MBTrading Lagging Quotes

Discussion in 'Trading Software' started by BoyBrutus, Mar 26, 2008.

  1. MBTrading Lagging Quotes

    MBTrading have always had issues with lagging quotes. Last year they did a server upgrade and things seemed to be working better.
    ( 080507 Having anticipated this, a year ago we embarked upon a process that had us first redesign all quote handlers and ECN book handlers. We then upgraded our central data servers, switches, and routers for increased throughput. Next, we upgraded the quote servers to handle this increased data flow to the client. After some delays waiting for exchange approvals we, as of this week, completed the entire physical installation of our quote farm into a facility capable of handling these increased bandwidth and power requirements. )

    But lately their futures quotes are lagging badly on volume spikes for example yesterday 032508 at 9:42 MB's quotes were 10 seconds behind esignals at the peak, I have a recording of this (esignal :eek: )

    They did a TraceRT on my IP and said some 'Request timed out.' needs to be investigated by my ISP.


    Does anybody else have a similar lagging data issue on futures quotes from MBT?
     
  2. This is the email on the tracert that they sent. I am trying to get my ISP to look at this


    Dear ****,

    Please look at #7 - #11 and contact your internet service provider.

    Tracing route to ppp****.lns10.adl6.internode.on.net [****] over a maximum of 30 hops:

    1 2 ms <1 ms 2 ms 10.18.145.3
    2 <1 ms <1 ms <1 ms 10.14.104.2
    3 <1 ms <1 ms <1 ms 63.118.80.13
    4 1 ms 1 ms 1 ms border16.s6-0.mbtrading-3.lax.pnap.net [63.251.2
    23.217]
    5 5 ms 5 ms 3 ms core1.t2-2-bbnet2.lax.pnap.net [216.52.255.65]
    6 1 ms 1 ms 5 ms cr1.lax009.inappnet-12.core1.lax.internap.net [6
    6.79.149.129]
    7 * * * Request timed out.
    8 204 ms 203 ms 204 ms pos3-1.bdr1.syd6.internode.on.net [203.16.213.18
    2]
    9 175 ms 171 ms 171 ms pos3-3.bdr2.adl2.internode.on.net [203.16.212.17
    7]
    10 180 ms 182 ms 177 ms po3.cor1.adl6.internode.on.net [203.16.212.153]

    11 * * * Request timed out.
    12 195 ms 189 ms 188 ms ppp****.lns10.adl6.internode.on.net [****]

    Trace complete.

    Regards,
    Kevin Lam
     
  3. do you use cable or DSL? and what is the name of the provider?
     
  4. I experienced stock quotes delay of sometimes 10 to 40 seconds, happened sometime, other times are ok
     
  5. It's DSL, ISP is Internode in Australia.
     
  6. GTS

    GTS

    Kevin,

    I too have lagging futures quotes from MBT at times.

    Traceroutes can have certain hops always show up with timeouts if the device at that point does not respond to icmp requests - some firewalls and routers are configured that way so have some timeouts are not necessarily indicative of a problem, especially if the next hop is fine (e.g. if hop 7 is unreachable but hop 8 and 9 are ok then clearly you are able to get through hop 7 ok).

    If your lagging is anything like mine then it happens during busy times like during news releases. When it gets really bad (FOMC release) I get disconnected and have to reconnect.

    I use both MBT and IB, when MBT gets bad I just ignore it and rely on IB. I love that MBT gives full tick data not the aggregated stuff that IB sends out but MBT really needs to get their act together. If there is too much data they should just drop the level 2 quotes and prioritize the level 1 quotes .