Discussion in 'Data Sets and Feeds' started by Digs, May 17, 2004.
At 10.36am I has TASR bid at 29.40 and esignal bid on market depth at 29.35 at...
Any one else...
Also for some strange reason BID is greater than ASK as well, So I guess BID price is lagging from market data
I really wish that starts happening
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.
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.
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.
Separate names with a comma.