A friend have shown me an email that come from eSignal where they wrote that the TRIN/TRINQ and the COMPX have a delay of 6 sec. and 30 sec. over the real market data, is it true? This is an important lag for a realtime daytrader?
I'm an esignal user. I don't know that it's a matter of "delay", but somewhere on their website, you can find how often various items are updated. Some are 30 seconds, some 6 seconds + other.
I had that same question a few weeks ago so I watched while one of the CNBC anchorettes stood bullshitting in front of the Nasdaq Times Square projection screens showing the $COMPQ, I see esignal follow tick by tick, in fact sometimes even beforehand by a half second. Don't forget the satellite (DirecTV) uplink/downlink lag and internet lag time, who knows which is longer. CNBC's on-screen bug lags by a good second or three. And yes it's possible for esig or realtick to be ahead of Times Square since that's just a satellite feed from Nasdaq h/q in Bristol CT, or whever it's been moved to since 9-11.