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Doug (guest)
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| 03/04/2008 4:54 PM |
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We are in the process of converting to the multicast. When connecting just to the primary feed of Listed stocks A-C, we are seeing tons of gaps, even when just reading the socket without processing anything beyond sequence number. Is that normal? Does it mean that we will have no choice but to connect to the Secondary feed also for gap minimization?
When we connect to the secondary feed also, it sees fewer gaps than the primary feed, but the ones it sees almost always line up with gaps on the primary feed. It seems like we would be out of re-requests in no time.
This seems unusual to have such a high gap rate. |
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Brian
Posts:56
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| 06/20/2008 4:56 PM |
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Thank you for the inquiry we a currently looking into this, and will get back to you soon.
NYSE Market Data Team |
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