Request real-time data but delayed nearly 2 seconds

afra

I am requesting real-time quotes using Websocket, but sometimes the quotes I received have 2 to 3 seconds delay. I am sending almost 7,000 symbols using batch request with different ID. Something wrong with my connection (or network) or something wrong with server?

Alex Putkov.1

@afra

I see a couple of possible reasons why the value in SALTIM_MS field may be 2-3 seconds behind the time you receive the data:

• Clock synchronization. I assume you use your machine clock to timestamp the event of receiving data. It's possible that this clock may not be perfectly synchronized.
• SALTIM_MS field contains the timestamp of the last trade on the instrument. If you're requesting a snapshot of market data and the instrument did not have any trades in the last 2-3 seconds, then the value of SALTIM_MS field you retrieve will be 2-3 seconds behind the current time, as this is when the last trade for the instrument occurred.
• If you're requesting a snapshot of market data for 7K RICs from the platform or if you're requesting initial images of real-time records when initializing the subscriptions for streaming data (as opposed to getting the update events from active streaming subscriptions), then in my experience the round trip may take several seconds to process the full request of 7K RICs and return the snapshot or the initial images. In this scenario the value of SALTIM_MS field being 2-3 seconds behind the current time is not out of line.

A more detailed description of what you do (ideally including a code snippet) would be very helpful to determine if the symptoms you experience are due to any of the reasons I mentioned above or something else.