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Date/Time: Thu, 16 May 2024 01:47:01 +0000

Post From: NYMEX market data down

[2015-05-05 05:00:40] Link To Thread - Link To Post [Go To First Post]
i960 - Posts: 360
I've cross referenced market depth with both TOS and IB - both of those are completely in sync for CL. SC's data is almost the same, but not the same. There are entries which are off by 1 or 2 at a few levels on the bids and asks. Everyone involved is using the same data - and I'm looking at depth in a slow moving market right now (CL). Pull up a DOM not using SC's feed and you'll see exactly what I'm talking about. SC will say a specific level has say 10, IB and TOS will both say it's 12. Or the top 3 levels of ask will show 8,14,14, but SC shows 8,13,14. For the instruments I've been discussing 2 separate brokers feeds (IB and TDA) show the exact same data, SC does not. It doesn't happen to every instrument - but it does happen to the ones that broke today. These things need to be 100% the same and I'm not saying the SC feed is inaccurate as it's usually highly accurate. But right now I am seeing differences. Date Time Of Last Edit: 2015-05-05 05:01:50