES and NQ. Monday is the US market holiday.

I run an AWS instance linked up to the second data connection to use with laptop+4G in case of a power cut. If it is any use, I could run the monitor from that.

What I'd like to do is modify your study to give an alert if the delta becomes more than say 1 second, for more than a few trades. A visual alert for a potential lagging data feed would be useful. However without millisecond precision in the exchange data stamps I wonder if it would work well enough.

I'm connected to Eurex (and soon ICE/LIFFE) and would be especially interested in any data latency if the quotes are coming through a Barchart server in North America.
Date Time Of Last Edit: 2020-01-17 20:59:16