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Tether may indeed be the next. There is no verifiable proof how well it's backed by the USD.

Thank you. It doesn't mean that the investors automatically loses money if the fund incur losses. This could be the situation while in the video comments Michael Sartain says: "Karen never committed fraud. She was never convicted of fraud. She made her clients money" and "Her clients DID NOT...

The question was not where can I find the documents. The question was where is the information in these documents what says her customers didn't make money when investing her fund. What I see is only a questionable fees she was charging. Investors still made money after the fees. Of course...

I think BTC buy is not a bad idea at this level. Next buy level is @ 20k

Okay. Then please show us the point where the court papers says the investors lost money. I am not able to see it. Please do not get angry Im just trying to understand the situation. How I still see this they just didn't get as much as it would have been possible because of those...

I understand the customers made money but not as much as would have been possible because of a bit questionable fees charged by Karen. Karen also says she had not a required number of expensive lawyers to fight with the authorities. So maybe you are right. Karen isn't a young girl anymore so...

"I never lost money for my investors" ?

So what were the results ?

I don't have any problems to see the account cash value in SierraChart/CQG account window. There is also an ACSIL C/C++ function (API) to get the value for your custom indicators or code.

Thank you very much for your answers. Was very helpful and helped me to find a solution to my question. Happy trading for all of you.

No again. Jitter is a variance of latencies. I am not calculating that. I am calculating how long does it take to receive quote OR trade prints from the exchange -> data provider overhead will change that. I of course accumulate calculations and then average the results to get the answer...

Yes this can be done, but as I said it's better to do by comparing delta times. It will give you more accuracy. No need to sync your local h/w clock because you are counting it's ticks only.

No. In my case I am not interested in the lag produced by the internet or connections. I am interested in how much overhead will the data provider do. How good or bad is my data provider. Then by knowing that the quotes must come in within the 10 ms is a crucial part of the validation. Also...

I think you don't have to. You just have to look a time delta between 2 timestamped actions and compare the time with your h/w clock ticks. For example: You will receive a bid change 12:22:20.150 and the next will come 12:22:20:160. Because the timestamps will come directly from the exchange...

Yes. I think it's mandatory that you have exchange generated timestamps. I still would calculate the deltas between timestamps and my h/w clock ticks. I think this will give me a better accuracy. The exact times aren't so important in this situation. It's more a question of lag.

The question was how do you check your data lag. After reading some of your answers I came into this conclusion. So the simple answer to my question if "there is no way" until you colocate your h/w and compare the delta times between exchange generated time stamps and your h/w clock.

So it may be done by colocating a headless optimized server and comparing delta times between the received time stamps and your h/w clock ? I think this would be a way to see how much lag (overhead) your data service provider will add to the system.

I am asking this because I don't know how to do it. Thank you.

People can you please answer the question ? Data lag means how much time it takes to see a trade or bid/ask change on your screen after it happened in the exchange.

People can you please answer the question ? Data lag means how much time it takes to see a trade or bid/ask change on your screen after it happened in the exchange.