Datafeed quality during May FOMC statement

Discussion in 'Data Sets and Feeds' started by Gringinho, May 4, 2004.

  1. There was quite a lot of rapid movement during and after the announcement today.
    IB showed it's strength in being able to follow the markets quite well during the quick spurts of trading. The other quotes like the indices and some bonds were blank during various lapses, though.
    It has struck me that the SPX and COMP updates are generally quite slow, but perhaps that's a factor shared by all providers - unless they calculate their own ?

    How does other feeds compare to the IB during the announcement ? Anyone had major problems, or someone had perfect low-latency ?
    With things still fresh in memory ..

    IB was imperfect on other quotes (mostly indices and bonds) than NQ, ES on my TWS up to 14:30 EST. Can't complain about the eminis performance with IB, though - and managed to do scalping a few times during the 15 minutes of "madness". :)