Frequency of updates (TICK, spx, indu, trin)

Discussion in 'Trading Software' started by danjos, May 18, 2004.

  1. danjos


    I am trying to figure out the frequency of updates for some of the major indices and market internals.

    I thought they are updated every ticks. But when I checked the esignal website, they listed the following:
    SPX: 15 secs (Source: CBOE)
    INDU (dow jones): 2 secs (Source: CBOT)
    NYSE ADv/Dec issues: 6 secs (Source: ESignal)
    TRIN: 6 secs (Esignal)
    TICK: 6 secs (Esignal)

    The SPX and INDU are being updated only after a few seconds.
    Is this common to other quote platforms or is it because the exchange only update those info at that time interval?

    If this were true, then we really have to anticipate quotes delay in fast moving markets.

    Thanks for any feedbacks
  2. RealTick does not have the delay that eSignal has. I have found eSignal NY Tick and sectors to update up to 60 seconds after RealTick even though eSignal spec it faster. This is the only downside to eSignal for me as I use the sectors and Tick (NY & NAS) to trade ES and NQ. To compare one data provider to another on the Tick do not worry about the actual number. This will very but what I have found is that the NY Tick will be running around say 200 but RealTick will show it increase to 300, 500, 600, 1000 while eSignal is still sitting on the 200 then jump up to about 600 and then to 1000. Everyone using the Tick with eSignal will be last in and last out. The RealTick folks will be making money off you. At least eSignal is upfront on their delays and post on their site that there is a delay. Many others even say they have do not delay but when you run them side by side with RealTick you will find out that they do.
  3. Ditch


    I always found the delay for $tick to be a PITA, i didn't knew it was a specific e-signal problem. Thanks for clarifying this one.
  4. Realtick is a rip off and not worth it. Not stable.

    Esignal is still the best overall. They really need to get $tick 100% in realtime with no delays. Are there any other good data feeds that have $tick in realtime that are comparable to esignal for futures daytrading?

    Qcharts is a joke.

  5. when I read this stuff, I gotta laugh and wonder how the F would you guys could have traded the markets years ago... when you didn't even have cable modems or DSL??! And ESignal was being broadcast via FM! Heck I recall when there was no online Net trading... you had to call your brokers for futures etc!

    Unreal! :p :p

    Amazing how human nature never changes... some people don't know when things are good! :eek:

    Of course nothing wrong with asking about "delays" but to what end!!? Are those potential few seconds gonna change your trading year results?


  6. eSignal Support

    eSignal Support eSignal

    I just had a source check RealTick, along with several other major vendors and all of us pulse $tick out every 5-10 seconds. Considering this is a snapshot stat, can anyone point to any source sending this out in "real-time".

    btw, we calculate and send $tick every 6 seconds. Unless you are referring to the 6 second gap between updates as the "delay" please clarify, since that gap is by design.


  7. Why cant they snapshot it every 1 second? Would be much better.

  8. Scott check it out for yourself. Run eSignal NY Tick ($TICK) side by side with RealTick. You will see that there is a real big difference in performance.
  9. IBsoft

    IBsoft Interactive Brokers

    IB updates the USA TICK and TRIN every 3 seconds.
    For the European exchanges we update the indicators once every 10 seconds.

    We will soon change all the refresh rates to 2 seconds.
  10. Ditch


    Why can't you do better than IB, that provides this data for free?
    #10     May 25, 2004