Problems w L2 on T.S lately

Kymar,

I haven't had any crashes on TS6 but the quotes often lag my other quote provider significantly. This is happening on both NYSE and NASDAQ. Today for example on AMGN bid/ask was frozen and out of sync many times, while my other provider was updating quotes just fine. Bottom line is that I can no longer trust the quotes I see in TS6.

Echo
 
Originally posted by echo33029
Kymar,

I haven't had any crashes on TS6 but the quotes often lag my other quote provider significantly. This is happening on both NYSE and NASDAQ. Today for example on AMGN bid/ask was frozen and out of sync many times, while my other provider was updating quotes just fine. Bottom line is that I can no longer trust the quotes I see in TS6.

Echo
More...

Do you happen to know who provides quotes to your other provider? TS still gets theirs through S&P Comstock, I believe.

I also wonder whether your running TS6 alongside another platform has any impact on the lagging problem. The problems I have mostly seem to center on small caps, as though the high volume and faster movement on bigger traders like AMGN triggers better updating. On the other hand, I have to begin to wonder how truly "comprehensive" the quotes that I'm seeing are...
 
The other quotes are coming from Cybertrader but I'm not sure who their provider is.

The problem I'm seeing is more than just a lagging quote problem. Many times the quote will just not update at all, usually until the bid/ask changes again, and TS6 will get the new update. Its almost as if the quote update that it missed was never sent at all. It the old days many quote providers used to filter out some T+S data to try to minimize bandwidth congestion. This seems to be something similar.

I run TS6 along with Cyber X2 on a dual P3 1GHz system with 512M Ram. CPU used is typically less than 5% with more than 250M Ram still available.
 
Wow.
Your actually considering leaving TS?

Who have you got in mind IB, MBT?

Wonder if TS can get this problem fixed fast?

mktsurf
 
I was having problems with TS6 freezing up on me and having to reboot my computer. My computer is a 1.4ghz P4 with 384mb of ram and I was using Windows ME. I was ready to add more memory when another ts6 user told me he had the same problem until he upgraded to Windows XP. So, I upgraded to Windows XP home and no longer have the problem. It never freezes up on me no matter how many applications I have open.
 
Originally posted by mktman
Wow.
Your actually considering leaving TS?

Who have you got in mind IB, MBT?

Wonder if TS can get this problem fixed fast?

mktsurf
More...

Yes... I am considering leaving TS, but at the moment I'm thinking more about a bridge for the next month or so - to see if these latest problems get ironed out. I'd also hate to quit TS just when the big upgrade FINALLY comes out.

I'm thinking at the very least I should give E-Signal a trial as a data service. If it's significantly better than what I've been getting from TS for the last month or so, and if TS doesn't get its act together, then I'll look into the E-Signal/IB integrated combo, though the widespread complaints, mostly on this site, about IB's customer service, connectivity problems, and lost/phantom orders make me very leery about giving them a try for my business. Of course, it'd be cool to do e-minis and such sometimes, and I don't really mind having to learn a new programming language for customization - presuming I can do what I need to do...

You probably know as well as I do - from this site and elsewhere - what other alternatives there are, and the pluses and minuses.
 
Did have stuck quotes again today, though not very badly - just once or twice that I noticed. The main problem remains the lack of synchronization between bid-ask data as sent to the Order Bar and as reflected in L2. Often, the OB seems to get stuck on a bad bid, but just as or more often, the inside market reflected on the OB and/or Time and Sales is simply different from what's reflected in L2.

How're the rest of you doing?

Here's an example of what was typical today.
 

Attachments

My T&S and charts were "stuck" off and on for periods all morning.
Very annoying.
Wonder what the trouble is?

Made for an impossible day to trade.

Will call tomorrow if this continues.

mktsurf
 
Friday so far was the worst. Yesterday was not as bad though
the bid/ask buttons did lag the bid/ask on L2. Stuck AMEX quotes not as bad. For some reason, fills were terrible but I don't know if that's me or if it's lagging data.
 
I do think that some of your AMEX problems simply have to do with AMEX (Another Miserable EXecution). Also, it appears to me that the market in Nasdaq often trades through or across AMEX.

On the other hand, the OB being out of sync with L2 has been going on for more than a month, and occasional stuck charts have been an annoyance for much longer. If I didn't have an appointment after the bell, I'd give them another call this afternoon to express my displeasure. I'm also thinking of posting something to TradeStationWorld...
 
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