Network Response Time to DataFeeds

Discussion in 'Data Sets and Feeds' started by deputycag, Jan 7, 2009.

  1. I read allot of people having problems with datafeeds. My thoughts if some of you can post you ping response time to your datafeed from your Trading PC.

    For example, I ran Visualroute to following IP's I have for some datafeeds and got this response.

    esignal -, 11 Hops, 28ms
    iqfeed -, 13 Hops, 64ms
    ameritrade - 9 hops 59ms
    IB -, 10 hops 30ms

    For me there is less latency to eisgnal and IB and I find both much faster for me. I am in NJ area and both are also located closer to me. Even latency to iqfeed and ameritrade is still low.

    I have a fiber optic FIOS connection at 50mbs/20mbs and quality is high.

    So what I would like to get from some of you is to run similar tests to these IPs from your network using Visualroute. I downloaded demo and ran business version to make these tests.

    In the gaming world they make sure the game server they play on and there connection + tweaks can get them low latency for reliable game speeds without any hickups while they play. I am sure some of you can probably benefit by determining what dataprovider is closer and the latency from your network to the provider.
  2. Problems that people complain about with data feed are not in general due to a bit of internet latency. They are due to the ticker plant of the provider not being able to keep up with the message volume in very fast markets. Messages are queued and hence delayed at the provider.

    Choosing a provider on the basis of ping times only is a poor idea. Especially as ping time to the data provider depend on your and their geographic location.

    Of course you can get internet issues, but unless your link to your ISP is very poor, a 30 sec delay is very unlikely.
  3. I understand the part of bad tick due to volume or provider errors but when there is more volume I noticed the data feed increases in bandwidth. Looking at some of the "Pictures of your trading stations" some people have in the hardware forum I am sure some have very low quality connections and PC's/Network devices that get choked up during high volume times.

    I myself recently discovered that my Firewall was dropping many packets due to hardware problem. It was causing my net connection to go from 50mbs to about 11mbs. Response time to some sites was like 200ms due to the amount of packets dropped.