A friend of mine uses TradeStation for his futures trading. I was wondering about data latency, i.e. how much of a delay there is between a trades actual time-stamp and when it arrives "in a bar" on TradeStation. Some of his strategies are not tracking well, when you compare actual trades to simulations run after the close. TS makes it difficult to figure these things out as far as I can tell. You essentially get their bar data without having a good sense of if it's current or a seconds delayed. If anyone has any measurements and/or insights they'd like to share, I'd appreciate it. Thanks!