Has anyone noticed the huge lag between 5-30 seconds in the marketfeed Level 1 quote feed everytime there is an above average volume on the exchanges ?
In fact the lag in quotes is more a freeze in quotes for 5-30 seconds. After the freeze ends the quotes slowly return to real time until the next freeze takes place. There are several hundreds of them on a high volume day.
Unless you post the names of the datafeeds you are talking about we don't know exactly what you are complaining about.
Marketfeed Data Subscription for QuoteTracker...Level1 for Nasdaq stocks http://www.marketfeed.com/internet.htm
I dumped marketfeed and esignal lonnnnnnnnnnnnnnnnng ago. All data providers have gaps and delays at some time, but I saw no reason to pay a hundred bucks a month for it. Although $23 per month for data alone into QT is a good deal, a funded IB account is a better deal for market data into QT-free!