Joined: Jan 10, 2008
Posted: Dec 5, 2008 04:52 PM
Msg. 1 of 3
I've been a DTN satellite customer for several years. I have written my own application using the SDK that tracks equities on AMEX, NYSE, and Nasdaq. I watch all of the symbols on these exchanges, tick by tick.
It seems that recently (within the last year or so) I've been missing some of the prints on some of the symbols. Also, when I look at the best bid/ask updates, it seems like I'm missing a lot of this information.
I have read that US equities are transmitted at the low priority and that some data may be dropped, and also that rather than providing a full feed, select data is transmitted that satisfies most retail customers.
Can anyone provide me with some hard stats on what L1 data, if any, is being dropped? In other words, how complete is the US L1 equities feed?
Joined: Apr 13, 2006
Posted: Dec 8, 2008 07:25 AM
Msg. 2 of 3
Due to the very large increases in market volumes the last couple years we have had to make some changes in the satellite systems broadcasts. If we hadn’t then just the market data would have overloaded the system & all our data & information would be backing up in the transmission system & be extremely late. We have had to make several changes. If you could please contact me directly with you TID number I can check your account, and be able to tell you for sure what changes have been made in your system. My direct email address is Stanley.Sullivan@DTN.com
Joined: Jan 10, 2008
Posted: Dec 9, 2008 05:41 PM
Msg. 3 of 3
I sent my TID yesterday morning, but I still haven't heard back from anyone. Did you receive it?
On another question, I notice that when I receive quotes with the print bit set there is also data in the bid/ask price and size, but the bid/ask bits are not set. Is it possible for these bid/asks to be new updates, or are they merely cached from the last update I received with the bid/ask bits set?
I know Jim is likely the person to answer this question, but I guess he's traveling for another week and I was hoping someone could answer in the meantime.