Did Tradestation ever fix this? It's May 2005, two years after this was supposed to be fixed, and I'm seeing the same problem you described here and in your review -- lags during volume spikes on futures. Part of the problem may be on the client side, where the CPU tends to peg at 100% during large volume spikes. It may be that the problem will disappear with a CPU and memory upgrade, but before I resort to that, I'd like to know whether the feed lag problem you described has indeed been fixed as promised.
Do you have many workspaces open? Do you have like a million charts open? Do you charts look like "Indicator City"? Are your indicators set to update their values intra-bar? Have you loaded like 50,000+ bars in your charts? Are some of your indicators doing a shitload of calculations on every tick update? Some things to consider.....
Hit Ctrl +Alt +Delete and click on "Task Manager" and you can watch your CPU percentage to see if you are pegging the tachometer.
I think part of the problem on the futures side was fixed by connecting directly to the exchanges -- there may still be lags, but I know that this was supposed to solve some of the issue.
Has anyone here used TradeStation for daytrading Eminis? It seems like the backtesting might be useful for fine tuning a trading system for S&P or Dow futures? Appreciate any comments.