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Hi Jan,
I'm still trying to confirm whether or not this is true, but this is what I
was told. There are two feeds from the CME - one to the data providers and
one to the brokers/FCM's. The broker feed takes priority and can result in
delayed data to the providers during those peak times where capacity is
evidently a problem at the CME.
Hopefully we will eventually find out what the "real deal" is whether it's
the above scenario or some other one.
Bob
----- Original Message -----
From: "Jan Philipp" <jan4123@xxxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Wednesday, February 27, 2002 5:12 PM
Subject: BMI
> For those interested in BMI cable performance:
> Today delay in data started at 9:02 increasing gradually
> to 45 sec at 9:12 and then decreasing to 0 at 9:19.
> During that time tick volume went from 356 ticks/min
> at 9:02 to 145 at 9:18.
> The critical time is almost always around 9:00 when the
> reports come out.
> It has nothing to do with CME because during that time
> broker's data which I receive with their order entry softw
> is correct - I know because I learned it the hard way by
> getting fills way out of what TS showed, but consistent with
> broker's data which happens to be CQG.
>
> Jan Philipp
>
>
>
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