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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Eurex timestamp lag

Author	Topic: Eurex timestamp lag (2 messages, Page 1 of 1)
ilan -Interested User- Posts: 1 Joined: Feb 26, 2017	Posted: Feb 27, 2017 06:04 AM Msg. 1 of 2 Hello. From what I've understood from searching the forums, the timestamps of historical data in most, if not all, cases, are provided by the exchanges or third party vendors. For Eurex data, I've noticed a consistent and substantial lag (40ms) when comparing to a data set that I received from the Eurex/Deutsche Borse Market Data shop. Could you please advise as to where/when exactly the timestamps are coming from? It appears that the data is being timestamped when it's received (or redistributed) in the US. Perhaps it's the timestamps of a third party that DTN is obtaining the data from? or if you're getting it directly from Eurex, are you connecting to Eurex in Frankfurt? or their PoP in the US (which perhaps timestamps the data upon is distribution from the PoP, as opposed to Frankfurt)?
DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014	Posted: Feb 27, 2017 09:27 AM Msg. 2 of 2 The timestamps are received from the Eurex Exchange. All data does flow through our United States based servers. Stephen Shockey \| Telvent DTN LLC \| Trading Markets \| United States \|Customer Service Technical Support Email: support@iqfeed.net