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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Nasdaq quotes delayed by 60 seconds
Author Topic: Nasdaq quotes delayed by 60 seconds (7 messages, Page 1 of 1)

kdresser
-Interested User-
Posts: 71
Joined: Nov 25, 2004


Posted: Jun 15, 2005 09:48 AM          Msg. 1 of 7
At around 10:32 EST, Nasdaq quotes from two servers, 66.112.156.224 & 225, ran slow for serveral minutes, by about 60 seconds. 5 minutes later they both had caught up.

What causes this? What's being done about it?

Was the satellite feed similarly delayed?

TIA for answers.

skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004


Posted: Jun 15, 2005 09:52 AM          Msg. 2 of 7
I noticed the same issue here. After the recent "hardware failures" I added code to detect the lags in my trading app. I was connected to 66.112.156.226,60002

The following is from my log:

Jun 15, 2005 10:06:05 AM IQFeed time message lag detected (lag = 5953 ms)
Jun 15, 2005 10:15:05 AM IQFeed time message lag detected (lag = 5281 ms)
Jun 15, 2005 10:29:08 AM IQFeed time message lag detected (lag = 8015 ms)
Jun 15, 2005 10:30:11 AM IQFeed time message lag detected (lag = 11687 ms)
Jun 15, 2005 10:31:35 AM IQFeed time message lag detected (lag = 34984 ms)
Jun 15, 2005 10:32:46 AM IQFeed time message lag detected (lag = 46437 ms)
Jun 15, 2005 10:33:44 AM IQFeed time message lag detected (lag = 44406 ms)
Jun 15, 2005 10:34:42 AM IQFeed time message lag detected (lag = 42468 ms)
Jun 15, 2005 10:35:38 AM IQFeed time message lag detected (lag = 38343 ms)
Jun 15, 2005 10:36:23 AM IQFeed time message lag detected (lag = 23171 ms)

nsolot
-DTN Guru-
Posts: 273
Joined: Sep 4, 2004


Posted: Jun 15, 2005 10:04 AM          Msg. 3 of 7
Skunk:

What are you using as a reference point to compare & calculate?. I think I need to add similar logic to my app.

kdresser
-Interested User-
Posts: 71
Joined: Nov 25, 2004


Posted: Jun 15, 2005 10:29 AM          Msg. 4 of 7
I'm using the T records to synchronize a data timebase.

I'm not using the minute field in the Q records.

###

kdresser
-Interested User-
Posts: 71
Joined: Nov 25, 2004


Posted: Jun 16, 2005 04:19 PM          Msg. 5 of 7
Today, a report of lags greater than one second (for T,... records):

on 66.112.156.227,60002:

>> T,20050616 09:37: late by 1.4 sec
>> T,20050616 09:38: late by 1.7 sec
>> T,20050616 09:50: late by 2.1 sec
>> T,20050616 09:54: late by 3.3 sec
>> T,20050616 10:00: late by 1.3 sec
>> T,20050616 10:01: late by 5.0 sec
>> T,20050616 10:05: late by 2.2 sec
>> T,20050616 10:08: late by 4.7 sec
>> T,20050616 10:41: late by 3.0 sec
>> T,20050616 10:42: late by 2.3 sec
>> T,20050616 10:43: late by 1.5 sec
>> T,20050616 11:06: late by 1.4 sec
>> T,20050616 12:01: late by 15.5 sec
>> T,20050616 12:02: late by 1.8 sec
>> T,20050616 12:11: late by 9.1 sec
>> T,20050616 14:42: late by 1.5 sec
>> T,20050616 14:48: late by 45.1 sec
>> T,20050616 14:49: late by 9.8 sec
>> T,20050616 14:50: late by 2.2 sec
>> T,20050616 15:17: late by 25.9 sec

on 66.112.156.226,60002:

>> T,20050616 14:49: late by 15.2 sec
>> T,20050616 15:17: late by 29.6 sec

###

kdresser
-Interested User-
Posts: 71
Joined: Nov 25, 2004


Posted: Jun 17, 2005 03:50 PM          Msg. 6 of 7
Today, 66.112.156.227 was again sluggish:

TCPIP Rx: S,CUST,real_time,66.112.156.227,60002
T,20050617 09:36: late by 1.3 sec
T,20050617 09:47: late by 6.6 sec
T,20050617 09:48: late by 1.2 sec
T,20050617 09:51: late by 12.9 sec
T,20050617 09:52: late by 13.2 sec
T,20050617 09:53: late by 24.7 sec
T,20050617 09:54: late by 18.3 sec
T,20050617 09:55: late by 19.2 sec
T,20050617 09:56: late by 21.5 sec
T,20050617 09:57: late by 20.7 sec
T,20050617 09:58: late by 22.4 sec
T,20050617 09:59: late by 33.2 sec
T,20050617 10:00: late by 28.7 sec
T,20050617 10:01: late by 34.1 sec
T,20050617 10:02: late by 27.3 sec
T,20050617 10:03: late by 14.2 sec
T,20050617 10:04: late by 12.5 sec
T,20050617 10:05: late by 8.1 sec
T,20050617 10:06: late by 5.2 sec
T,20050617 10:09: late by 6.9 sec
T,20050617 10:12: late by 7.8 sec
T,20050617 10:16: late by 1.8 sec
T,20050617 10:18: late by 11.1 sec
T,20050617 10:19: late by 8.0 sec
T,20050617 10:20: late by 11.7 sec
T,20050617 10:21: late by 13.4 sec
T,20050617 10:22: late by 33.5 sec
T,20050617 10:23: late by 18.5 sec
T,20050617 10:24: late by 2.4 sec
T,20050617 10:25: late by 2.0 sec
T,20050617 10:26: late by 8.7 sec
T,20050617 10:27: late by 6.3 sec
T,20050617 10:32: late by 10.4 sec
T,20050617 10:33: late by 2.1 sec
T,20050617 10:51: late by 6.6 sec
T,20050617 10:54: late by 6.2 sec
T,20050617 11:05: late by 4.2 sec
T,20050617 11:24: late by 2.1 sec
T,20050617 11:27: late by 2.5 sec

66.112.156.223 was within 1 sec all day.

###

kdresser
-Interested User-
Posts: 71
Joined: Nov 25, 2004


Posted: Jun 20, 2005 07:35 PM          Msg. 7 of 7
Today was great. No big delays.

66.112.156.222:
T,20050620 15:05: late by 3.0 sec

66.112.156.227:
T,20050620 15:05: late by 2.1 sec

###
 

 

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