[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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