Starting a thread to compare Quote Feed latency here. What is the best value quote service that provides lowest latency with a decent price ? My Location: California Provider : Penson / MBTrading Latency Futures: ~3200 ms Latency Stocks : ~3200 ms Price : Free (Included with brokerage)
Jay: Seems very slow. 3200 ms is 3.2 seconds. I think you'll find most direct access brokers have feed times in the range of 30 to 100 ms for US-based (lower 48 states) customers. Variations depend on your location, ISP, and interconnect type and speed. How did you get the 3200? Most of us measure the ping time to our brokers. You can search here on ET for "ping" and get a bunch of hits. Some brokers deliver quotes/sales with the exchange time stamp, others do not. However 3200ms is way out. Ping Plotter is a good program for this - http://www.pingplotter.com/freeware.html Use link at bottom the PingPlotter page. I haven't done it in a long time as my setup is good for my trading methods, however a few years back I wanted to know about the latency. I set up a chart based on ticks that had a timeline. My charting program allows setting the timeline to your machine time or to sync against the broker\quote supplier data stream embedded time. I used the local timebase. The local timebase was synched to a world time standard using the D4 sharewhare program. http://www.thinkman.com/dimension4/download.htm I then got set to chart the S&P e-mini futures (ES) from Globex. Globex opens at 6PM Eastern and trades instantly at 18:00 as there are almost always orders queued. You can compare the first ES tick received against the time shown. This will show the total latency between Globex, your broker, your machine, and the time it takes your charting package to process and plot the opening tick. Jack