Lagging quotes

[Guest]

New to eSignal, am finding most stock quotes run with or maybe only 1 second behind my system clock (which is synced with an atomic clock). Very good service. My question is, why do some quotes lag? They seem to hang, sometimes for up to 60 seconds, then lurch forward to current time. Usually NYSE quotes, but Nasdaq too. That 60 seconds is a real problem when you have just put on a trade in that stock. Anyone else experience this?

[ScottJ]

Hi and welcome to eSignal.

It sounds like you're having either memory issues, excessive CPU drain or perhaps connectivity issues. Please review this KB Article on Performance and try to eliminate each of the possible factors.

Please let us know how your troubleshooting goes so we can assist further if the problem persists.

Thanks.

[lapdj5]

lagging quotes

Hi,

I'm experiencing the same problem and went through the entire KB Article performance before contacting eSignal customer service but I was then referred to the same article. I cannot see what the problem is.

I'm using Windows 2000 P4, 2.8 Ghz, 1G memory, 2 video cards, 4 monitors, 14 advanced charts opened with some indices (symbol count is 18) all NASDAQ, 4 lines per chart, 4 EFS studies with alarms, 5 basic studies. The lagging is not constant, only during market's peaks where there's action on all the charts, then 1 or 2 would be accurate while the rest is lagging until market is calmer. If I scroll each chart to the left, it would update with current price but then would lag again. During this peak time, CPU is running at 70% maximum while only 500K of memory is utilized. This computer is used for eSignal only and no other programs are run on it, ever.

Any idea what the problem is? Video cards are 128MB memory each.

Help!!

Thanks.

[ScottJ]

Hi lapdj5,

To help isolate if there's a problem with either your layout or one of the EFS files, have you tried eliminating certain chart windows to see if the problem goes away? Your system seems robust enough but there's likely something causing the sluggishness and sometimes it can be tough to determine on each individual PC without some trial and error testing.

Could even start with a very simple layout and slowly add the components you want to see if you can spot when the performance degrades.

Thanks.

[orbit500]

Same here

I've noticed this on and off for a few weeks now and it is REALLY bothering me.
I noted a varying delay at US market open on YM and AX; varying between 2 and 12 seconds. I thought I was dreaming as the Interactive Broker's quote changes smartly and E-signal plays catch up.
I have videoed this and will attach an MPG shortly. No amount of CPU usage or IP delay can explain a delay between these 2 feeds. Unless of course IB is giving me quotes from the future.
How can you make decisions with $1000s based on this ???!
Now you have several people complaining I suggest you sort it before you get a hefty lawsuit.

[DuaneG]

orbit500,

We have not had any widespread reports of these symbols being delayed. In the case where data is not being transmitted in a timely manner, we are literally flooded with hundreds of reports due to the sheer number of clients who are typically affected in a network wide issue.

As we are constantly monitoring our feed and comparing it against other competitive services, we have not come across any latency that would constitute that severe of a difference. The CPU usage and network pathing are possible culprits for this sort of behavior, but there are also other possible causes that should be considered. We've documented several of the possible scenarios that customers can sometimes experience.

If you have not yet gone through these articles from our Knowledge Base, you can visit each one by clicking the corresponding links. Another option is to contact the Technical Support Department during one of these occurrences so that we can provide every resource and option to help get it resolved. Here are the links to the aforementioned Knowledge Base articles.

KB: Internet Connection Issues

KB: Freezing and Slow Performance Issues

[orbit500]

OK

I want to get this sorted as much as anyone but I would like to know what technicaly could be the issue that causes quotes to mysteriously delay in peak market conditions on esignal but not IB ?
I have 3GHz/1GbRAM/etc with Zen ISP ADSL 512k which runs at minimal loading. I have never had downtime with my ISP, they are regarded as the best in the UK. IB quotes were running without any delay. I remote desktopped into a machine in my other office and ran esignal : same issue.

My issue is : abstract the delay cause for a moment. Let's suppose that the ISP is somehow delaying quotes just for you or that the system resources are being compromised just for you.

The 2 clocks displayed on IB's TWS and esignal were perfectly in synch.
Given the critical time nature of the data HOW is the esignal application not aware of the time stamp of a particular quote is different to the current system clock ? Whatever the cause of the delay, the current tick's timestamp would have been 12s BEHIND the system clock. The software should SCREAM this out loud !

It beggars belief that some sanity check is not done on this otherwise no-one would be the wiser at all.

[orbit500]

What am I doing ?

