Support Board
Date/Time: Mon, 16 Jun 2025 00:23:19 +0000
Post From: Linux
[2022-11-03 13:19:53] |
Luigi - Posts: 18 |
Yeah, I have been bothered by lags around opening of index futures products. To measure the lags I just put a timestamp on last price updates in my code and then just plot the deltas. theoretically (around opening at least) you have almost continuous price updates, and you should see, on average ~20ms updates , but as you can see on the chart attached, there are bigger lags, and above 100ms ones can be perceived as laggy chart... |
![]() |