[carltonp]

Hello Traders,

I wonder if someone would be so kind as to tell me if they observed the price pausing for YM on 12/13/11 (and today) at the following times and prices:

On 12/13/11, YM paused at the times specified below at the stated prices.

PRICE START TIME END TIME TIME DIFFERENCE
12127 14:05:51 14:07:55 0:02:04
12126 14:08:37 14:09:22 0:00:45
12087 14:17:31 14:18:25 0:00:54
12025 14:58:40 14:59:45 0:01:05

Today, 12/14/11 YM paused at the prices stated below
PRICE START TIME END TIME TIME DIFFERENCE
11818 15:22:57 15:24:28 0:01:31
11845 15:53:12 15:22:00 0:01:48


So, for example, on 12/13/11 I observed the price for YM remain at 12127 for 2mins at 4 seconds. Did anyone see that?

Today, I observed the price for YM remain 11818 for 1min and 31 seconds and so on ... Again did anyone else notice that?

Please let me know, as I'm not sure if I this is common or should complain to Interactive Broker.

Really appreciate your feedback on this.

Cheers

Carlton

[Tams]

here's my data from interactivebrokers.

it is the same data you have, you can compare them to see if your ISP caused any discrepancies.

[Tams]

Originally Posted by carltonp »

Hello Traders,

I wonder if someone would be so kind as to tell me if they observed the price pausing for YM on 12/13/11 (and today) at the following times and prices:

On 12/13/11, YM paused at the times specified below at the stated prices.

PRICE START TIME END TIME TIME DIFFERENCE
12127 14:05:51 14:07:55 0:02:04
12126 14:08:37 14:09:22 0:00:45
12087 14:17:31 14:18:25 0:00:54
12025 14:58:40 14:59:45 0:01:05

Today, 12/14/11 YM paused at the prices stated below
PRICE START TIME END TIME TIME DIFFERENCE
11818 15:22:57 15:24:28 0:01:31
11845 15:53:12 15:22:00 0:01:48


So, for example, on 12/13/11 I observed the price for YM remain at 12127 for 2mins at 4 seconds. Did anyone see that?

Today, I observed the price for YM remain 11818 for 1min and 31 seconds and so on ... Again did anyone else notice that?

Please let me know, as I'm not sure if I this is common or should complain to Interactive Broker.

Really appreciate your feedback on this.

Cheers

Carlton

are those exchange time you are quoting?
which month you are tracking?


in case you are not aware...

1. YM RTH closes at 15:15

2. YM rollover was last Thursday

[Tams]

Originally Posted by carltonp »

...
Please let me know, as I'm not sure if I this is common or should complain to Interactive Broker.

Really appreciate your feedback on this.

Cheers

Carlton

I don't know what are you going to complain about.

Interactivebrokers broadcasts the same quotes to all the clients.
It is like a radio broadcast, everybody receives the same quote from the same source at the same origin.

If there is any delay at IB, everybody would receive the same delay.

If you are the only one that receives delayed data, then the delay would have been caused by something somewhere between Interactivebrokers and your computer.

[carltonp]

Originally Posted by Tams »

are those exchange time you are quoting?
which month you are tracking?


in case you are not aware...

1. YM RTH closes at 15:15

2. YM rollover was last Thursday

Hi Tams, as always thanks for responding (you are so helpful).

I have to admit, I wasn't aware that YM had rolled over last Thursday. I've been tracking December, 2011. Should I be tracking March, 2012?

Cheers

[carltonp]

Originally Posted by Tams »

here's my data from interactivebrokers.

it is the same data you have, you can compare them to see if your ISP caused any discrepancies.

Tams, I've been looking at your quotes for 12/13/11, however I don't see any of my quotes listed. For example, just doing a search for YM price of12127, I'm not seeing anything in your attachment ......

[carltonp]

Originally Posted by Tams »

in case you are not aware...

1. YM RTH closes at 15:15

Does it not reopen at 15mins later at 15:30?

Cheers

[carltonp]

Originally Posted by carltonp »

Tams, I've been looking at your quotes for 12/13/11, however I don't see any of my quotes listed. For example, just doing a search for YM price of12127, I'm not seeing anything in your attachment ......

Tams, as you can see from the attachment, the price of YM at 19:05:51 GMT (14:05:51 EST) is 12127, for just over 2 minutes the price is still at 12127. However, I don't see that price in your attachment.....