Esignal and TWS market data not matching today...

Discussion in 'Data Sets and Feeds' started by Digs, May 17, 2004.

  1. Digs


    At 10.36am I has TASR bid at 29.40 and esignal bid on market depth at 29.35 at...

    Any one else...
  2. Digs


    Also for some strange reason BID is greater than ASK as well, So I guess BID price is lagging from market data
  3. I really wish that starts happening :D

  4. JayF_eSignal

    JayF_eSignal eSignal


    Were you seeing this on a Level I display of TASR, Level II, Isld or Arca books? What was the approximate time of you seeing this? (Time of post is likely but wanted to double-check.) Also, if you PM me your eSignal user name, we can look at additional details to track this down.

  5. tmb


    The eSignal quote for ES was lagging IB's by about 7 seconds for me in the 10:00-11:00 timeframe. They've be in sync since then.
  6. Hello:
    I noticed the same thing. Cost me a few dollars as I have a 10:00 strategy that got hit pretty good. Late exit was the cause.