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  • Update frequency of DataManager

    Our application gets the data from the E-signal DataManager, we are limited by the update frequency of the DataManager.

    Their tech support rep has told me that the update frequency is once every 6 seconds. That implies that real time quote data we get from the data manager will be up to 6 secs old -- this seems slow for electronic trading operations. Is the data really going to be up to 6 secs old?

  • #2
    Hello,

    The Data Manager, what we refer to as the DM, is indeed real time. Not sure who you spoke wth but there is no 6 second delay on real time data.

    You can check the data flow of the DM by going into the DM itself. Open the DM and press the F2 key on your keyboard. This will open up the Symbol monitor. Enter in a symbol and then click on "to receiver" This will show you all the current real time information that is being passed through the DM. You can use this to match up the data in your application.

    Hope this helps.

    Thanks,
    J.J.
    eSignal Support

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    • #3
      hmmmm.

      I was told the update frequency was once every 6 secs. by a tech when I was using the online tech support live chat.

      Keep in mind, that a sampling of once every 6 secs does not necessarily imply a 6 second ' delay ' it just means that if there is one trade every second, onl every 6th one gets picked up.

      If the upadte frequency is < 6 secs, then what is it ?

      Thanks

      -Steve

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      • #4
        Indices Update frequency

        stevebright,

        http://kb.esignalcentral.com/article...ticle=2773&p=1

        Indices are updated from realtime to about 30 sec, some are daily.
        Most are 6 & 15 seconds updates.

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        • #5
          Here's my 2 cents.
          My program generates a beep everytime a trade goes off with Interactive Brokers' TWS trade platform, and, I have a time-and-sales window open with ESignal for futures contracts.

          There is no time difference between them during slow market times, and sometimes a few milliseconds difference during heavy-traffic times. Sometimes one leads, sometimes the other does.

          If you use a satellite link, there will be a long time delay, no matter how fast your connection is, due to the round-trip distance between the satellite and the Earth-based transmitter.

          For example, there is a time delay of about 3 seconds for programs I receive on DirectTV versus my local television station.

          Hope it helps,

          Leno

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