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Well I am talking about price discovery not really time of execution, the price that the MM trades at, how ahead of the game is it compared to the stocking index and the mini futures contract?

I was told by a trader that pit traded data is ahead of screen based traders by 7-10 seconds. obviously there is lag, but 7-10 seconds from pit to screen for someone even in new york. so for example er2 mini futures contract is behind the pit traded contract by 7-10 seconds and the russell...