Could anyone tell me, based on personal experience, which data feed (Futures with ES/YM) is least likely to show a quote lag in a fast market? Using the response to the ISM-M numbers of April 1 of this year, I found that my feed was somewhere between 6 and 7 seconds behind a more responsive one. The probe was a size-filtered T&S and what I looked at was the time at which the peak price in the runup was reached. I know there are 3 types of "higher tier" feeds available from CME, e.g., ITC, IRC and Fix/Fast. My vendor supplies ITC and it is well-known that this type of feed will show tick compression, which originates with CME, not the vendor. What I didn't appreciate was how much lag there was and hence a second question. Is it "part of the package" that when you get an ITC-type feed you get more lag than you would with an IRC or Fix/Fast feed? TIA lj BTW, my guess is that a Bloomberg terminal wouldn't have this problem but $1500/mo is a little spendy for me.