Quote stop updating at eod when volume spikes up

NewTraderAdventure · Sep 30, 2019

Has anyone seen their stock quotes stall (completely stop!) the last two minutes or so of the day , during high volume ? Quotes come back after 4pm on their own

This never affects Futures. Never affects any other providers quotes that I run at the same time .

mskl · Sep 30, 2019

yes. Been happening quite a bit. I've only noticed it on spikes in activity. Other two data vendors are not affected. For me it often happens at 3:55 ish. The data can be behind or stop for 15-30 seconds but then it catches back up. Hopefully it is temporary.

NewTraderAdventure · Sep 30, 2019

This is a problem that has come and gone over the years .

Could be VERY costly if you need accurate prices at the close.

Craig66 · Sep 30, 2019

mskl said:
yes. Been happening quite a bit. I've only noticed it on spikes in activity. Other two data vendors are not affected. For me it often happens at 3:55 ish. The data can be behind or stop for 15-30 seconds but then it catches back up. Hopefully it is temporary.

Who is the vendor?

mskl · Sep 30, 2019

Craig66 said:
Who is the vendor?

Nanex is the vendor that I’m certain is fine (this service charts “activity” and everything is time stamped). So it is easy to see

99% sure Thomson Reuters is also fine.

Craig66 · Sep 30, 2019

mskl said:
Nanex is the vendor that I’m certain is fine (this service charts “activity” and everything is time stamped). So it is easy to see

99% sure Thomson Reuters is also fine.

So which one is lagging?

mskl · Sep 30, 2019

Craig66 · Sep 30, 2019

Ah...OK. I'd heard a similar story for Polygon.