Tradestation ES data

Discussion in 'Data Sets and Feeds' started by vanilla2, May 30, 2003.

  1. Is anyone else seeing extreme lags in Tradestation ES data compared to IB this morning?

    I have observed this lag sporadically, and about one day in 10, it's really serious. This morning, my ES quotes are 1-4 seconds late in TS, and sometimes not even printing levels that I see in IB at all. At a few moments, they were off by 2 full points.

    I rebuilt a stripped down version of my workspace, cold booted my machine with only that workspace running and the problem was still there, so I know it's not that I'm taxing the feed or my DSL connection or processor too heavily.

    I understand from the TS support forum that they promised a direct Globex feed to replace Comtex by some time this month, and I think they need to get this in stat, or else the software is pretty much useless for real-time.

    Can anybody confirm seeing this issue at various times this morning?
  2. Kermit


    Yep, TS’s ES data was very slow this AM. Placed my first stop order to go long this morning at 9:41am but was rejected because market was already trading way past my price and the TS chart wasn’t showing it yet. For the rest of the morning, I just traded by keying off of my J-Trader’s quotes. I think TS is doing some sort of network upgrade this weekend for direct Globex, but I’m not holding my breath.

  3. FinStat


    TS seems to lag IB most of the time. though sometimes slight.

    got a pop-up that said there were globex problems on TS today.
  4. yeh, i popped off a complaint on the support forum like so many others. i hope they get up to speed ASAP... the lag is pushing it for $200/month

    someone has recommended a way for me to feed TWS data into 2000i (running TS7 right now), and I'm seriously considering it. This lag is annoying, even when it's slight. when it's like today, i just throw my arms up.
  5. Woody


    I noticed a big delay this morning as well as on Tuesday morning when the market was shooting higher. It seemed like the delay was at least 10 to 15 seconds. I agree that most of the time they are slower than IB but it seems to only be one or two seconds at the most. Today and Tuesday were unusually large delays. I thought that they had already upgraded and now had a direct feed to the CME. Apparently they have not completed the upgrade yet. I had heard for some time that TS was experiencing delay problems with the globex data. I have much less confidence during fast markets in their data now after witnessing these recent delays compared to other data providers.
  6. Kermit


    I’d be interested too. How is that accomplished via 2000i’s Global Server?

  7. I wish I knew the details of how it's done, aparently somehow through some vb. I never took the fellow up on a full explanation, but pm me if you want me to see if he's willing to elaborate for us. English is his second language.
  8. Even a few seconds of lag can be killer on a morning like this one. Most of the time, the charts were plus or minus a point or two off IB's quotes. Needless to say, that's too much. In the past, I've tried shutting everything but the main workspace down, or logging on and off, or deleting the cache, and sometimes have seen some apparent improvement - though I don't quite believe any of that really is at the root of the problem. So I ended up missing most of the main move while futzing around and cussing out the screen.

    I also called to complain. Also was told the direct lines were not quite implemented. Was not given a firm date, but the person I spoke with didn't sound totally clued-in.

    Yesterday, the feed seemed right with IB most of the day. Most days, it still lags during morning volume surges.

    Sure would be nice to have a professional-quality platform. Don't really know how much more time to give them: This is (much) worse than useless when it really matters.
  9. Went to the support site... The upgrade is now officially "expected in June," replacing the previous "expected in May."

    Kermit - As you probably know, upgrading to be "ready for Globex" isn't the same as actually implementing the new set-up. When I went to the forum I couldn't find any reference to this weekend - just more qualified promises.
  10. #10     May 30, 2003