Support Board
Date/Time: Sun, 24 Nov 2024 20:04:55 +0000
Post From: Difference SC CME data-feed vs direct CME data-feed
| [2013-11-20 22:51:29] |
| User11942 - Posts: 298 |
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Sorry SC, I believe the problem is going to disappear once the issue with packets is resolved. But I suspect building of Tick and Volume charts is the same everywhere. e.g. every 100 contracts from the opening. As for market depth I was talking about not a split-second change, but a presence of constant difference in a calm market. 1st and 2nd or 2nd and 3rd bids and 2nd and 3rd or 2nd or 3rd asks were constantly different for CL, NG contracts. I didn't find any problem with ECBOT or CME, so NYMEX contracts only. I often trade depth of markets and accuracy does matter there. This is absolutely normal when readings for the same contract from different software/providers match as far as data come from the same exchange (sure it is true for ETP only, not OTC). You could easily find it comparing TT vs CQG vs IB or whatever. Honestly, I have never seen different readings. I do not consider a lagging due to latency etc. PS I really like your product and highly appreciate your efforts to solve technical problems in a timely manner. Date Time Of Last Edit: 2013-11-20 23:24:58
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