Bloomberg BPIPE Price Feed Delays

Discussion in 'Automated Trading' started by igorsyl, Jul 5, 2012.

  1. igorsyl


    Would anyone have an idea of the delay in Bloomberg BLP's price feed when they are marked as delayed? I believe Bloomberg adds a 15min delay but I am wondering what variability people have found in the delay. So, what is the mean and variance of these 15min?

  2. It is throttled at the Bloomberg servers for 15 minutes and then any variance would be however long it takes to get from Bloomberg to you.