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You are correct...BMI by my observation was about a minute late compared
with Qcom, squawk, and floor broker. And you are correct that they can't
handle the flow during event news/fast markets. We may get all the ticks,
but they are late in coming sometimes, even though BMI places data flow
priority on the index futures. And when SSF come out, tick tardiness will
only get worse.
MT
>However, I do have a problem with BMI performance during fast NQ markets
>with tick volume exceeding ~200 ticks/min.
>E.g. today 9:18 CST I went short when the price on the screen was 1396.00.
>My fill 5 sec later was 1389.50. I looked at TS clock at the top of the page
>and it was 55 sec behind brokers clock which closely matches the exchange
>time.
>I checked broker's price and it was running below my fill price.
>I haven't observed this phenomenon for some time, but I have in the past.
>BMI tech supp confirmed that during fast markets they cannot handle the
>flow.
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