S&P Futures

Discussion in 'Educational Resources' started by GreenDog, May 6, 2003.

  1. I suspect that the spoo charts I have been using w/ Tradestation
    (!for years!) are actually delayed by ~15 seconds or so.

    In addition, I suspect that TS may be missing some of the ticks.

    My questions are:

    1. Anyone else notice this w/ Tradestation (specifically w/ Futures).

    2. Is there a BETTER alternative to TS for real-time Futures (I've always been under the impression that TS was best).

    Thanks!

    dog
     
  2. EricP

    EricP

    I've done a side-by-side comparison of the TradeStation ES/NQ bid/ask and bidsize/asksize against the data from another source (S&P Comstock). The data will, at times, lead or lag the other data source by a second or so... I have never seen time delays approaching 10-15 seconds.

    Good luck,
    -Eric
     
  3. I first noticed the delay when I compared it to the live Futures Squawk. The Squawk was way in front of Tradestation.

    I wonder if the Squawk is always noticeably faster than ALL data feeds??

    anyone?? Beuller?? anyone??

    Thanks again.

    dog
     
  4. greendog-

    one thing I can add is...when you're looking at the SP you are looking at last trade most likely, where as a squawk he's giving you bid/ask and sometimes last trade too
    have you tried looking at the e-mini's (es) to compare?

    I'm certainly not an expert with TS or any other software, and just started using e-signal for futures. Seems like no delay at all.

    good luck and happy trading.

    uptik2000
     
  5. voice

    voice

    the SP and Nasdaq squawks are very fast, cause the broadcasters are in the pit quoting and commenting, real time, like a conversation
    Very helpful

     
  6. You guys are smokin' something. You really think there is any USABLE lag between the pit and the Emini?

    first you have to get rid of the 1200 baud modem.