Ditch, Have you switched to IQfeed? I was checking out their website but have no idea how their data feed is. Any comments?
Horrible. CME data has been off by 10 or more secs for the last 2 weeks and they refuse to fix it. I canceled my account.
IQfeed. Esignal good so far. More expensive and they carry the NYMEX mini's for 5 bucks. Only time will tell.
Is anyone noticing slow data today in the equity futures quotes? ES is up to 4-5 seconds late when market becomes more active.
It lags abit when the volume really picks up. But once things return to normal... its fine again. It's always those high volume spikes that wreaks havoc. The eSignal program itself tends to freeze to.