Esignal and TWS market data not matching today...

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

  1. Digs

    Digs

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

    Any one else...
     
    #1     May 17, 2004
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  2. Digs

    Digs

    Also for some strange reason BID is greater than ASK as well, So I guess BID price is lagging from market data
     
    #2     May 17, 2004
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  3. bufferman

    bufferman

    I really wish that starts happening :D

     
    #3     May 17, 2004
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  4. JayF_eSignal

    JayF_eSignal eSignal

    Digs,

    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.

    Thanks.
     
    #4     May 17, 2004
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  5. tmb

    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.
     
    #5     May 17, 2004
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  6. steve46

    steve46

    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.
     
    #6     May 17, 2004
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