I found the statement below on the Esignal web site. Does anybody know is this 10 second delay exists on all NYSE open books or is the esignal book a lager to the others. Also, does anybody use the NYSE book from esignal and if so, what do you think of it.
Thanks.
How Often Data for NYSE Open Book Updates
The NYSE sends out the data in 10-second bursts. That's why you may see the Open Book out of sync occasionally with the best bid/ask quote in a quote window. Unlike with NASDAQ Level II data, the NYSE doesn't stream the data tick by tick in Open Book
Thanks.
How Often Data for NYSE Open Book Updates
The NYSE sends out the data in 10-second bursts. That's why you may see the Open Book out of sync occasionally with the best bid/ask quote in a quote window. Unlike with NASDAQ Level II data, the NYSE doesn't stream the data tick by tick in Open Book