[ts-gen] Market data subscription request-to-1st-message round-trip times
Paul C
paulq2o0 at yahoo.co.uk
Fri Apr 4 12:00:40 EDT 2008
I can report similar results of aprox. 0.13s for FTSE100 futures (three extracts below); mid
afternoon today.
( I'm assuming a round-trip to be from the |2|1| [src-tag] request to the |3|2| message. )
The time (in seconds) in the left hand column is the time since the
previous line entry in the log (using the microseconds in column 3[not shown]).
Some higher time values are sometimes seen,
after the first message returns, as seen in the third (extended) extract. To the
right of the # are columns 4-end of the shim log file.
0.000142s # |2| 1| 5| 219|Z|FUT|200806|0.00||1|LIFFE||GBP||
--> 0.132881s # |3| 2| 5| 219|8| 50142|0|size.volume. |FUT.LIFFE.Z.
. . .
0.000118s # |2| 1| 5| 219|Z|FUT|200806|0.00||1|LIFFE||GBP||
--> 0.128058s # |3| 2| 5| 219|8| 54473|0|size.volume. |FUT.LIFFE.Z.
. . .
0.000130s # |2| 1| 5| 219|Z|FUT|200806|0.00||1|LIFFE||GBP||
--> 0.124042s # |3| 2| 5| 219|8| 54938|0|size.volume. |FUT.LIFFE.Z.
0.000061s # |3| 1| 5| 219|6| 5969.0| 0| |price.summary.high. |FUT.LIFFE.Z.
0.000043s # |3| 1| 5| 219|7| 5905.0| 0| |price.summary.low. |FUT.LIFFE.Z.
0.000042s # |3| 1| 5| 219|1| 5915.5| 4| |price.outcry.bid. |FUT.LIFFE.Z.
0.000029s # |3| 2| 5| 219|0| 4|0|size.bid. |FUT.LIFFE.Z.
0.001382s # |3| 1| 5| 219|2| 5916.0| 3| |price.outcry.ask. |FUT.LIFFE.Z.
0.000032s # |3| 2| 5| 219|3| 3|0|size.ask. |FUT.LIFFE.Z.
0.314398s # |3| 1| 5| 219|1| 5913.5| 1| |price.outcry.bid. |FUT.LIFFE.Z.
0.000049s # |3| 1| 5| 219|2| 5914.5| 5| |price.outcry.ask. |FUT.LIFFE.Z.
0.000031s # |3| 2| 5| 219|0| 1|0|size.bid. |FUT.LIFFE.Z.
0.000048s # |3| 2| 5| 219|3| 5|0|size.ask. |FUT.LIFFE.Z.
0.000039s # |3| 1| 5| 219|4| 5914.0| 2| |price.summary.last. |FUT.LIFFE.Z.
0.000028s # |3| 2| 5| 219|5| 2|0|size.last. |FUT.LIFFE.Z.
0.000028s # |3| 2| 5| 219|8| 55072|0|size.volume. |FUT.LIFFE.Z.
0.000040s # |3| 1| 5| 219|6| 5969.0| 0| |price.summary.high. |FUT.LIFFE.Z.
0.000040s # |3| 1| 5| 219|7| 5905.0| 0| |price.summary.low. |FUT.LIFFE.Z.
0.000042s # |3| 1| 5| 219|9| 5909.5| 0| |price.summary.close.|FUT.LIFFE.Z.
0.410191s # |3| 1| 5| 219|1| 5915.0| 2| |price.outcry.bid. |FUT.LIFFE.Z.
0.000052s # |3| 1| 5| 219|2| 5915.5| 3| |price.outcry.ask. |FUT.LIFFE.Z.
Paul C
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