SPMIB 1!-IDM via desktop API -- missing bids/asks

[zigglzworth]

I see.

I just have one last question:

Regarding what you said earlier about getting delayed quotes for instruments that are not traded much.

Would this apply to options with a low open interest?

If so what is the level of open interest for an option which dictates the line between it's quote being real-time and delayed?

How delayed are such quotes for instruments that are not traded much?

Why does esignal delay quotes for such instruments?


Thank you.

[AChan]

Just want to clarify, data is not delayed based on open interest or trade frequency. We have data accounts which are designed to provide delayed data specifically. For your account, I believe that it's real-time in nature, so it doesn't apply in your case.

[zigglzworth]

Then there is a problem because we are clearly seeing delayed or incorrect data on some of the requests we make. I am referring here to Bids and Asks for Options (we do not request stock data or any of the fields associated with it). Is there any reason why this may be happening?

We have checked our system and code and have confirmed that there is no problem on our end regarding this.


Thank you.

[zigglzworth]

In addition to the the note below:

We have done a check against the esignal real-time streaming quote box (in the esignal software NOT with the API) against 2 other data-feeds.

Based on what we saw today we can CONFIRM that the data we are receiving from esignal for BIDS and ASKS on options is NOT real-time but suffers a delay for sometimes more than 2 minutes!

Please check on this for us as we have been paying for a real-time service NOT a delayed one.

Thank you.

[AChan]

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