Market data lag

Discussion in 'Data Sets and Feeds' started by topdog, Apr 27, 2022.

  1. topdog

    topdog

    How do you check your real market data lag ?
     
  2. Overnight

    Overnight

    I do not have real market data lag. Is that a thing?
     
  3. topdog

    topdog

    How do you know it ?
     
  4. Overnight

    Overnight

    Because I have a real-time data feed.
     
  5. panzerman

    panzerman

    By data lag, do you mean network latency from the exchange servers to your computer? If so, do not worry about it too much unless you are in a location with extremely spotty internet access. Certainly, latency arbitrage would not even be a game you could begin to play in even if you had a fast fiber optic connection.
     
    Nobert likes this.
  6. topdog

    topdog

    lol
     
  7. Overnight

    Overnight

    Unless you are trading millions of contracts/shares, this "data lag" you speak of does not affect you.
     
  8. topdog

    topdog

    People can you please answer the question ?

    Data lag means how much time it takes to see a trade or bid/ask change on your screen after it happened in the exchange.
     
  9. Jzwu2017

    Jzwu2017

    Human reaction time is much longer than any data lag. HFT is the game to play it. Even you know the actual data lag there’s nothing you can do as a human.
     
    Nobert likes this.
  10. topdog

    topdog

    People can you please answer the question ?

    Data lag means how much time it takes to see a trade or bid/ask change on your screen after it happened in the exchange.
     
    #10     Apr 27, 2022
    Nobert likes this.