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MBTrading Data Error-Lag


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MBTrading Data Error-Lag

  #1 (permalink)
 
Sad Planet's Avatar
 Sad Planet 
Mossel Bay-South Africa
 
Experience: Intermediate
Platform: Sierra - MetaTrader 5
Broker: ActivTrades - Amp/Rithmic
Trading: Futures and FX
Posts: 62 since Aug 2010
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Has anyone experienced any issues with the data from MBT? Over the last couple of weeks I've noticed the following:

1) Differences between tick based data and time based data, see the four white background charts. All four charts are MBT data.
2) Lag when comparing MBT to Optimus, see the T&S and L2 shots. (The comparative time on the NY clock would be 13:07.)
Notice how the time and volume do not match in the first six shots when the pit session is open but do coincide once the session is closed and volume and volatility have dropped off. (Most of the times are EST +6).
The T&S window on the left is Optimus and the L2 is MBT. (At one point the volume is off by over 1000 contracts).

Please let me know if the screen-shots are confusing.

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  #3 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
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I think what you are seeing is "normal" and shows that some broker feeds are not all that great. I believe MBT data feed was mentioned here, check:



If not you could post your findings there and see if anyone else can duplicate.

Mike

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  #4 (permalink)
 
Sad Planet's Avatar
 Sad Planet 
Mossel Bay-South Africa
 
Experience: Intermediate
Platform: Sierra - MetaTrader 5
Broker: ActivTrades - Amp/Rithmic
Trading: Futures and FX
Posts: 62 since Aug 2010
Thanks Given: 18
Thanks Received: 38


Big Mike View Post
I think what you are seeing is "normal" and shows that some broker feeds are not all that great. I believe MBT data feed was mentioned here, check:

If not you could post your findings there and see if anyone else can duplicate.

Mike

Thanks Mike.

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Last Updated on May 5, 2011


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