Started looking closely at the ZenFire timestamps compared to when I actually receive them (local CPU clock sync'd to NIST). Most of the time (>90%), I receive them within 1 second. Often, when things get busy, I notice a lag that can be greater than 1 minute! I wrote an indicator, TickTime (attached) that compares ZenFire timestamps to local CPU clock and prints out the diff to the Output window. You can also enable output to a file as well with a threshold, ie you can tell it to only output ticks that lag by more than X seconds. The code also keeps track of how many ticks per minute are received as an indication of how busy the market is.
Would be interested to hear if others are experiencing this type of lag with ZF, or is there another datafeed that won't clog up so bad when things get busy.
I use Mirus. They told me the ZF feed comes straight from the ZF server farm, they don't touch it, so everyone using ZF should be seeing the same thing.
FYI, I'm running this on a Core2 Duo, 2.66GHz, 2GB RAM, XP sp3, no wireless, nothing else running, 1.4M DSL internet.
Would be interested to hear if others are experiencing this type of lag with ZF, or is there another datafeed that won't clog up so bad when things get busy.
I use Mirus. They told me the ZF feed comes straight from the ZF server farm, they don't touch it, so everyone using ZF should be seeing the same thing.
FYI, I'm running this on a Core2 Duo, 2.66GHz, 2GB RAM, XP sp3, no wireless, nothing else running, 1.4M DSL internet.
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