Have a read of the following :

http://www.elitetrader.com/so/index.cfm?action=view&SR_ProductID=5&start=6

"Take a look through ET it's full of these esignal issues and use of the blame the customer's ISP tactic."

"Data (ES/NQ/YM) is many times slightly delayed comparing to the IB feed.
Prices can lag 5 to 20 seconds behind IB, data halts frequently and resumes after a second or two (ES/NQ/YM)."

PLENTY of people are complaining of SLOW quotes. Are you people on CRACK ? Quote accuracy is the only friggin reason you EXIST ! If you can't guarantee to flag quote integrity then you're WORTHLESS.

Right. I want an DEFINITIVE answer to this within 7 days.
Otherwise you get to refund my subscription to date and count yourself damn lucky I haven't tied down any bad trades to this delay. I'm the wrong guy to get suckered into parting with money for rubbish, believe me.

The following quote from ET is interesting :
"Because the quote window refreshes on every tick, it can not keep up with heavily traded securities such as ES, NQ, QQQ, SPY. As a result, what gets displayed the background color with an occasional data flash, often too brief to comprehend what it was. Replacing tick-by-tick quotes with fast snapshot ones would take care of the problem. "

[mssmith]

Esignal censor's compaints !?

You gotta to be kidding me !! Where did that post go ?

[DuaneG]

mssmith,

Please check your Private Messages in regards to the previous post.

[ScottJ]

orbit500,

There is no question that the topic of slow or lagging quotes is a critical issue. That's the main reason we benchtest our data against 7-9 different sources each week. We test a variety of futures, stocks, options, and indices. We have a special program that runs that time-stamps the data being received and calculates the variation. The results tend to vary a bit each week (since there are so many factors involved) and across instruments but the widest variation is usually 1/2 second to a full second. Based on our testing, we're very confident were one of the top providers in terms of speed and accuracy.

In terms of a 12 second delay on a contract like ES or YM, the way our realtime buffers are currently configured, it's not technically possible for us to hold 12 seconds worth of ticks. With the volumes we're seeing, we'd start spilling over if the buffer reached 3-4 seconds and we aren't seeing that in our feed monitoring. That's why when we hear of someone referencing a 12 or 20 second delay, we KNOW that other factors have to be involved.

In the end, it's clear that the only thing that counts is the end-user experience so that's why we're eager to help troubleshoot and do all we can to resolve the problem.

Here's a few questions so we can dig a little deeper.

1. How are you timing the differences? By eye or are you using some sort of program? Are you checking time and sales and comparing? (Note: when you initially open a chart or T&S window, the data is pulled from our servers. Once open, it begins to cache the data locally from what's being received. So one test is to leave a T&S window open for a period of time and then open a fresh one for comparison).

2. Have you tried reducing your eSignal layout to as bare-bones as possible (i.e. quote window with a few symbols)? If the delays went away, it may mean there's something in the layout causing the problem.

3. It's not likely your ISP but since our servers are not associated with IB's, nor stored in the same facilities, your ISP must create a unique path to us vs any other service you check. Have you done traceroutes and pinged our test server just to be sure?

4. Have you ever called our support directly when you see a delay? That's really helpful because we can call out quotes with you and see if you're seeing what we're seeing.

5. Have you checked for software conflicts per the KB article referenced earlier by Duane? Every application has unique code so even though TWS may work fine, a conflict could exist between some other application on your PC and eSignal.

In the end, if there is a problem on our end, we want to fix it. If it's not within our network, we certainly want to help figure out what it is so other users don't experience the same problem.

If you'd prefer to talk directly rather than responding back and forth, feel free to PM your username and we can chat next week.

Thanks.

[ScottJ]

To others reading this thread:

I think it would help to hear from others tracking YM or ES. Based on the number of subscribers we have (over 80.000 terminals) and the relative small # of people citing delays, I'd assume many users are working just fine. If so, it sure would help illuminate the situation if users could chime in here and let us all know.

If you do report delays, as a few users here are, please give as much detail as possible. As you can see by that KB article, there are lots of reasons data can get delayed so we need to intelligently troubleshoot and avoid broad, generalized conclusions.

Thanks.

[ACM]

FWIW I run ES and NQ charts all the time and my experience is that there are hardly ever any differences compared to my Globex terminal which is running on a separate machine linked directly to the CME via frame relay.
Alex

[Momentum]

Prices lagging big time today. Everyone in Woodies CCI room is remarking on it. What's happening esig?

[JayF]

Do you have some example symbols on this? We do have a few reports coming in and preliminary investigations are underway.